The Gregory C. Chow Econometrics Research Program- Oskar Morgenstern Memorial Seminar Spring 2005 Meets Tuesdays, 2:40-4:10 p.m. in 200 Fisher Hall |
|
March 8, 2005 |
Philippe-Emmanuel Petalas, Princeton, "Efficient Estimation of the Parameter Path in Unstable Time Series Models" with Ulrich Mueller. |
March 15, 2005 |
No Seminar, Spring Break |
March 22, 2005 | Shakeeb Khan, Rochester, "Semiparametric Estimation of Randomly Censored Duration Models". Paper 1: "Minimum Distance Estimation of Randomly Censored Regression Models" with Elie Tamer. Paper 2: "Partial Rank Estimation of Transformation Models with General forms of Censoring" with Elie Tamer. |
March 29, 2005 |
Alberto Abadie, Harvard KSG, "On the Failure of the Bootstrap for Matching Estimators". |
April 5, 2005 |
Mark Watston, Princeton, "An Empirical Comparison of Methods for Forecasting Using Many Predictors" with James H. Stock. |
April 12, 2005 | Jianqing Fan, Princeton,"Generalized Likelihood ratio tests with applications to model specification tests in diffusion models" and "Nonparametric Inference for Additive Models". |
April 26, 2005 | Marine Carrasco, Rochester, "Optimal Test for Markov Switching" with Liang Hu & Werner Ploberger. |
May 3, 2005 | Yacine Ait-Sahalia, Princeton, "Discretely Sampled Levy Processes" joint work with Jean
Jacod. |