Econometric Research Program


Oskar Morgenstern Memorial Seminar Fall 2012
Tuesdays: 2:40 - 4:00pm 200 Fisher Hall Speaker's Office: B-13
September 13, 2012	FALL CLASSES BEGIN
September 18, 2012	Andrew Patton, Duke University, “Modelling Dependence in High Dimensions with Factor Copulas”. Seminar is joint with Civitas Foundation Finance.
September 25, 2012	No Seminar
October 2, 2012	Manuel Arellano, CEMFI , "Random Effects Quantile Regression", joint with Stephane Bonhomme.
October 9, 2012	Francis Diebold, University of Penn, "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms."
October 16, 2012	Adam McCloskey, Brown University, "Bonferroni-Based Size-Correction for Nonstandard Testing Problems".
October 22, 2012	DEPARTMENT WIDE SEMINAR WEEK
October 30, 2012	FALL RECESS WEEK
November 6, 2012	Marc Henry, University of Montreal, "Sharp Bounds in the Binary Roy Model".
November 13, 2012	Cancelled
Novermber 20, 2012	THANKSGIVING WEEK
November 27, 2012	Cancelled
December 4, 2012	Ismael Castillo, Universite’ Pierre et Marie CURIE, "On semiparametric Bernstein-von Mises theorems". Paper 1 and Paper2
December 11, 2012	Nicholas Polson, Chicago, Split Sampling: Expectation, Normalisation and Rare Events.
December 14, 2012	WINTER RECESS WEEK