UNC Econometrics Seminar

Spring 2011

• 4/29/2011 | 1:30pm | GA211

  • Marine Carrasco - University of Montreal

  • "Optimal Portfolio Selection Using Regularization" with Nérée Noumon"

   

• 3/25/2011 | 1:30pm | GA211

  • Vladas Pipiras - UNC at Chapel Hill, STAT-OR

  • "Statistical tests for changes in mean against long-range dependence"

   

• 1/21/2011 | 1:30pm | GA211

  • Hye Young Min - UNC at Chapel Hill

  • "Finite Sample Properties of Localized Moment Estimators"

   

• 1/14/2011 | 1:30pm | GA211

  • Mardi Dungey - University of Tasmania

  • "Observing the Crisis: Characterising the spectrum of financial markets with high frequency data, 2004-2008", with J. Holloway, and A. Yalama

Fall 2010

• 12/03/2010 | NISS

  • Triangle Econometrics Conference

   

• 11/18/2010 | 3:30pm | NISS

  • Jonathan Wright - Johns Hopkins

  • "Evaluating Real-Time VAR Forecasts with an Informative democratic Prior"

   

• 11/05/2010 | 1:30pm | GA211

  • Artem Prokhov - Concordia University

  • "Efficient estimation of parameters in marginals in semiparametric multivariate models", with V. Panchenko

   

• 11/05/2010 | 11:00am| GA211

  • Prosper Dovonan - Concordia University

  • "Long Run Canonical Correlations: Estimation and Inference", with A. Hall, and K. Jana

   

• 11/04/2010 | 3:30pm | NISS

  • Serena Ng - Columbia University

  • "Dynamic Identification of DSGE models"

   

  10/29/2010 | 1:30pm | GA211

  • Saraswata Chaudhuri - UNC at Chapel Hill

  • "On the use of Implied Probabilities in conducting a Score test", with E. Renault

   

• 10/21/2010 | 3:30pm | NISS

  • Jack Porter - Wisconsin

  • Impossibility Results for Nondifferentiable Functionals

   

• 10/14/2010 | 3:30pm | NISS

  • Rustam Ibragimov - Harvard

  • "t-statistic based correlation and heterogeniety robust inference, with applications to risk, inequality, and concentration measurement"

   

• 09/09/2010 | 3:3pm | NISS

  • Stefan Hoderlein - Boston College

  • "Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects", with H. White

Current Seminars

2009/2010 Seminars

2008/2009 Seminars

Triangle Econometrics Workshop

The Econometric Society

Society for Financial Econometrics

Links from The Econometrics Journal