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style='color:white'>Economics</span></a></span></span><span class=MsoHyperlink><span style='font-family:"Verdana","sans-serif"; color:white'> Dept. </span></span></span></p> </td> <td style='padding:0in 0in 0in 0in'> <p class=MsoNormal><span style='font-size:8.5pt;font-family:"Verdana","sans-serif"; mso-fareast-font-family:"Times New Roman";color:black;mso-no-proof:yes'> <img border=0 width=17 height=28 id="_x0000_i1039" src="right2.jpg"></span><span style='font-size:8.5pt;font-family:"Verdana","sans-serif";mso-fareast-font-family: "Times New Roman";color:black'><o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:2;height:579.0pt'> <td style='padding:0in 0in 0in 0in;height:579.0pt' background="left-bg.jpg"> <p class=MsoNormal><span style='font-size:8.5pt;font-family:"Verdana","sans-serif"; mso-fareast-font-family:"Times New Roman";color:black;mso-no-proof:yes'> <img border=0 width=17 height=14 id="_x0000_i1038" src="left-bg.jpg"></span><span style='font-size:8.5pt;font-family:"Verdana","sans-serif";mso-fareast-font-family: "Times New Roman";color:black'><o:p></o:p></span></p> </td> <td width=588 valign=top style='width:441.0pt;background:white;padding:0in 0in 0in 0in; height:579.0pt'><!--/////////////////////// Start Body ////////////////////////////--> <table class=MsoNormalTable border=0 cellspacing=0 cellpadding=0 style='mso-cellspacing:0in;mso-yfti-tbllook:1184;mso-padding-alt:0in 0in 0in 0in'> <tr style='mso-yfti-irow:0;mso-yfti-firstrow:yes'> <td width=616 style='width:462.0pt;padding:0in 0in 0in 0in'> <p class=MsoNormal><span style='font-size:8.5pt;font-family:"Verdana","sans-serif"; mso-fareast-font-family:"Times New Roman";color:black'>&nbsp;<o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:1;height:48.0pt'> <td style='padding:0in;height:49px'> <p align=center style='text-align:center'><span class=style121> <span style='font-size:27.0pt; font-style:italic'>UNC Econometrics Seminar </span></span><span style='color:black'><o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:2;mso-yfti-lastrow:yes;height:444.75pt'> <td style='padding:0in;height:66px'> <p style="margin-top: 0; margin-bottom: 0">&nbsp;</p> <p style="margin-top: 0; margin-bottom: 0"><b><span style="font-size: 9pt">Spring 2011</span></b></p> <ul> <li> <p style="margin-top: 0; margin-bottom: 0"><span style="font-size: 9pt"> 4</span><font style="font-size: 9pt">/29/2011 | 1:30pm | GA211</font><ul> <li> <p style="margin-top: 0; margin-bottom: 0"> <font style="font-size: 9pt">Marine Carrasco - University of Montreal</font></li> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-family: Calibri,sans-serif; font-size: 11pt">&quot;O</span><span style="font-size: 11.0pt; font-family: Calibri,sans-serif">ptimal Portfolio Selection Using Regularization&quot; with Nérée Noumon</span><span style="font-size: 9pt"><a href="metrics/baek-pipiras-2011.pdf">&quot;</a></span></li> </ul> <p style="margin-top: 0; margin-bottom: 0">&nbsp;</li> <li> <p style="margin-top: 0; margin-bottom: 0"><font style="font-size: 9pt">3/25/2011 | 1:30pm | GA211</font><ul> <li> <p style="margin-top: 0; margin-bottom: 0"> <font style="font-size: 9pt">Vladas Pipiras - UNC at Chapel Hill, STAT-OR</font></li> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt"> <a href="metrics/baek-pipiras-2011.pdf">&quot;Statistical tests for changes in mean against long-range dependence&quot;</a></span></li> </ul> <p style="margin-top: 0; margin-bottom: 0">&nbsp;</li> <li> <p style="margin-top: 0; margin-bottom: 0"><font style="font-size: 9pt">1/21/2011 | 1:30pm | GA211</font><ul> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt; ">Hye Young Min - UNC at Chapel Hill</span></li> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt; "><a href="metrics/min_0119.pdf">&quot;Finite Sample Properties of Localized Moment Estimators&quot;</a></span></li> </ul> <p style="margin-top: 0; margin-bottom: 0">&nbsp;</li> <li> <p style="margin-top: 0; margin-bottom: 0"><font style="font-size: 9pt">1/14/2011 | 1:30pm | GA211</font><ul> <li> <p style="margin-top: 0; margin-bottom: 0"> <font style="font-size: 9pt">Mardi Dungey - University of Tasmania</font></li> <li> <p style="margin-top: 0; margin-bottom: 0"> <font style="font-size: 9pt"><a href="metrics/DHY_Jan5_11.pdf">&quot;Observing the Crisis: Characterising the spectrum of financial markets with high frequency data, 2004-2008&quot;</a>, with J. Holloway, and A. Yalama</font></li> </ul></li> </ul> <p style="margin-top: 0; margin-bottom: 0"><b><span style="font-size: 9pt">Fall 2010</span></b></p> <ul> <li> <p style="margin-top: 0; margin-bottom: 0"><span style="font-size: 9pt">12/03/2010 | NISS</span><ul> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt">Triangle Econometrics Conference</span></li> </ul> <p style="margin-top: 0; margin-bottom: 0">&nbsp;</li> <li> <p style="margin-top: 0; margin-bottom: 0"><span style="font-size: 9pt">11/18/2010 | 3:30pm | NISS</span><ul> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt">Jonathan Wright - Johns Hopkins</span></li> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt">&quot;Evaluating Real-Time VAR Forecasts with an Informative democratic Prior&quot;</span></li> </ul> <p style="margin-top: 0; margin-bottom: 0">&nbsp;</li> <li> <p style="margin-top: 0; margin-bottom: 0"><span style="font-size: 9pt">11/05/2010 | 1:30pm | GA211</span><ul> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt">Artem Prokhov - Concordia University </span> </li> <li> <p style="margin-top: 0; margin-bottom: 0"> <a href="http://alcor.concordia.ca/~aprokhor/papers/sieve.pdf"> <span style="font-size: 9pt">&quot;Efficient estimation of parameters in marginals in semiparametric multivariate models&quot;</span></a><span style="font-size: 9pt">, with V. Panchenko</span></li> </ul> <p style="margin-top: 0; margin-bottom: 0">&nbsp;</li> <li> <p style="margin-top: 0; margin-bottom: 0"><span style="font-size: 9pt">11/05/2010 | 11:00am| GA211</span><ul> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt">Prosper Dovonan - Concordia University </span> </li> <li> <p style="margin-top: 0; margin-bottom: 0"> <a href="http://www.unc.edu/~maguilar/metrics/LRCCPaper_091112.pdf"> <span style="font-size: 9pt">&quot;Long Run Canonical Correlations: Estimation and Inference&quot;,</span></a><span style="font-size: 9pt"> with A. Hall, and K. Jana</span></li> </ul> <p style="margin-top: 0; margin-bottom: 0">&nbsp;</li> <li> <p style="margin-top: 0; margin-bottom: 0"><span style="font-size: 9pt">11/04/2010 | 3:30pm | NISS</span><ul> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt">Serena Ng - Columbia University</span></li> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt">&quot;Dynamic Identification of DSGE models&quot;</span></li> </ul> <p style="margin-top: 0; margin-bottom: 0">&nbsp;</p> <p style="margin-top: 0; margin-bottom: 0"><span style="font-size: 9pt">10/29/2010 | 1:30pm | GA211</span><ul> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt">Saraswata Chaudhuri - UNC at Chapel Hill </span> </li> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt">&quot;On the use of Implied Probabilities in conducting a Score test&quot;, with E. Renault</span></li> </ul> <p style="margin-top: 0; margin-bottom: 0">&nbsp;</li> <li> <p style="margin-top: 0; margin-bottom: 0"><span style="font-size: 9pt">10/21/2010 | 3:30pm | NISS</span><ul> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt">Jack Porter - Wisconsin</span></li> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt">Impossibility Results for Nondifferentiable Functionals</span></li> </ul> <p style="margin-top: 0; margin-bottom: 0">&nbsp;</li> <li> <p style="margin-top: 0; margin-bottom: 0"><span style="font-size: 9pt">10/14/2010 | 3:30pm | NISS</span><ul> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt">Rustam Ibragimov - Harvard</span></li> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt">&quot;t-statistic based correlation and heterogeniety robust inference, with applications to risk, inequality, and concentration measurement&quot;</span></li> </ul> <p style="margin-top: 0; margin-bottom: 0">&nbsp;</li> <li> <p style="margin-top: 0; margin-bottom: 0"><span style="font-size: 9pt">09/09/2010 | 3:3pm | NISS</span><ul> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt">Stefan Hoderlein - Boston College</span></li> <li> <p style="margin-top: 0; margin-bottom: 0"> <span style="font-size: 9pt">&quot;Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects&quot;, with H. White</span></li> </ul> </li> </ul> <p>&nbsp;</td> </tr> <tr style='mso-yfti-irow:2;mso-yfti-lastrow:yes;height:444.75pt'> <td style='padding:0in;height:1px'> </td> </tr> </table> <p><span style='color:black'><br> Please contact <a href="mailto:Saraswata_Chaudhuri@unc.edu">Saraswata Chaudhuri</a> for scheduling information. <o:p></o:p></span></p> </td> <td width=192 valign=top style='width:2.0in;background:#E5EFF8;padding:0in 0in 0in 0in; height:579.0pt'><!--/////////////////////// Start Side Bar ////////////////////////////--> <table class=MsoNormalTable border=0 cellspacing=0 cellpadding=0 width="100%" style='width:100.0%;mso-cellspacing:0in;mso-yfti-tbllook:1184;mso-padding-alt: 7.5pt 7.5pt 7.5pt 7.5pt'> <tr style='mso-yfti-irow:0;mso-yfti-firstrow:yes;mso-yfti-lastrow:yes'> <td style='padding:7.5pt 7.5pt 7.5pt 7.5pt'> <p><span style='color:black;mso-no-proof:yes'> <img border=0 width=170 height=20 id="_x0000_i1037" src="head-links.jpg"></span><span style='color:black'><br> <br> <a href="uncmetrics.htm">Current Seminars</a><o:p></o:p></span></p> <p><span style='color:black'><a href="UNCMETRICS0910.htm">2009/2010 Seminars</a> <o:p></o:p></span></p> <p><span style='color:black'><a href="UNCNCSU.htm">2008/2009 Seminars</a> <o:p></o:p></span></p> <p><span style='color:black'><a href="http://www4.ncsu.edu/%7Edpellet/tew/index.html">Triangle Econometrics Workshop</a><o:p></o:p></span></p> <p><span style='color:black'><a href="http://www.econometricsociety.org/">The Econometric Society </a><o:p></o:p></span></p> <p><span style='color:black'><a href="http://www.nyu.edu/sofie/">Society for Financial Econometrics</a><o:p></o:p></span></p> <p><span style='color:black'><a href="http://www.feweb.vu.nl/econometriclinks/">Links from The Econometrics Journal </a><o:p></o:p></span></p> <p><span style='color:black'><br style='mso-special-character:line-break'> <![if !supportLineBreakNewLine]><br style='mso-special-character:line-break'> <![endif]><o:p></o:p></span></p> </td> </tr> <!--/////////////////////// End Side Bar ////////////////////////////--> </table> <p><span style='color:black'>&nbsp;<o:p></o:p></span></p> <p><span style='color:black'>&nbsp;<o:p></o:p></span></p> <p><span style='color:black'>&nbsp;<o:p></o:p></span></p> <p><span style='color:black'>&nbsp;<o:p></o:p></span></p> <p><span style='color:black'>&nbsp;<o:p></o:p></span></p> <p><span style='color:black'>&nbsp;<o:p></o:p></span></p> <p><span style='color:black'>&nbsp;<o:p></o:p></span></p> <p><span style='color:black'>&nbsp;<o:p></o:p></span></p> </td> <td style='padding:0in 0in 0in 0in;height:579.0pt' background="right-bg.jpg"> <p class=MsoNormal><span style='font-size:8.5pt;font-family:"Verdana","sans-serif"; mso-fareast-font-family:"Times New Roman";color:black;mso-no-proof:yes'> <img border=0 width=17 height=9 id="_x0000_i1036" src="right-bg.jpg"></span><span style='font-size:8.5pt;font-family:"Verdana","sans-serif";mso-fareast-font-family: "Times New Roman";color:black'><o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:3;mso-yfti-lastrow:yes'> <td colspan=4 style='padding:0in 0in 0in 0in'> <p class=MsoNormal><span style='font-size:8.5pt;font-family:"Verdana","sans-serif"; mso-fareast-font-family:"Times New Roman";color:black;mso-no-proof:yes'> <img border=0 width=814 height=17 id="_x0000_i1035" src="bottom.jpg"></span><span style='font-size:8.5pt;font-family:"Verdana","sans-serif";mso-fareast-font-family: "Times New Roman";color:black'><o:p></o:p></span></p> </td> </tr> <![if !supportMisalignedColumns]> <tr height=0> <td width=17 style='border:none'></td> <td width=588 style='border:none'></td> <td width=192 style='border:none'></td> <td width=17 style='border:none'></td> </tr> <![endif]> </table> </div> <p class=MsoNormal><span style='mso-fareast-font-family:"Times New Roman"'><o:p>&nbsp;</o:p></span></p> </div> </body> </html>