UNC-NCSU Econometrics Workshop

Date, Time, Location		Speaker (Affiliation)		Topic
04/03/09		Saraswata Chaudhuri		"A new method of projection-based inference in GMM with weakly identified nuisance parameters", with Eric Zivot
	NCSU, Nelson Hall 4210		UNC at Chapel Hill
	1:15pm-2:15pm		Assistant Professor of Economics

03/13/09		Prosper Dovonon		"Large Sample Properties of the Three-Step Euclidean Likelihood Estimators Under Model Misspecification"
	211 Gardner Hall, UNC		Barclays Wealth, London
	12pm-1pm

2/27/09		CANCELED
	NCSU, Nelson Hall 4210
	1:15pm-2:15pm

2/20/09		Bertille Antoine		"Portfolio Selection with Estimation Risk: A Test Based Approach"
	211 Gardner Hall, UNC		Simon Fraser University
	12pm-1pm		Assistant Professor of Economics

02/06/09		Gunce Eryuruk		The Time Series and Cross-Section Asymptotics of Empirical Likelihood Estimator in Dynamic Panel Data Models
	NCSU, Nelson Hall 4210		North Carolina State University
	1:15pm-2:15pm		Graduate Student - Economics

1/23/09		Fangfang Wang		Approximations of Risk Neutral Measures and Derivatives Pricing paper 1 / paper 2
	211 Gardner Hall, UNC		UNC at Chapel Hill
	12pm-1pm		Graduate Student - Statistics

11/21/08		Atsushi Inoue		"Testing for Weak Identification in Possibly Nonlinear Models", joint with Barbara Rossi
	211 Gardner Hall, UNC		North Carolina State University
	12pm-1pm		Associate Professor of Agriculture and Resource Economics

11/07/08		Jonathan Hill		Robust GMM and QML Estimation for Heavy-Tailed GARCH Processes paper / slides
	Nelson 2406, NCSU		UNC at Chapel Hill
	12:15pm-1:15pm		Assistant Professor of Economics

10/10/08		Thijs van der Heijden		"A Structural Autoregressize Conditional Duration Model ", joint with E. Renault, and B. Werker
	211 Gardner Hall, UNC		Tilburg University
	12pm-1pm		Graduate Student of Finance

09/19/08		CANCELED
	NCSU

08/29/08		Mehmet Caner		"The Validity of Instruments Revisited" joint with D. Berkowitz, Y.Fang
	211 Gardner Hall, UNC		North Carolina State University
	12pm-1pm		Associate Professor of Economics

UNC-NCSU Econometrics Workshop

Tentative Schedule - 2008 / 2009