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UNC Econometrics Seminar

Date, Time, Location Speaker (Affiliation) Topic
09/10/09 Eric Renault "Volatility Estimation with High-Frequency Data: Three Approaches and Three Horizons" with Per A. Mykland and Lan Zhang
Gardner 211 3:30-4:30pm   UNC at Chapel Hill
  Distinguished Professor

09/17/09 Stanislav Khrapov "Risk Premia: Short and Long-term"
Greenlaw 318 4:00-5:00pm   UNC at Chapel Hill
  Graduate Student

09/24/09 Sang Soo Park "Sharp Bounds on the Distribution of the Treatment Effects and Their Statistical Inference" with Yanqin Fan
Greenlaw 318 4:00-5:00pm   UNC at Chapel Hill
  Assistant Professor

10/01/09 Mehmet Caner "A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated" with Melinda Sandler Morrill
Greenlaw 318 4:00-5:00pm   North Carolina State University
  Professor

10/08/09 Denis Pelletier "Simulation Smoothing for State-Space Models: A Computational Efficiency Analysis", with William McCausland and Shirley Miller
Greenlaw 318 4:00-5:00pm   North Carolina State University
  Assistant Professor

10/15/09 Werner Ploberger  
TEW @ RTP 3:30 - 5:00pm   Washington, St.Louis
  Distinguished Professor

10/29/09 Kevin Sheppard Canceled
Greenlaw 318 4:00-5:00pm   University of Oxford
  Unversity Lecturer

11/05/09 Gary Chamberlain  
TEW @ RTP 3:30 - 5:00pm   Harvard University
  Professor

11/12/09 Frank Kleibergen "Inference on subsets of parameters in GMM without assuming identification" with Sophocles Mavroeidis
TEW @ RTP 3:30 - 5:00pm   Brown Univeristy
  Professor

11/19/09 Fernando & Guansong Canceled
Greenlaw 318 4:00-5:00pm   UNC at Chapel Hill
  Graduate Students

12/04/09 Triangle Conference  
TEW @ RTP    
   

01/08/10 Mardi Dungey  
Gardner 211 1:30-2:30pm   University of Tasmania, University of Cambridge, and Australian National University
  Professor

02/26/10 Shinichi Sakata  
Gardner 211 1:30-2:30pm   University of British Columbia
  Assistant Professor
       
       
       
       

 


Please contact Saraswata Chaudhuri for scheduling information.



2008/2009 Seminars

Triangle Econometrics Workshop

The Econometric Society

Society for Financial Econometrics

Links from The Econometrics Journal