Econometrics seminar
Spring 2008
General
The seminar time is Friday 3.30-5 pm and
the location is
KAP 319. Two seminars are joint with
the Development seminar and
will be at Wednesday.
Papers will be posted on this web site as soon as I receive
them.
Program
January 16, Pawel Szerszen (USC), Bayesian
Analysis of Stochastic Volatility
Models
with Levy Jumps: Application to Value at Risk. This seminar
is 2-3.30pm.
February 8, Hashem Pesaran (USC), Infinite
Dimensional VARs and Factor Models.
February 15,
Graham Elliott (UCSD), Testing
the null of no cointegration when covariates are known to have a unit root
February 22, Alfonso Flores (University of Florida), Identification
and Estimation of Causal
Mechanisms and Net Effects of a Treatment
February 29, Jim Powell (Berkeley),
Identification
and Estimation of Correlated Random Coefficient Models
March 7, Nerissa Brown (USC),
The
effect of internal control
regulation
on earnings quality: Evidence from Germany
March 14, Badi Baltagi (Syracuse), A
Generalized Spatial Panel Data Model
with
Random Effects
March 21, Springbreak
March 28, Matt Harding (Stanford), TBA
April 4, CM Kuan (Academica Sinica), TBA
April 11, Geert Ridder (USC),
Instrumental Variable Estimation of Nonlinear Models with Nonclassical
Measurement Error Using Control Variates
April 18, Guido Kuersteiner (UC Davis), TBA
April
25, Martin Weidner (USC), TBA