Econometrics and Statistics Colloquium

Paper and titles will be posted on this page when they become available. If you have any questions about the schedule, please email Jeffrey Russell or phone at 773.834.0720.

Winter Schedule

Thursdays 1:20 - 2:50 p.m.*

Location HP

C05*
(*Unless otherwise noted below)

Spring Quarter 2008

April 3, 2008

C. Alan Bester, Chicago GSB

"Inference with Dependent Data Using Cluster
Covariance Estimators"

April 10, 2008

Frank Kleibergen, Brown University

"Inference on subsets of parameters in
GMM without assuming identification"

April 17, 2008

Tomohiro Ando, Visiting Scholar GSB

"A Direct Monte Carlo Approach for Bayesian Analysis
of the Seemingly Unrelated Regression Model" (paper) and
Supplements

April 24, 2008

Pengqin Gao, GSB PH.D. student

"Firm Characteristics, Covariance Structure and Expected Return"

May 1 , 2008

Herman van Dijk, Erasmus University Rotterdam
“Possibly Ill-behaved Posteriors in Econometric Models:
On the Connection between Model Structures, Non-elliptical
Credible Sets and Neural Network Simulation Techniques"

May 8 , 2008

Andrew Patton, University of Oxford

“Data-Based Ranking of Realised Volatility Estimators”

May 15 , 2008

Pietro Veronesi, Chicago GSB

"Does the Federal Reserve have an information advantage?"

May 22 , 2008
Matthew Stephens, University of Chicago
"Imputation-Based Analysis of Association Studies:
Candidate Regions and Quantitative Traits"

May 29 , 2008
Eric Zivot, University of Washington
"Improved Small Sample Inference for Ecient Method of Moments
and Indirect Inference Estimators"