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 Melissa Johnsen or phone her at (773) 702-7099.
The workshop will be held on Thursdays from 1:20 - 2:50 pm in HC 3B unless otherwise noted.
Autumn Quarter 2009
"Characteristic-Based Covariances and Cross-Sectional Expected Returns"
George Gao, Chicago Booth PhD Candidate
October 12 - MONDAY, 1:20 - 2:50 pm in HC C24
"Mixture Models, Discrimination, Spatial Point Processes and BIG Data Sets"
Mike West, Duke University
"On-line Inference in Autoregressive and Mixtures of Autoregressive
Models with Structured Priors"
Raquel Prado, University of California, Santa Cruz
"Objective Bayesian Analysis for Exponential Power Regression Models" (with Esther Salazar & Helio S. Migon)
Marco Ferreira, University of Missouri, Columbia
"Bayes Pre-test Estimation of a Change Point"
Ashok Bansal, University of Delhi, India (Retired Professor of Statistics)
"A Dynamic Factor Model for Mixed-measurment Mixed-frequency Panel Data, with Application to Credit and Recovery Risk"
Bernd Schwaab, Tinbergen Institute and VU University Amsterdam
"Orthant Normal Shrinkage Priors in Regression"
"Bayesian Lasso Regression" - paper related to talk
Chris Hans, Ohio State University
"Change Points in Affine Term-Structure Models: Pricing, Estimation and Forecasting"
Siddhartha Chib, Olin Business School, Washington University in St. Louis
"Revisiting Wage, Earnings, and Hours Profiles" - abstract
Giulio Zanella, University of Siena, Italy
December 8 - TUESDAY, 12:00 - 1:00 pm in HC C04
"What Ties Return Volatilities to Price Valuations and Fundamentals"
Pietro Veronesi, Chicago Booth
Booth E&S Faculty Meeting (noon-1:30 in HC 4SE)