Research Workshops

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

September 24
No Meeting

October 1
"Characteristic-Based Covariances and Cross-Sectional Expected Returns"
George Gao, Chicago Booth PhD Candidate

October 8
No Meeting

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

October 15
"On-line Inference in Autoregressive and Mixtures of Autoregressive
Models with Structured Priors"
Raquel Prado, University of California, Santa Cruz

October 22
"Objective Bayesian Analysis for Exponential Power Regression Models" (with Esther Salazar & Helio S. Migon)
Marco Ferreira, University of Missouri, Columbia

October 29
"Bayes Pre-test Estimation of a Change Point"
Ashok Bansal, University of Delhi, India (Retired Professor of Statistics)

November 5
"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

November 12
"Orthant Normal Shrinkage Priors in Regression"
"Bayesian Lasso Regression" - paper related to talk

Chris Hans, Ohio State University

November 19
"Change Points in Affine Term-Structure Models: Pricing, Estimation and Forecasting"
Siddhartha Chib, Olin Business School, Washington University in St. Louis

November 26
Thanksgiving Holiday

December 3
"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

December 10
No Workshop
Booth E&S Faculty Meeting (noon-1:30 in HC 4SE)

Past Workshops

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