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 Nick Polson or phone at 773.702.9298.
Winter Schedule
Thursdays 1:20 - 2:50 p.m.*
Location HP
(*Unless otherwise noted below)

Winter Quarter 2008

January 9, 2008

Jungmo Yoon, Illinois

"Bayesian Conditional Density Estimation"

January 16, 2008

Jose Gonzalo Rangel, New York University-Stern

"The Factor-Spline-GARCH Model for High and Low Frequency Correlations"

January 17, 2008

Matt Taddy, UC-Santa Cruz

"A Nonparametric Model-based Approach to Inference for Quantile Regression"

January 23, 2008 *10:00-11:30 in HC C10*

Denis Nekipolov, Duke

"Entry Deterrence and Learning Prevention on eBay"

January 24, 2008

Yosef Bonaparte, Texas-Austin

"Estimating the Elasticity of Intertemporal Substitution with Household-Specific Portfolios"

January 31, 2008

Steven Scott, Harvard

"A Nested Hidden Markov Model for Internet Browsing Behavior"

February 6, 2008 *10:00-11:30 in HC C10*

Bruno Feunou, Montreal

"Generalized Affine Models"

February 7, 2008

Ivan Canay, Wisconsin

"EL Inference for Partially Identifed Models: Large Deviations
Optimality and Bootstrap Validity

February 14, 2008

Bill McCausland, University of Montreal

"The Ghost in the Machine: Inferring Machine-Based Strategies from Observed

February 20, 2008 *10:00-11:30 in HC C10*

Julio Cacho-Diaz, Princeton
"Identifcation and Inference of Jumps Using Hedge Fund


February 21, 2008

Michael Johannes, Columbia

"Shocks and Volatilities: Underlying Understanding the Dynamics

of Common Asset Pricing Factors"


February 28, 2008

John C. Liechty, Penn State

"Approaches to Heterogeneity"

March 13, 2008

Jim Berger, Duke

"Model Selection in Large Model Spaces" (Abstract)

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