Econometrics Seminar
Spring 2004-05
Meets Tuesdays, 2:40-4:10 p.m. in 200 Fisher
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March 8
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Philippe-Emmanuel Petalas, Princeton, "Efficient Estimation of the Parameter Path in Unstable Time Series Models" with Ulrich Mueller
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| March 22 |
Shakeeb Khan, Rochester, "Semiparametric Estimation of Randomly Censored Duration Models"
Paper 1: "Minimum Distance Estimation of Randomly Censored Regression Models" with Elie Tamer
Paper 2: "Partial Rank Estimation of Transformation Models with General forms of Censoring" with Elie Tamer
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March 29
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Alberto Abadie, Harvard KSG, "On the Failure of the Bootstrap for Matching Estimators"
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April 5
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Mark Watston, Princeton, "An Empirical Comparison of Methods for Forecasting Using Many Predictors" with James H. Stock
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| April 12 |
Jianqing Fan, Princeton,"Generalized Likelihood ratio tests with applications to model specification tests in diffusion models"
"Nonparametric Inference for Additive Models"
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| April 26 |
Marine Carrasco, Rochester, "Optimal Test for Markov Switching" with Liang Hu & Werner Ploberger
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| May 3 |
Yacine Ait-Sahalia, Princeton, "Discretely Sampled Levy Processes" joint work with Jean
Jacod
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