Econometrics Workshop, Winter 2010
Social Science Plaza Rm. SSPB 3218
20 January
Dale Poirier (University of California, Irvine)
“Exchangeability, Representation Theorems, and Subjectivity”
“Exchangeability, Representation Theorems, and Subjectivity”
3 February (3:30pm-5:00pm)
Marcelle Chauvet (University of California, Riverside)
“The Seeds of the 2007-2009 Crisis: the Housing Market and the Business Cycle”
“The Seeds of the 2007-2009 Crisis: the Housing Market and the Business Cycle”
10 February (12:30pm-1:30pm)
Rodney Strachan (Australian National University)
“Bayesian Inference in the Time Varying Cointegration Model”
“Bayesian Inference in the Time Varying Cointegration Model”
17 February (12:30pm-1:30pm)
David Brownstone (University of California, Irvine)
“Methodological Developments in Travel Behavior Analysis”
“Methodological Developments in Travel Behavior Analysis”
3 March (3:30pm-5:00pm)
Cristine Pinto (University of California, Berkeley)
“Semiparametric Estimation of Peer Effects in Classrooms: Evidence for Brazilian Schools in 20031”
“Semiparametric Estimation of Peer Effects in Classrooms: Evidence for Brazilian Schools in 20031”
Econometrics Workshop, Fall 2009
Social Science Plaza Rm. SSPB 3266, 12:30pm-2:00pm*
14 October
Esther Lee (University of California, Irvine)
“Copula Analysis of Correlated Counts”
“Copula Analysis of Correlated Counts”
18 November
Ivan Jeliazkov (University of California, Irvine)
“Efficient Simulation and Integrated likelihood estimation in State Space Models”
“Efficient Simulation and Integrated likelihood estimation in State Space Models”
TBA
David Brownstone (University of California, Irvine)
“TBA”
“TBA”
TBA
Dale Poirier (University of California, Irvine)
“TBA”
“TBA”
Econometrics Workshop, Spring 2009
Social Science Plaza Rm. SSPB 3266, 3:30pm-5:00pm*
20 May
Dale Poirier (University of California, Irvine)
“Why Health Economics Needs Bayesianism”
“Why Health Economics Needs Bayesianism”
3 June
Graham Elliot (University of California, San Diego)
“Pre and Post Break Parameter Inference”
“Pre and Post Break Parameter Inference”
Econometrics Workshop, Fall 2008
Social Science Plaza Rm. SSPB 3266, 3:30pm-5:00pm*
8 October
Dale Poirier (University of California, Irvine)
“Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap”
“Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap”
22 October
Todd Walker (Indiana University)
“Fiscal Foresight: Analytics and Econometrics”
“Fiscal Foresight: Analytics and Econometrics”
26 November
Matthew Harding (Stanford University)
“Bayesian Nonparametric Approaches to Unobserved Heterogeneity in Nonlinear Models”
“Bayesian Nonparametric Approaches to Unobserved Heterogeneity in Nonlinear Models”
Econometrics Workshop, Spring 2008
Social Science Plaza Rm. SSPB 3266, 3:30pm-5:00pm*
2 April
Han Hong (Stanford University)
“Estimating Static Models of Strategic Interactions”
“Estimating Static Models of Strategic Interactions”
16 April
Bill McCausland (University of Montreal)
“The Hessian Method(Highly Efficient State Smoothing, In a Nutshell)”
“The Hessian Method(Highly Efficient State Smoothing, In a Nutshell)”
14 May
Doug Steigerwald (University of California, Santa Barbara)
“Do Daylight-Saving Time Adjustments Impact Human Performance?”(with Marc Conte)
“Do Daylight-Saving Time Adjustments Impact Human Performance?”(with Marc Conte)
21 May
Peter Zadrozny (Bureau Labor Statistics)
“Weighted-Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. GDP at Monthly Intervals”(with Baoline Chen)
“Weighted-Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. GDP at Monthly Intervals”(with Baoline Chen)
4 June
Giuseppe Ragusa (University of California, Irvine)
“Approximate likelihoods through probability-projection techniques: theory and practice.”
“Approximate likelihoods through probability-projection techniques: theory and practice.”
Seminar organized by Professor Ivan Jeliazkov.
Econometrics Seminar, Fall 2007
Social Science Plaza Rm. SSPB 3266, 2:00pm-3:20pm*
26 September
Jin Hahn (University of California, Los Angeles)
“Adaptive Design of Multiple Stage Experiments Using the Propensity Score”(with Keisuke Hirano and Dean Karlan)
“Adaptive Design of Multiple Stage Experiments Using the Propensity Score”(with Keisuke Hirano and Dean Karlan)
17 October
Audrey Fang (University of California, Irvine)
“A Discrete-Continuous Model of Households' Vehicle Choice and Usage, With an Application to the Effects of Residential Density”
“A Discrete-Continuous Model of Households' Vehicle Choice and Usage, With an Application to the Effects of Residential Density”
24 October
Barbara Rossi (Duke University)
“Which Structural Parameters are “Structural”? Identifying the Sources of Instabilities in Structural Models”(with A. Inoue)
“Which Structural Parameters are “Structural”? Identifying the Sources of Instabilities in Structural Models”(with A. Inoue)
31 October
Rodney Strachan (University of Queensland)
“Dynamic Probabilities of Restrictions in State Space Models: An Application to the New Keynesian Phillips Curve”(with Gary Koop and Roberto Leon-Gonzalez)
“Dynamic Probabilities of Restrictions in State Space Models: An Application to the New Keynesian Phillips Curve”(with Gary Koop and Roberto Leon-Gonzalez)
14 November
Roger Moon (University of Southern California)
“A Bayesian Look at Partially-Identified Models”(with Frank Schorfheide)
“A Bayesian Look at Partially-Identified Models”(with Frank Schorfheide)
28 November
Neerja Aggarwal (University of California, Irvine)
“The Formation of Non-Tariff Barriers: An Integrated Framework for Empirical Analysis”
“The Formation of Non-Tariff Barriers: An Integrated Framework for Empirical Analysis”
5 December
Collin Cameron (University of California, Davis)
“Robust Inference with Multi-way Clustering”
“Robust Inference with Multi-way Clustering”
Seminar organized by Professor Giuseppe Ragusa.
Econometrics Seminar, Spring 2007
Social Science Plaza Rm. SSPB 3266, 12:00pm-1.20pm*
9 April
Farshid Vahid (University of California, Irvine and Australian National University)
“ARMA versus VAR for Macroeconomic Forecasting”
“ARMA versus VAR for Macroeconomic Forecasting”
23 April
Giuseppe Ragusa (University of California, Irvine)
“Semiparametric Efficient Estimation in Dynamic Structural Models: A Least Favorable Submodel Approach”
“Semiparametric Efficient Estimation in Dynamic Structural Models: A Least Favorable Submodel Approach”
30 April
Rafaella Giacomini (University of California, Los Angeles)
“Model Selection and Forecast Comparison in Unstable Environments”(with B. Rossi)
“Model Selection and Forecast Comparison in Unstable Environments”(with B. Rossi)
7 May
Roger Koenker (University of Illinois)
“Parametric Links for Binary Choice Models”
“Parametric Links for Binary Choice Models”
14 May
John Chao (University of Maryland)
“Multiple Shrinkage Estimation in the IV Regression Model with Many Weak Instruments”
“Multiple Shrinkage Estimation in the IV Regression Model with Many Weak Instruments”