Economics and Finance
Econometrics Research Seminar
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Fall Term 2011/2012
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Thursday, October 27, 2011
9.00 a.m., HS II
Jerry Hausman, MIT
"A Poisson Mixture Model of Discrete Choice"
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Thursday, November 3, 2011
9.00 a.m., HS II
Carlos Velasco, Universidad Carlos III de Madrid
“Tests for m-dependence Based on Sample Splitting Methods”
Paper
Slides
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Thursday, November 10, 2011
9.00 a.m., HS II
Matthias Koch, Vienna University of Economics and Business
"Agent Teams and Evolutionary Computation: Optimizing Semi-Parametric Spatial Autoregressive Models"
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Thursday, November 17, 2011
9.00 a.m., HS II
Adam Rosen, University College London
"An Instrumental Variable Model of Multiple Discrete Choice"
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Thursday, November 24, 2011
9.00 a.m., HS II
Genaro Sucarrat, BI Norwegian Business School
“The Power Log-GARCH Model”
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Thursday, December 1, 2011
9.00 a.m., HS II
Bernd Funovits, Vienna Graduate School of Economics
"AR Systems and AR Processes: The Singular Case"
Paper available on request from author.
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Thursday, December 15, 2011
9.00 a.m., HS II
Ulrike Schneider, TU Vienna
"Distributional Properties of Lasso-Type and Thresholding Estimators"
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Winter Term 2012
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Thursday, January 12, 2012
9.00 a.m., HS II
Ingmar Prucha, University of Maryland
"Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity"
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Thursday, January 19, 2012
9.00 a.m., !! SZ VI !!
Siegfried Hörmann, Université Libre de Bruxelles
"Functional principal component analysis for sequential and spatial data"
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Thursday, January 26, 2012
9.00 a.m., HS II
Martin Wagner, Institute for Advanced Studies
"A Fixed-b Perspective on the Phillips-Perron Unit Root Tests"
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Thursday, February 23, 2012
9.00 a.m., HS II
Michel Dacorogna, SCOR
"Surviving the next crisis, A risk management perspective"
Based on this paper.
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Thursday, March 22, 2012
9.00 a.m., HS II
Jan G. De Gooijer, Universiteit van Amsterdam
"Nonparametric Portmanteau Tests for Detecting Nonlinearities in High Dimensions"
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Spring Term 2012
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Thursday, April 19, 2012
9.00 a.m., HS II
Peter Hansen, European University Institute, Florence
"Choice of Sample Split in Out-of-Sample Forecast Evaluation"
Slides
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Thursday, April 26, 2012
9.00 a.m., HS II
Domenico Giannone, Université Libre de Bruxelles
"Prior Selection for Vector Autoregressions"
Slides
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Thursday, May 24, 2012
9.00 a.m., HS II
Michael Wolf, University of Zurich
"Testing for Monotonicity in Expected Asset Returns"
Slides
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Thursday, June 21, 2012
9.00 a.m., HS II
Maximilian Kasy, UCLA
tba
