Department of Economics / FAS and
C.V. Starr Center for Applied Economics
Econometrics Student Lunch Seminar
Spring 2008 Schedule
Seminars are held Wednesdays from 12:00 - 1:00 p.m. in Room 802 of 19 W. 4th St.
Brown bag lunch (sponsored by C.V. Starr Center) is served 10 minutes before the seminar.
Student coordinators: Breno Neri (breno.neri@nyu.edu) and Jau-er Chen (jauer@nyu.edu)
Supervising faculty: Jushan Bai (jushan.bai@nyu.edu)
| January 30 | Demian Pouzo (dgp219@nyu.edu) |
| "On The Efficiency of Semiparametric Conditional Moment Models with Possibly Nonsmooth Moments", with Xiaohong Chen (xiaohong.chen@yale.edu). | |
| February 27 | Peng Wang (pw513@nyu.edu) |
| "Structural Factor Models of Large Dimensions: Estimation and Inference", with Jushan Bai (jushan.bai@nyu.edu). | |
| March 26 | Jau-er Chen (jauer@nyu.edu) |
| (Preliminary Draft) "Estimating and Testing Quantile Regression Models with Structural Changes". | |
| April 09 | Igor Kheyfets (igor.kheyfets@yale.edu) |
| "Specification Tests for Nonlinear Time Series Models". | |
| April 23 | Breno Neri (breno.neri@nyu.edu) |
| "Comparing Value-at-Risk Methodologies" and "Omitted Persistence and Conditional Heteroskedasticity", with Luiz Lima (luizr@fgv.br). | |
| May 7 | Peng Wang (pw513@nyu.edu) |
| "Conditional Markov Chain and Its Applications in Economic Time Series Analysis", with Jushan Bai (jushan.bai@nyu.edu). |
| February 13 | Topic: Inverse Problem | |
| Leader: Jau-er Chen (jauer@nyu.edu) and Demian Pouzo (dgp219@nyu.edu) | ||
| Carrasco, Florens and Renault, 2007. "Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization". Handbook of Econometrics, Volume 6B. | ||
| March 12 | Topic: Inverse Problem | |
| Leader: Peng Wang (pw513@nyu.edu) | ||
| Carrasco, Florens and Renault, 2007. "Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization". Ha ndbook of Econometrics, Volume 6B. |