| September 28 |
1-2
George: Inference
for time varying coefficient models |
| October 12 |
1-2
Francis: A transaction data study of the forward bias puzzle |
| October 19 |
1-2
Liudas: Limit theory for sums of weighted periodograms |
| October 26 |
1-2
Ana: Forecasting
observations and data revisions with
vintage-based VARs |
| November 2 |
1-2
Duo: Impact
of Cowles commission econometrics via citation
analysis |
| November 9 |
no
meeting (reading week) |
| November 16 |
1-2
George: Robust IV inference |
| November 23 |
1-2
Andrea: Forecasting with Bayesian VARs |
| December 7 |
1-2
Tatyana Komarova (LSE): Quantile
uncorrelation and instrumental
regressions
|
| December
14 |
1-2
Gaurab Aryal (Australian National University):
Competition and
nonlinear
pricing in Yellow Pages |
| January
11 |
1-2
George:
Adaptive forecasting in the presence of recent structural
change |
| January
25 |
1-2
Duo: Is China's currency substantially undervalued? |
| February
1 |
1-2
Steve: Continuous frequency-limited processes and their
macroeconomic applications |
| February 8 |
1-2
Stepana: Spatial
effects in a common stochastic trend model of
US
city-level CPI |
| February
15 |
1-2
Liudas: Seasonal long memory models |
| February
22 |
no
meeting (reading week)
|
| March 1 |
1-2
Andriy: Decision
making in uncertain and changing
environments: an
econometrician's perspective
|
| March 8 |
1-2
Violetta Dalla (University of Athens): Automatic
studentization
in nonparametric regression
|
| March
15 |
1-2
Tang Srisuma (LSE): Nonparametric
Euler equation identification
and estimation |
| March
22 |
1-2
Gustavo: Forecasting
medium and large datasets with vector
autoregressive moving average (VARMA) models |
| March 29 |
1-2
Cris:
Price discovery on common and preferred shares across
multiple markets |
| May 17 |
1-2
Marcelo: Realized alpha |
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