Econometrics Workshops

Workshops are held every Friday (unless otherwise indicated) from 3:30 p.m. to 5 p.m.at Rice University, Baker Hall, Room 116, 1st Floor.

Friday, September 4:  Robin Sickles (Rice University)
"New Methods to Evaluate the Composition of Efficient Portfolios"

Tuesday, September 22:  Frank Wolak (Stanford University)  Joint with Empirical Economics
 "How Do Firms Exercise Unilateral Market Power?  Evidence from a Multi-Unit Auction Market"

Friday, October 2:  Natalia Sizova (Rice University)
"Longer-Horizon Return Predictability Using Historical Volatility: Evidence for Long-Memory in Volatility"

Friday, October 9:  Ulrich Mueller (Princeton University)
 "Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix" 

Friday, October 16:  Ivan Shaliastovich (University of Pennsylvania)
 "Learning, Confidence and Option Prices" 

Friday, October 23:  Eric Renault (University of North Carolina)
 "Efficient Minimum Distance Estimation with Multiple Rates of Convergence" 

Friday, October 30:  Abdo Yazbeck (World Bank)
 "Attacking Inequality in the Health Sector: A Synthesis of Evidence and Tools" 

Friday, November 13:  Badi Baltagi (Syracuse University)
 "Forecasting with Spatial Panel Data" 

Friday, November 20:  Chris Bennett (Vanderbilt)
 "On a Bidirectional Test for Stochastic Dominance" 

Friday, November 27:  Thanksgiving Recess

Friday, December 4: Last Day of Classes-No Workshop

 
If you have any questions please email Robin Sickles  or call 713-348-3322.

Previous Schedules (.doc):

Fall Semester:   2002,  2003,  2004,  2005,  2006,  2007,  2008

Spring Semester:   2003,  2004,  2005,  2006,  2007,  2008,  2009