Past Seminars
Fall 2012 Seminars
1. Robert Rich (Federal Reserve Bank of New York) (joint with Economics)
September 12, 2012
Title: The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters
2. Amos Golan (American U)
October 31, 2012
Title: On the Foundations and Philosophy of Info-Metrics
3. Refik Soyer (GWU)
November 7, 2012
Title: When is Failure Preferable to Survival?
4. Timo Teräsvirta (Aarhus University)
November 28, 2012
Title: Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
Spring 2012 Seminars
1.
Richard Davis (Columbia U.)
(Monday, April 9, 2012)
Title:
2. Sherman Robinson (IFPRI) - joint with Economics
(Wednesday, April 11)
Title: "Applications of Maximum Entropy Econometrics to Estimation Problems in Developing Countries"
3. Herman K. van Dijk (Erasmus University Rotterdam and Econometrics Department VU University Amsterdam)
(Thursday, April 26)
Title:
Fall 2011 Seminars
Seminars take place in Kreeger 101 at 12 p.m. unless noted otherwise—see .
1. Victor Yakovenko (UMD) - joint with Economics
(Wednesday, September 14)
2. Teddy Seidenfeld (Carnegie Mellon) - joint with Economics
(Wednesday, November 2)
Title:
3.
Loran Grady Chollete (UiS Business School, Norway) - joint with Economics
(Wednesday, December 7)
Title:
Spring 2011 Seminars
1. Amos Golan (American U.) - joint with Economics
(Wednesday, February 16, 2011)
"An Entropic Framework for Modelling Economies"
2. Aman Ullah (UC, Riverside) - joint with Economics
(Wednesday, March 23, 2011)
"Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model"
Companion paper: Nonparametric and Semiparametric Volatility Models: Specification, Estimation, and Testing (Liangjun Su, Aman Ullah, Santosh Mishra)
2.
Hashem Pesaran (Cambridge U.) - joint with Economics
(Thursday, March 31, 2011
*at 3 p.m.*)
"On Identification of Bayesian DSGE Models"
Fall 2010 Seminars
1. Ximing Wu (Texas A&M) - joint with Economics
"Semiparametric Estimation of Production Functions with Shape Constraints" (with Robin Sickles)
(Wednesday, September 29, 2010, 12 p.m.)
2. Elvira Sojli and Wing Wah Tham (Erasmus University) - joint with Finance (Kogod) and Economics
"The Impact of Foreign Government Investments: Sovereign Wealth Fund Investments in the U.S."
(Thursday, September 30, 2010, 12:45 - 2 p.m.)
*please note that this seminar is on a Thursday
3. Ramo Gencay (Simon Fraser University)
"Testing Jumps with Wavelets"
(Monday, October 4, 2010, 11 a.m.)
*please note that this seminar is on a Monday
4. Eric Renault (UNC) - joint with Economics
"Generalized Method of Moments with Tail Trimming"
(Wednesday, October 20, 2010, 12 p.m.)
5. Petra Todd (U Penn) - joint with Economics
“Structural Estimation and Policy Evaluation in Developing Countries”
(Wednesday, October 27, 2010, 12 p.m.)
6.
Robin Lumsdaine - joint with Economics
(Wednesday, November 17, 2010, 12 p.m.)
Spring 2010 Seminars
1. Jeffrey S. Racine
(January 24-30, 2010)
January 25: "Entropy in Hypothesis Testing: Review and Applications"
11 a.m. to 12:30 p.m., Roper 101
2. Anil Bera
(March 20-27, 2010)
March 22: "Spatial Analysis and Entropy"
11 a.m. to 12:30 p.m., Kreeger 101
3. Ariel Caticha
(March 27-April 10, 2010)
(Three Seminars)
Seminar notes:
Seminar dates:
March 29: "Quantifying Rational Belief - Probability"
11 a.m. to 12:30 p.m., Kreeger 101
April 2: "Updating Probabilities - Entropy"
10:30 a.m. to 12:00 p.m., Kreeger 101
April 2: "Measuring Distinguishability - Information Geometry"
1:00 p.m. to 2:30 p.m., Kreeger 101
Note: Lunch will be provided
4. Esfandiar (Essie) Maasoumi
(April 25-30; May 10-14, 2010)
Exact Title and Date TBD
5. Dennis Glennon
February 15: "Estimating Transition Matrices of Rated Syndicated Loans Using an Information-Theoretic Approach"
11 a.m. to 12:30 p.m., Roper 101
