Past Seminars

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
Jeffrey Racine's Seminar Material

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: Lecture 1 Lecture 2 Lecture 3

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