BBS in Econometrics and Statistics 2017
|
Room |
Speaker |
Topic |
|
|
Fri, 27 Oct. 2017 |
N302 |
Li Chen |
Endogeneity in Trending Time Series Models |
|
Fri, 10 Nov. 2017 |
N302 |
Andrew Pau |
Should We Use IV to Estimate Dynamic Linear Probability Models with Fixed Effects? |
|
Fri, 24 Nov. 2017 |
N302 |
Xinjue Li |
Dynamic adaptive method with application in forecasting Chinese CPI inflation |
|
Fri, 22 Dec. 2017 |
N302 |
Dan Li |
TBA |
|
Fri, 1 Jan. 2017 |
N302 |
Wei Song |
TBA |
2016 Metrics& Stats Brown-Bag Seminar Series
April 29th, Chen Huang, "Factorisable Sparse Tail Event Curves with Expectiles”.
May 6th, Dingshi Tian, ''Semiparametric estimation of a partially varying coefficient expectile model''
June 3rd, Luhui Lin, “Stock Price Jump Forecast in China Market”
2015 Metrics& Stats Brown-Bag Seminar Series
WISE and SOE
|
Date |
Time & Place |
Speaker |
Topic |
|
Fri, 25 Sep 2015 |
|
Qingliang Fang (范青亮) |
A Functional Data Approach to Model Score Difference Process in Professional Basketball Games |
|
Fri, 9 Oct, 2015 |
|
Haiqiang Chen (陈海强) |
A new estimator of integrated volatility in the presence of microstructure noise and jump |
|
Fri, 16 Oct 2015 |
12:30 am, N401 |
Zongwu Cai (蔡宗武) |
TBD |
|
Fri, 23 Oct 2015 |
12:30 am, N401 |
Linlin Niu (牛霖琳) |
Joint with Finance BBS The German yield curve and the Euro area debt crisis: safety haven vs. risk pool |
|
Wed, 28 Oct 2015 |
12:30 am, N401 |
Yu Ren (任宇) |
Joint with Finance BBS Evaluating asset pricing factors |
|
Fri, 6 Nov 2015 |
12:30 am, N401 |
Juan Lin (林娟) |
Joint with Finance BBS Copula approach and its applications in finance |
|
Fri, 20 Nov 2015 |
12:30 am, N401 |
Ma Chao (马超) |
Estimating a Dynamic Discrete Choice Model with Partial Observability for Household Mortgage Default and Prepayment Behaviors |
|
Fri, 27 Nov 2015 |
12:30 am, N401 |
Yingxing Li (李迎星) |
A Regime Shift Model with Nonparametric Switching Mechanism |
|
Fri, 4 Dec 2015 |
12:30 am, N401 |
Seong Yeon Chang |
Predictive regressions with a structural break: empirical likelihood method |
|
Fri, 11 Dec 2015 |
12:30 am, N401 |
Pei-Lin Hsieh (谢沛霖) |
Joint with Finance BBS Contagion behavior of high-frequency trading in future and option markets |