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2009-2010 Montreal Econometrics Seminars

Montreal Econometrics Seminars 2009-2010
joint with the economics departments of the universities of Montréal, Québec à MontréalConcordia and McGill as well as CIRANO

Vendredi 16 avril / Friday, April 16, 2010 (Univ. de Montréal, 3150 Jean-Brillant, C-6149)
Genest, Christian (Univ. Laval)
Rank-Based Inference for Bivariate Extreme-Value Copulas
Responsable : Marine Carrasco (514-343-2394)

Vendredi 9 avril / Friday, April 9, 2010 (Concordia Univ., 1455 de Maisonneuve West, H-1145)
Donald, Stephen G. (Univ. of Texas, Austin)
A GMM Approach for Dealing with Missing Data on Regressors and Instruments
Responsable : Nikolay Gospodinov (514-848-2424 #3935)

Vendredi 5 mars / Friday, March 5, 2010 (Univ. de Montréal, 3150 Jean-Brillant, C-6149)
Werker, Bas (Tilburg Univ.)
A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests
Responsable : Marine Carrasco (514-343-2394)

Vendredi 12 février / Friday, February 12, 2010 (Univ. de Montréal, 3150, Jean-Brillant, C-6149)
Kiviet, F. Jan (Univ. d’Amsterdam)
Comparing the Asymptotic and Empirical (Un)Conditional Distributions of OLS and IV in a Linear Static Simultaneous Equation

Vendredi 11 décembre / Friday, December 11, 2009 (McGill Univ., 845 Sherbrooke St. West, James Administration Building, ADMIN 310)
Gonzalez-Rivera, Gloria (Univ. of California, Riverside)
Forecasting with Interval-Valued and Histogram-Valued Data
Responsable : Vicky Zinde-Walsh (514-398-4834)

Vendredi 27 novembre / Friday, November 27, 2009 (Concordia Univ., 1455 de Maisonneuve West, H-1145)
Rahbek, Anders (Copenhagen Univ.)
Testing and Inference for some Nonlinear Error Correction Models
Responsable : Nikolay Gospodinov (514-848-2424 #3935)

Vendredi 30 octobre / Friday, October 30, 2009 (Univ. de Montréal, 3150 Jean-Brillant, C-6149)
Abadie, Alberto (Harvard Kennedy School)
A General Theory of Matching Estimation
2e papier / 2nd paper
Responsable : Marine Carrasco (514-343-2394)

Vendredi 9 octobre / Friday, October 9, 2009 (McGill Univ., 853 Sherbrooke St. West, Arts Building, Arts Council 160)
Moreira, Marcel (Columbia Univ.)
A Maximum Likelihood Method for the Incidental Parameter Problem
Responsable : Vicky Zinde-Walsh (514-398-4834)

Vendredi 25 septembre / Friday, September 25, 2009 (CIRANO, 2020, rue University, 25e étage)
Embrechts, Paul (ETH Zurich)
Meta Densities and the Shape of Their Sample Clouds
Responsable : Bryan Campbell (514-985-4008)

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