Montreal Econometrics Seminars 2010-2011
joint with the economics departments of the universities of Montréal, Québec à Montréal, Concordia and McGill as well as CIRANO
Friday, May 20, 2011 (McGill Univ., 1001 Sherbrooke St. West, Samuel Bronfman Building, 179)
Russell Davidson (McGill Univ.) & James MacKinnon (Queen’s Univ.)
Confidence Sets Based on Inverting Anderson-Rubin Tests
Organizer : Victoria Zinde-Walsh (514-398-4834)
Friday, April 15, 2011 (McGill Univ., 3460, McTavish Street, Peterson Hall 116)
Yanqin Fan (Vanderbilt Univ.)
Identification and Wavelet Estimation of LATE in a Class of Switching Regime Models
Organizer : Victoria Zinde-Walsh (514-398-4834)
Friday, April 8, 2011 (UQAM, 315, Sainte-Catherine Est, R-5460)
Keisuke Hirano (Univ. of Arizona)
Impossibility Results for Nondifferentiable Functionals
Organizer : Doug Hodgson (514-987-3000 #4310)
Friday, March 25, 2011 (Univ. de Montréal, 3150, Jean-Brillant, C-6149)
Han Hong (Stanford Univ.)
Extremum Estimation and Numerical Derivatives
Organizer : Marc Henry (514-343-2404)
Friday, March 18, 2011 (CIRANO, 2020, University, 25e étage)
Alan Timmermann (Univ. of California at San Diego)
Choice of Sample Split in Out-of-Sample Forecast Evaluation
Organizer : Bryan Campbell (514-985-4008)
Friday, March 11, 2011 (McGill Univ., 853, Sherbrooke Ouest, Arts Building, 160)
Soren Johansen (Univ. of Copenhagen)
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
Organizer : Jean-Marie Dufour (514-398-8879)
Friday, November 12, 2010 (Concordia Univ., 1455, de Maisonneuve West, H-1145)
Esfandiar Maasoumi (Emory Univ.)
Information Theory : A Unified Theme
Organizer : Nikolay Gospodinov (514-848-2424 #3935)
Friday, October 15, 2010 (McGill Univ., 855, Sherbrooke ouest, Leacock 232)
Michael Jansson (Univ. of California at Berkeley)
Bootstrapping Density-Weighted Average Derivatives
Organizer : Russell Davidson (514-398-4835)
Friday, September 23, 2010 (Univ. de Montréal, 3200, Jean-Brillant, B-4275)
Victor Chernozhukov (Massachusetts Institute of Technology)
Lasso : Pivotal Recovery of Sparse Signals via Conic Programming
Organizer : Marc Henry (514-343-2404)
Friday, September 10, 2010 (Concordia Univ., 1455, de Maisonneuve West, H-1145)
Jim Stock (Harvard Univ.)
Forecasting Time Series with Smooth Spectral Densities
Organizer : Nikolay Gospodinov (514-848-2424 #3935)
