Séminaires d’économétrie de Montréal 2008-2009
conjoints avec les départements d’économique des universités de Montréal, du Québec à Montréal, Concordia et McGill ainsi que le CIRANO
Jeudi 21 mai / Thursday, May 21, 2009 (McGill Univ., 1001 Sherbrooke West, Bronfman 179)
Robert Taylor (Univ. of Nottingham)
Testing for Co-Integration in Vector Autoregressions with Non-Stationary Volatility
Responsable : Vicky Zinde-Walsh (514-398-4834)
Jeudi 23 avril / Thursday, April 23, 2009 (CIRANO, 2020, rue Univ., 25e étage)
Polson, Nicholas (Univ. of Chicago Graduate School of Business)
Particle Learning and Smoothing
Responsable : Bryan Campbell (514-985-4008)
Vendredi 17 avril / Friday, April 17, 2009 (McGill Univ., 855 Sherbrooke West, Leacock 232)
Andrews, Donald (Yale Univ.)
Inference for Parameters Defined by Conditional Moment Inequalities
Responsable : Vicky Zinde-Walsh (514-398-4834)
Vendredi 27 mars / Friday, March 27, 2009 (Univ. de Montréal, 3150 Jean-Brillant, C-6149)
De Jong, Robert (Ohio State Univ.)
Nonlinear Time Series Models and Weakly Dependent Innovations
Responsable : Marine Carrasco (514-343-2394)
Vendredi 13 mars / Friday, March 13, 2009 (Univ. de Montréal, 3150 Jean-Brillant, C-6149)
Corradi, Valentina (Univ. of Warwick)
Bandwidth Selection for Continuous Time Markov Processes
Responsable : Marine Carrasco (514-343-2394)
Vendredi 7 novembre / Friday, November 7, 2008 (Concordia Univ., 1455 de Maisonneuve West, H-1145)
Mueller, Ulrich (Princeton Univ.)
Pre and Post Break Parameter Inference
Responsable : Nikolay Gospodinov (514-848-2424 #3935)
Jeudi 23 octobre / Thursday, October 23, 2008 (Univ. de Montréal, 3150 Jean-Brillant, C-6149)
Vytlacil, Edward (Yale Univ.)
Fun, Fun, Fun with the Borel Paradox : Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin
Responsable : Marc Henry (514-343-2402)
Jeudi 9 octobre / Thursday, October 9, 2008 (Univ. de Montréal, 3150 Jean-Brillant, C-6149)
Hamilton, James (Univ. of California, San Diego)
The Propagation of Regional Recessions
Responsable : Francisco Ruge-Murcia (514-343-2396)
Jeudi 25 septembre / Thursday, September 25, 2008 (Concordia Univ., 1455 de Maisonneuve West, H-1145)
Perron, Pierre (Boston Univ.)
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests
Responsable : Nikolay Gospodinov (514-848-2424 #3935)
Vendredi 12 septembre / Friday, September 12, 2008 (McGill Univ., 855 Sherbrooke West, Arts 160)
Pöetscher, Benedikt (Univ. of Vienna)
On the Distribution of Penalized Maximum Likelihood Estimators : The LASSO, SCAD, and Thresholding (papier 2, papier 3)
Responsable : Vicky Zinde-Walsh (514-398-4834)
Vendredi 5 septembre / Friday, September 5, 2008 (Univ. de Montréal, 3150 Jean-Brillant, C-6149)
Hansen, Bruce (Univ. of Wisconsin)
Generalized Shrinkage Estimators
Responsable : Marine Carrasco (514-343-2394)
