Research

Econometrics Workshop

You may subscribe to email notifications of our various seminar series. You also can subscribe to iCalendar versions of our seminar announcements.

First term


17 October 2016:
Francis DiTraglia (University of Pennsylvania), Estimating the Effect of a Mis-measured, Endogenous, Binary Treatment (joint with Camilo García-Jimeno).

Second term


8 March 2017:
Iván Fernández-Val (Boston University), Network and Panel Quantile Effects Via Distribution Regression (joint with Victor Chernozhukov and Martin Weidner).
30 March 2017:
Jia Li (Duke University), Volume, Volatility and Public News Announcements joint with Tim Bollerslev and Yuan Xue (joint with Banking and Finance).

Third term


11 May 2017:
Rosa Matzkin (UCLA), On the Identification and Estimation of Nonparametric Nonseparable Models.
17 May 2017:
Ulrich Müller (Princeton University), Long-Run Covariability (joint with Mark Watson).
30 May 2017:
Zhongjun Qu (Boston University), Likelihood Ratio Based Tests for Markov Regime Switching (joint with Fan Zhuo).
6 June 2017:
Viktor Todorov (Kellogg School of Management), The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets (joint with Torben G. Andersen and Nicola Fusari).

Back

© CEMFI. All rights reserved.
Our website uses cookies to analyze the navigation of our users. If you continue browsing this site, you are accepting their use. Our Cookies Policy page contains more information about cookies, how we use them, and how to block them through the settings of your browser.
Close