Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Past Seminars:
STICERD Econometrics Seminar Series


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These seminars are held on Thursdays in term time at 14.00-15.30, in 32L 3.05 (3rd floor, 32 Lincolns Inn Fields, London), unless specified otherwise.

Entry is on a first-come first-served basis. No registration is required but places are limited. 

Seminar organisers: Dr Tai Otsu and Dr. Vassilis Hajivassiliou.

For more information please contact Jane Dickson.

You can subscribe or unsubscribe to our mailing list (emetrics). 

calendar
Thursday  16 November 2017  14:00 - 15:30

Optimal dynamic treatment allocation

Anders Kock (University of Oxford)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  02 November 2017  14:00 - 15:30

Efficient Inference in Non-Gaussian Structural VARs

Jonathan Wright (JHU)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  26 October 2017  14:00 - 15:30

Identification and Estimation of a Social Interaction Model using Network Data

Eric Auerbach (Northwestern University)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Friday  30 June 2017  13:00 - 14:00
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TBC

Myung Hwan Seo (Seoul National University)

32L 1.04, 1st Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


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Thursday  25 May 2017  12:30 - 14:00
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Optimal Auxiliary Priors and Reversible Jump Proposals for a Class of Variable Dimension Models

Andriy Norets (Brown University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  18 May 2017  12:30 - 14:00
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Cross Sectional Dependence in Idiosyncratic Volatility

Ilze Kalnina (UCL)

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Friday  12 May 2017  13:00 - 14:30
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Quantile Factor Models

Jesus Gonzalo (Carlos III, Madrid)

32L 2.04, 2nd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


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Thursday  27 April 2017  12:30 - 14:00
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Testing the Number of Regimes in Markov Regime Switching Models

Hiro Kasahara (UBC)

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  16 March 2017  14:00 - 15:30

A Robust Test for Network Generated Dependence

Ingmar Prucha (University of Maryland)

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  09 March 2017  14:00 - 15:30

Using Instrumental Variables for Inference about Policy Relevant Treatment Parameters

Alex Torgovitsky (Northwestern University) , joint with Magne Mogstad and Andres Santos

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  02 March 2017  14:00 - 15:30

Identification of Valuation Distributions in English Auctions

Andrew Chesher (University College London) , joint with Adam M. Rosen

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  23 February 2017  14:00 - 15:30

Adverse Selection and Moral Hazard in a Dynamic Model of Auto Insurance

Elena Krasnokutskaya (Johns Hopkins) , joint with NERA-STICERD Industrial Organisation Seminar Series

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  16 February 2017  14:00 - 15:30

Nonlinear Random Coefficients and Preference Heterogeneity

Arthur Lewbel (Boston College)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Tuesday  13 December 2016  12:30 - 14:00
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Uniform confidence bands in deconvolution with unknown error distribution

Kengo Kato (University of Tokyo) , joint with Yuya Sasaki

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  08 December 2016  14:00 - 15:30

TBC

Jack Porter (University of Wisconsin-Madison)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  01 December 2016  14:00 - 15:30

Discretizing Unobserved Heterogeneity

Elena Manresa (MIT) , joint with Thibaut Lamadon and Stephane Bonhomme (University of Chicago)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  24 November 2016  14:00 - 15:30

Wald tests when restrictions are locally singular

Victoria Zinde-Walsh (McGill University and CIREQ) , joint with Jean-Marie Dufour and Eric Renault

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  17 November 2016  14:00 - 15:30

Jackknife, Many Instruments and Small Bandwidth Asymptotics

Yukitoshi Matsushita (Tokyo Institute of Technology) , joint with Taisuke Otsu, LSE

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  10 November 2016  14:00 - 15:30

Function Time Series Analysis of Correlation Dynamics

Patrick Wongsa-Art (Newcastle University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  03 November 2016  14:00 - 15:30

Inference under shape restrictions

Joachim Freyberger (University of Wisconsin-Madison)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Tuesday  25 October 2016  14:00 - 15:30

Counterfactual prediction in complete information games: point prediction under partial identification

Joris Pinske (Pennsylvania State University)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  13 October 2016  14:00 - 15:30

Identifying the Discount Factor in Dynamic Discrete Choice Models

Jaap Abbring (Vrije Universiteit Amsterdam and Tinbergen Institute) , joint with Řystein Daljord

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  06 October 2016  12:30 - 14:00
Note change in Time


Interference on social effects when the network is sparse and unknown

Eric Gautier (University Toulouse 1 Capitole)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  22 September 2016  14:00 - 15:30

Estimation and Inference with a (Nearly) Singular Jacobian

Adam McCloskey (Brown University) , joint with Sukjin Han

[pdf] Download Paper


Graham Wallace Room, 5th Floor, Old Building, Houghton Street, London, WC2A 2AE


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Thursday  09 June 2016  14:00 - 15:30

An analysis of the length of hospital stay for type 2 diabetes patients in Japan by the Box-Cox transformation model

Kazumitsu Nawata (University of Tokyo)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  02 June 2016  14:00 - 15:30

Constrained conditional moment restriction models

Andres Santos (UCSD) , joint with Victor Chernozhukov and Whitney Newey

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  12 May 2016  14:00 - 15:30

Regression Discontinuity Designs Using Covariates

Matias Cattaneo (University of Michigan) , joint with Sebastian Calonico, Max H. Farrell and Rocío Titiunik

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  05 May 2016  14:00 - 15:30

The Risk of Machine Learning

Maximilian Kasy (Harvard) , joint with Alberto Abadie

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  17 March 2016  14:00 - 15:30

Strategic Network Formation with Many Agents

Konrad Menzel (New York University)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Tuesday  15 March 2016  17:00 - 18:30
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An empirical model of non-equilibrium behaviour in games

Brendan Kline (University of Texas at Austin) , joint with the STICERD Psychology and Economics Seminar

[pdf] Download Paper


32L 2.04, 2nd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


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Wednesday  09 March 2016  13:00 - 14:30
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Are DSGE Models and Professional Forecasters' Predictive Densities Well-Calibrated? Alternative Tests for Correct Specification of Conditional Predictive Densities

Barbara Rossi (University Pompeu Fabra) , joint with Tatevik Sekhposyan

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  03 March 2016  14:00 - 15:30

Bargaining with Optimism: Medical Malpractice Lawsuits in Florida

Xun Tang (Rice University) , joint with Antonio Merlo

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  18 February 2016  14:00 - 15:30

CANCELLED

Ivana Komunjer (University of California, San Diego) , joint with Pierre-André Chiappori and Dennis Kristensen

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  10 December 2015  14:00 - 15:30

Efficient size correct subset inference in linear instrumental variables regression

Frank Kleibergen (University of Amsterdam)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  03 December 2015  14:00 - 15:30

Estimation of Private Value Densities in Ascending Auctions and Generalized Competing Risks Models

Oliver Linton (University of Cambridge) , joint with Tatiana Komarova and Sorawoot Srisuma

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  26 November 2015  14:00 - 15:30

Bayesian Indirect Inference and the ABC of GMM

Han Hong (Stanford) , joint with Michael Creel, Jiti Gao and Dennis Kristensen

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  19 November 2015  14:00 - 15:30

Three-stage Semi-Parametric Inference: Control Variables and Differentiability

Geert Ridder (USC) , joint with Jinyong Hahn

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  12 November 2015  14:00 - 15:30

Econometric models for linked data

Koen Jochmans (Sciences-Po)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  15 October 2015  14:00 - 15:30

Identifying Dynamic Games with Switching Cost

Sorawoot Srisuma (University of Surrey) , joint with Fabio A. Miessi Sanches and Daniel Silva Junior

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  01 October 2015  14:00 - 15:30

Likelihood inference on semiparametric models with generated regressors

Yukitoshi Matsushita (Tokyo Institute of Technology)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  25 June 2015  14:00 - 15:30

Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model

Jean-Yves Pitarakis (University of Southampton) , joint with Jesus Gonzalo

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  18 June 2015  14:00 - 15:30

A Distributional Framework for Matched Employer-Employee Data

Stephane Bonhomme (University of Chicago) , joint with Thibaut Lamadon and Elena Manresa

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Wednesday  10 June 2015  12:00 - 13:30
Note change in Time


Integrated likelihood based inference for nonlinear panel data models with unobserved effects

Gautam Tripathi (University of Luxembourg) , joint with M. Schumann and T. Severini

32L 2.04, 2nd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


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Thursday  28 May 2015  14:00 - 15:30

CANCELLED

Victor Aguirregabiria (University of Toronto)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  21 May 2015  14:00 - 15:30

On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference

Max H Farrell (University of Chicago Booth School of Business) , joint with Sebastian Calonico and Matias D Cattaneo

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  19 March 2015  14:00 - 15:30

On the Maximum and Minimum Response to an Impulse in SVARS; and Efficient Conditionally Similar Tests: Finite-Sample Theory and Large-Sample Applications

Jose L Montiel Olea (New York University) , joint with B. Gafarov

[pdf] Download Paper [pdf] Download 2nd Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  05 March 2015  14:00 - 15:30

A Comprehensive Study to Out-of Sample Equity Premium Prediction

Cindy Wang (National Tsing Hua University) , joint with Shui Ki Wan and Fang-I Liao

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  26 February 2015  14:00 - 15:30

Conditional inference with a functional nuisance parameter

Isaiah Andrews (Harvard University) , joint with Anna Mikusheva

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  19 February 2015  14:00 - 15:30

The identifiability of production functions

Paul Schrimpf (University of British Columbia)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  18 December 2014  13:30 - 15:00
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Efficient estimation for semiparametric models by reproducing kernel Hilbert space

Masaaki Imaizumi (University of Tokyo)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  11 December 2014  13:30 - 15:00
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Exact and Approximate Likelihood Inference for the autoregressive parameter in some Spatial Autoregressive Models

Grant Hillier (University of Southampton) , joint with Federico Martellosio

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  27 November 2014  13:30 - 15:00
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Testing missing at random using instrumental variables

Christoph Breunig (Humboldt-Universitat zu Berlin)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  20 November 2014  13:30 - 15:00
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Cluster-robust bootstrap inference in quantile regression models

Andreas Hagemann (University of Michigan)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  30 October 2014  13:30 - 15:00
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The triangular model with random coefficients

Stefan Hoderlein (Boston College) , joint with Hajo Holzmann and Alexander Meister

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  16 October 2014  13:30 - 15:00
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Estimating Network Effects without Network Data

Pedro Souza (STICERD, LSE)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Friday  10 October 2014  12:00 - 13:00
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CANCELLED

Denis Nekipelov (UC Berkeley)

32L LG.03, Lower Ground Floor, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


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Thursday  25 September 2014  13:30 - 15:00
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On Uniform Inference in Nonlinear Models with Endogeneity

Shakeeb Khan (Duke University) , joint with Denis Nekipelov

[pdf] Download Paper


32L 2.04, 2nd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


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Thursday  12 June 2014  14:00 - 15:30

Dynamic Discrete Choice Models with Proxies for Unobserved Technologies

Yuya Sasaki (John Hopkins University) , joint with Yingyao Hu

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  29 May 2014  14:00 - 15:30

A Gaussian Mixture Autoregressive Model for Univariate Time Series

Pentti Saikkonen (University of Helsinki)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  22 May 2014  14:00 - 15:30

Estimating Smooth Structural Change in Cointegration Models

Degui Li (University of York) , joint with Peter C. B. Phillips and Jiti Gao

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  15 May 2014  14:00 - 15:30

Alternative Asymptotics and the Partially Linear Model with Many Regressors

Matias Cattaneo (University of Michigan) , joint with Michael Jansson and Whitney K. Newey

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  08 May 2014  14:00 - 15:30

On the Choice of Test Statistic for Conditional Moment Inequalities

Tim Armstrong (Yale University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  01 May 2014  14:00 - 15:30

Partial identification and inference in censored quantile regression: A sensitivity analysis

Yanqin Fan (University of Washington) , joint with Ruixuan Liu

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  13 March 2014  14:00 - 15:30

Testing for a General Class of Functional Inequalities

Sokbae Lee (Seoul National University) , joint with Kyungchul Song and Yoon-Jae Whang

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  06 March 2014  14:00 - 15:30

A Geometric Approach to Weakly Identified Econometric Models

Anna Mikusheva (MIT) , joint with Isaiah Andrews

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  20 February 2014  14:00 - 15:30

Inference for functions of partially identified parameters in moment inequality models

Federico Bugni (Duke University) , joint with Ivan Canay and Xiaoxia Shi

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  05 December 2013  14:00 - 15:30

Estimation of long-run parameters in unbalanced cointegration

Javier Hualde (Universidad Publica de Navarra)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  21 November 2013  14:00 - 15:30

Measuring Uncertainty about Long-Run Predictions

Ulrich Mueller (Princeton University) , joint with Mark W Watson

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  14 November 2013  14:00 - 15:30

TBC

Estate Khmaladze (Victoria University of Wellington)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Wednesday  06 November 2013  12:00 - 13:30
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Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models

Lorenzo Camponovo (University of St Gallen)

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32L 2.04, 2nd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


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Thursday  31 October 2013  14:00 - 15:30

Estimating a Nonparametric Triangular Model with Binary Endogenous Regressors

Sung Jae Jun (Penn State University) , joint with Joris Pinkse and Haiqing Xu

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Friday  11 October 2013  12:00 - 13:00
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TBA

Philip Haile (Yale University)

Venue to be Confirmed,


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Thursday  20 June 2013  14:00 - 15:30

Nonparametric Analysis of Random Utility Models: Testing

Yuichi Kitamura (Yale) , joint with Jorg Stoye

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  30 May 2013  14:00 - 15:30

Bootstrapping Kernel-Based Semiparametric Estimators

Michael Jansson (Berkeley) , joint with Matias Cattaneo

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  21 March 2013  14:00 - 15:30

Bandwidth selection for differences of nonparametric estimators with an application to the regression discontinuity design

Yoichi Arai (National Graduated Institute for Policy Study) , joint with Hidehiko Ichimura

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32L 1.04, 1st Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


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Thursday  14 March 2013  14:00 - 15:30

On the Testability of Identification in Some Nonparametric Models with Endogeneity

Azeem Shaikh (Chicago) , joint with Ivan A. Canay and Andres Santos

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32L 1.04, 1st Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


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Thursday  07 March 2013  14:00 - 15:30

Asymptotic analysis of the Forward Search

Bent Nielsen (Oxford University) , joint with Soren Johansen

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32L 1.04, 1st Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


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Thursday  28 February 2013  12:30 - 13:30
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Diagnostics for exclusion restrictions in instrumental variables estimation

Kirill Evdokimov (Princeton)

Room 321, Drayton House,, UCL, 30 Gordon Street, WC1


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Thursday  21 February 2013  14:00 - 15:30

A Frequency Domain Empirical Likelihood Method for Irregularly Spaced Spatial Data

Soumen Lahiri (North Carolina State University)

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32L 1.04, 1st Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


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Thursday  14 February 2013  14:00 - 15:30

Identification of Cointegrating Relations in I(2) Vector AutoRegressive Models

Paolo Paruolo (University of Insubria) , joint with Rocco Mosconi

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32L 1.05, 1st Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


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Thursday  31 January 2013  14:00 - 15:30

Testing for a General Class of Functional Inequalities

Yoon-Jae Whang (Seoul National University)

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32L 1.05, 1st Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


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Thursday  13 December 2012  14:00 - 15:30

CANCELLED

Yoon-Jae Whang (Seoul National University)

TW1 1.04, 1st Floor, Tower 1, LSE, 1 Clement's Inn, Mobil Court, WC2A 2AZ


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Thursday  29 November 2012  14:00 - 15:30

CANCELLED

Bruce Hansen (University of Wisconsin-Madison)

TW1 1.04, 1st Floor, Tower 1, LSE, 1 Clement's Inn, Mobil Court, WC2A 2AZ


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Thursday  08 November 2012  14:00 - 15:30

TBC

John Aston (University of Warwick)

TW1 1.04, 1st Floor, Tower 1, LSE, 1 Clement's Inn, Mobil Court, WC2A 2AZ


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Friday  26 October 2012  12:00 - 13:30
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Bootstrapping Time Series: Some Recents Developments

Stathis Paparoditis (Cyprus University)

NAB 1.09 , 1st Floor, New Academic Building, LSE, 54 Lincoln's Inn Fields, WC2A 3LJ


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Thursday  25 October 2012  14:00 - 15:30

TBC

Elie Tamer (Harvard University)

TW1 1.04, 1st Floor, Tower 1, LSE, 1 Clement's Inn, Mobil Court, WC2A 2AZ


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Thursday  18 October 2012  14:00 - 15:30

Job Market Practice Talk

Abhimanyu Gupta (LSE)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  27 September 2012  14:00 - 15:30

Hybrid Generalized Empirical Likelihood Estimators: Instrument Selection with Adaptive Lasso

Mehmet Caner (North Carolina State University) , joint with Qingliang Fan

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TW1 1.04, 1st Floor, Tower 1, LSE, 1 Clement's Inn, Mobil Court, WC2A 2AZ


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Thursday  07 June 2012  14:00 - 15:30

Random Effects Quantile Regression

Manuel Arellano (CEMFI)

TW1 1.10, 1st Floor, Tower 1, LSE, 1 Clement's Inn, Mobil Court, WC2A 2AZ


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Thursday  17 May 2012  14:00 - 15:30

Information Structure and Statistical Information in Discrete Response Models

Denis Nekipelov (UC Berkeley) , joint with Shakeeb Khan

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TW1 1.10, 1st Floor, Tower 1, LSE, 1 Clement's Inn, Mobil Court, WC2A 2AZ


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Thursday  01 March 2012  14:00 - 15:30

Rescaled Additively Non-Ignorable (RAN) Model of Attrition

Isnan Tunali (Koc University, Istanbul) , joint with Emre Ekinci and Berk Yavuzoglu

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  24 November 2011  14:00 - 15:30

Correlation and heterogeneity robust inference using conservativeness of test statistics

Rustam Ibragimov (Harvard) , joint with Ulrich Muller

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  27 October 2011  14:00 - 15:30

Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing

Juan Carlos Escanciano (Indiana University) , joint with David Jacho-Chavez and Arthur Lewbel

[pdf] Download Paper


TW1 1.10, 1st Floor, Tower 1, LSE, 1 Clement's Inn, Mobil Court, WC2A 2AZ


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Thursday  06 October 2011  14:00 - 15:30

Instrumental variables estimation and inference in the presence of many exogenous regressors

Stanislav Anatolyev (New Economic School, Moscow)

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TW1 1.10, 1st Floor, Tower 1, LSE, 1 Clement's Inn, Mobil Court, WC2A 2AZ


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Monday  27 June 2011  14:00 - 15:30

Inference Based on Conditional Moment Inequalities

Donald W K Andrews (Yale) , joint with Xiaoxia Shi

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CON 202, 2nd Floor, Connaught House, LSE, 63–65 Aldwych, London WC2B 4EJ


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Friday  17 June 2011  12:00 - 13:00
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A Penalized Empirical Likelihood Method in High Dimensions

Soumen Lahiri (North Carolina State University)

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Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR


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Thursday  16 June 2011  14:00 - 15:30

Evaluating Factor Pricing Models Using High Frequecny Panels

Yousoon Chang (Indiana University) , joint with Hwagyun Kim and Joon Y Park

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STC 3.00, 3rd Floor, St. Clement's Building, LSE, Clare Market, London WC2A 2AB


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Thursday  19 May 2011  14:00 - 15:30

Identification and Estimation of Bayesian Games under Multiple Equilibria

Xun Tang (Rice University) , joint with A. Lewbel

STC 3.00, 3rd Floor, St. Clement's Building, LSE, Clare Market, London WC2A 2AB


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Thursday  12 May 2011  14:00 - 15:30

TBC

Robin Lumsdaine (American University)

STC 3.00, 3rd Floor, St. Clement's Building, LSE, Clare Market, London WC2A 2AB


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Thursday  05 May 2011  14:00 - 15:30

TBC

Serena Ng (Columbia University)

STC 3.00, 3rd Floor, St. Clement's Building, LSE, Clare Market, London WC2A 2AB


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Thursday  24 March 2011  14:00 - 15:30

Efficient Prediction of Excess Returns

Jonathan Wright (JHU) , joint with Jon Faust

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STC 3.00, 3rd Floor, St. Clement's Building, LSE, Clare Market, London WC2A 2AB


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Thursday  17 March 2011  14:00 - 15:30

Quantile Selection Models

Manuel Arellano (CEMFI)

STC 3.00, 3rd Floor, St. Clement's Building, LSE, Clare Market, London WC2A 2AB


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Thursday  10 March 2011  14:00 - 15:30

Shape Constraints, Compound Decisions and Empirical Bayes Rules

Roger Koenker (University of Illinois, Urbana Champaign) , joint with Ivan Mizera

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STC 3.00, 3rd Floor, St. Clement's Building, LSE, Clare Market, London WC2A 2AB


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Thursday  03 March 2011  14:00 - 15:30

TBC

Alexei Onatsky

STC 3.00, 3rd Floor, St. Clement's Building, LSE, Clare Market, London WC2A 2AB


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Thursday  24 February 2011  14:00 - 15:30

Gradient Based Smoothing Parameter Selection for Nonparametric Regression Estimation

Qi Li (Texas A&M)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  03 February 2011  14:00 - 15:30

TBC

Harry Paarsch (University of Melbourne)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  09 December 2010  14:00 - 15:30

TBA

Enrique Sentana (CEMFI)

CLM 1.09, 1st Floor, Clement House, LSE, 99 Aldwych, London WC2B 4JF


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Thursday  02 December 2010  14:00 - 15:30

TBA

Denis Nekipelov (UC Berkeley)

CLM 1.09, 1st Floor, Clement House, LSE, 99 Aldwych, London WC2B 4JF


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Thursday  18 November 2010  14:00 - 15:30

Measurement Error and Convolution in Generalized Functions Spaces

Victoria Zinde-Walsh (McGill University and CIREQ)

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CLM 1.09, 1st Floor, Clement House, LSE, 99 Aldwych, London WC2B 4JF


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Thursday  11 November 2010  14:00 - 15:30

Information Bounds and Impossibility Theorems for Simultaneous Discrete Response Models

Shakeeb Khan (Duke University) , joint with Denis Nekipelov

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CLM 1.09, 1st Floor, Clement House, LSE, 99 Aldwych, London WC2B 4JF


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Thursday  01 July 2010  14:00 - 15:30

TBC

Xiaohong Chen (Yale)

TW2 1.12, Tower 2, LSE, 2 Clement's Inn, Mobil Court, WC2A 2AZ


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Thursday  27 May 2010  14:00 - 15:30

Analyzing the Spectrum of Asset Returns: Jump and volatility components in high frequency data

Yacine Ait-Sahalia (Princeton University) , joint with Jean Jacod

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TW2 1.12, Tower 2, LSE, 2 Clement's Inn, Mobil Court, WC2A 2AZ


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Thursday  13 May 2010  14:00 - 15:30

TBC

Esfandiar Maasoumi (Ebony University)

SPN 225, St Philips - North Block, Sheffield Street


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Thursday  06 May 2010  14:00 - 15:30

Between Data Cleaning and Inference: Pre-Averaging and other Robust Estimators of the Efficient Price

Lan Zhang (Oxford University and UIUC) , joint with Per Mykland

SPN 225, St Philips - North Block, Sheffield Street


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Thursday  29 April 2010  14:00 - 15:30

An adequacy check for dynamic discrete choice model

Igor Kheifets (UC3 Madrid)

SPN 225, St Philips - North Block, Sheffield Street


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Thursday  11 March 2010  14:00 - 15:30

TBC

Elie Tamer (Harvard University)

CON 101, 1st Floor, Connaught House, LSE, 63–65 Aldwych, London WC2B 4EJ


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Thursday  04 March 2010  14:00 - 15:30

TBC

Emmanuel Guerre (QMW)

CLM 1.09, 1st Floor, Clement House, LSE, 99 Aldwych, London WC2B 4JF


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Thursday  03 December 2009  14:00 - 15:30

TBC

Liudas Giraitis (QMW)

SPS 115, St Philips Building - South Block, Sheffield Street, LSE, Houghton Street, London WC2A 2AE


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Thursday  26 November 2009  14:00 - 15:30

Regime Specific Predictability in Predictive Regression

Jean-Yves Pitarakis (University of Southampton)

SPS 115, St Philips Building - South Block, Sheffield Street, LSE, Houghton Street, London WC2A 2AE


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Thursday  19 November 2009  14:00 - 15:30

Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix

Ulrich Meller (Princeton)

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SPS 115, St Philips Building - South Block, Sheffield Street, LSE, Houghton Street, London WC2A 2AE


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Thursday  05 November 2009  14:00 - 15:30

TBC

Marcelo Moreiro (Columbia)

SPS 115, St Philips Building - South Block, Sheffield Street, LSE, Houghton Street, London WC2A 2AE


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Thursday  29 October 2009  15:00 - 17:00
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Durbin Seminar (joint with UCL) Optimal significance tests for simultaneous equation models

TW Anderson (Stanford University)

New Theatre, EAS 171, 1st Floor, East Building, LSE, Houghton Street, London WC2A 2AE


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Thursday  22 October 2009  14:00 - 15:30

Single Equation Endogenous Binary Response Models

Andrew Chesher (University College London)

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SPS 115, St Philips Building - South Block, Sheffield Street, LSE, Houghton Street, London WC2A 2AE


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Thursday  15 October 2009  14:00 - 15:30

Endogenous Semiparametric Binary Choice Models with Heteroscedasticity

Stefan Hoderlein (Boston College)

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SPS 115, St Philips Building - South Block, Sheffield Street, LSE, Houghton Street, London WC2A 2AE


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Thursday  08 October 2009  14:00 - 15:30

Volatility estimation when trade times and returns are dependent

Per Mykland (Oxford and Chicago)

SPS 115, St Philips Building - South Block, Sheffield Street, LSE, Houghton Street, London WC2A 2AE


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Thursday  25 June 2009  14:00 - 15:30

CANCELLED

Andrew Chesher (University College London)

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  28 May 2009  14:00 - 15:30

Nonparametric Tests of Conditional Treatment Effects

Yoon-Jae Whang (Seoul National University) , joint with Sokbae Lee

EAS 304, 3rd Floor, East Building, LSE, Houghton Street, London WC2A 2AE


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Thursday  21 May 2009  14:00 - 15:30

Parametrics and Nonparametrics

Peter CB Phillips (Yale)

Basement Conference Room, IFS,, 7 Ridgmount Street, London WC1E 7AE


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Friday  20 March 2009  10:30 - 17:30
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4th London and Oxbridge Time Series Workshop

Various Speakers 

Conference Room, LRB 505, 5th Floor, Lionel Robbins Building, LSE, entrance in Portugal Street, London WC2


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Thursday  12 March 2009  14:00 - 15:30

TBC

Anna Mikusheva (MIT)

CON 104, 1st Floor, Connaught House, LSE, 63–65 Aldwych, London WC2B 4EJ


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Thursday  05 March 2009  14:00 - 15:30

TBC

Elie Tamer (Harvard University)

CON 104, 1st Floor, Connaught House, LSE, 63–65 Aldwych, London WC2B 4EJ


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Thursday  26 February 2009  14:00 - 15:30

Shocks (Can we identify them? Yes, we can)

Jesus Gonzalo (Carlos III, Madrid) , joint with O Martinez

CON 104, 1st Floor, Connaught House, LSE, 63–65 Aldwych, London WC2B 4EJ


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Friday  20 February 2009  14:00 - 15:30

Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks

Lutz Kilian (Michigan) , joint with Robert J Vigfussen

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CLM 7.03, 7th Floor, Clement House, LSE, 99 Aldwych, London WC2B 4JF


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Thursday  11 December 2008  14:00 - 15:30

Time Series Regression Models with Semiparametric Factor Dynamics

Enno Mammen (Hidelberg University) , joint with Byeong U Park, Wolfgang Haerdle and Szymon Borak

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  04 December 2008  14:00 - 15:30

Robustness, Infinitesimal Neighbourhoods, and Moment Restrictions

Taisuke Otsu (Yale) , joint with Yuici Kitamura and Kirill Evdokimov

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  27 November 2008  14:00 - 15:30

Multivalued Treatment Effect Model Under Monotonicity

Igor Kheifets (UC3 Madrid)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  20 November 2008  14:00 - 15:30

Partial Identification of the Distribution of Treatment Effects in Switching Regimes Models and its Confidence Sets

Yanqin Fan (University of Washington) , joint with Jisong Wu

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  13 November 2008  14:00 - 15:30

Conditional Correlations Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations

Timo Terasvirta (Aarhus University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  06 November 2008  14:00 - 15:30

Non-Parametric Specification Testing for Continuous-Time Markov Processes: Do the Processes Follow Diffusions?

Shin Kanaya (Nuffield College, Oxford)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  30 October 2008  14:00 - 15:30

Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term

Helmut Lütkepohl (EUI)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  23 October 2008  14:00 - 15:30

Integer Valued GARCH: Poisson Autoregressive Processes

Anders Rahbek (Copenhagen)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  16 October 2008  14:00 - 15:30

t-statistic based correlation and heterogeneity robust inference

Rustam Ibragimov (Harvard) , joint with Ulrich Mueller

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  09 October 2008  14:00 - 15:30

Intersection Bounds: Estimation and Inference

Sokbae Lee (Seoul National University) , joint with Victor Chernozhukov and Adam Rosen

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  22 May 2008  14:00 - 15:30

TBC

Pierre Perron (Boston College)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  08 May 2008  14:00 - 15:30

Inference for quadratic variation of semimartingales in the presence of noise

Mark Podolskij (CREATES, Aarhus University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  13 March 2008  14:00 - 15:30

Non-Parametric Estimation in Random Coefficients Binary Choice Models

Yuichi Kitamura (Yale)

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  06 March 2008  14:00 - 15:30

Inference in regression models with many regressors

Stanislav Anatolyev (New Economic School, Moscow)

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  28 February 2008  14:00 - 15:30

Testability and methods of moments in nonparametric and semiparametric models

Jean-Marie Dufour (McGill University) , joint with Frédéric Jouneau-Sion and Olivier Torrčs

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  21 February 2008  14:00 - 15:30

Non-parametric threshold estimation for models with stochastic diffusion coefficient and jumps

Cecilia Mancini (University of Florence)

[pdf] Download Paper [pdf] Download 2nd Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  07 February 2008  14:00 - 15:30

Inference for the jump part of quadratic variation of Ito semimartingales

Almut Veraart (Aarhus)

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  17 January 2008  14:00 - 15:30

Time Series Modelling with Semiparametric Factor Dynamics

Wolfgang Haerdle (Humbolt University, Berlin) , joint with Szymon Borak, Enno Mammen and Byeong Park

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  13 December 2007  14:00 - 15:30

TBA

J Roderick McCrorie (Leicester University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  06 December 2007  14:00 - 15:30

Detecting and Predicting Forecast Breakdowns

Barbara Rossi (University Pompeu Fabra) , joint with Raffaella Giacomini

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  29 November 2007  14:00 - 15:30

TBA

Kyungchul Kevin Song (University of Pennsylvania)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  01 November 2007  14:00 - 15:30

TBA

Christian Hafner (UCL)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  25 October 2007  14:00 - 15:30

Extremal Dependence: Nonparametric Characterizations and Robust Asymptotic Theory

Jonathan B Hill (Univerity of North Carolina - Chapel Hill)

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  18 October 2007  14:00 - 15:30

TBA

Brendan Beare (Oxford)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  11 October 2007  14:00 - 15:30

Monetary Policy Analysis with Potentially Misspecified Models

Marco Del Negro (NY) , joint with Frank Schorfheide

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  21 June 2007  14:00 - 15:30

Local Sensitivity and Diagnostic Tests

Jan Magnus (Tilburg University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  07 June 2007  14:00 - 15:30

TBA

Alessio Sancetta (Cambridge)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  03 May 2007  14:00 - 15:30

TBA

Catalin Starica (Chalmers University of Technology)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  15 March 2007  14:00 - 15:30

TBA

Dennis Kristensen (Columbia)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  08 March 2007  14:00 - 15:30

TBA

Amy Finkelstein (Massachusetts Institute of Technology)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  22 February 2007  14:00 - 15:30

TBA

Debopam Bhattacharya

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  11 January 2007  14:00 - 15:30

TBA

Raffaella Giacomini (University of California, San Diego)

Conference Room, LRB 505, 5th Floor, Lionel Robbins Building, LSE, entrance in Portugal Street, London WC2


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Thursday  07 December 2006  14:00 - 15:30

TBA

Tassos Magdalinos (Nottingham)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  30 November 2006  14:00 - 15:30

TBA

Eric Ghysels (UNC)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  16 November 2006  14:00 - 15:30

TBA

Mika Meitz (Oxford)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  19 October 2006  14:00 - 15:30

TBA

Emmanuel Guerre (QMW)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  05 October 2006  14:00 - 15:30

TBA

Stefan Hoderlein (Boston College)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  29 June 2006  14:00 - 15:30

TBA

Tim Bollerslev (Duke)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  22 June 2006  14:00 - 15:30

Panel data models with interactive fixed effects

Jushan Bai (NYU)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  15 June 2006  14:00 - 15:30

Nonparametric quantile IV estimator

Joel Horowitz (Northwestern)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  08 June 2006  14:00 - 15:30

TBA

Ricardo Cao (UDC)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  04 May 2006  14:00 - 15:30

A unified approach to validating univariate and multivariate conditional distributional models in time series

Yongmiao Hong (Cornell)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  27 April 2006  14:00 - 15:30

Testing models with multiple equilibria by quantile methods

Ivana Komunjer (University of California, San Diego) , joint with Federico Echenique

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  16 March 2006  14:00 - 15:30

TBA

Nour Meddahi (Montreal)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  09 March 2006  14:00 - 15:30

TBA

Xiaohong Chen (Yale)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  02 March 2006  14:00 - 15:30

TBA

Patrick Gagliardini (University of Lugano)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  23 February 2006  14:00 - 15:30

TBA

Frank Schorfheide (University of Pennsylvania)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  16 February 2006  14:00 - 15:30

TBA

John Einmahl (Tilburg)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  09 February 2006  14:00 - 15:30

Dynamic time series binary choice

Robert deJong (Ohio State)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  02 February 2006  14:00 - 15:30

TBA

A Aradillas-Lopez (Princeton)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  08 December 2005  14:00 - 15:30

TBA

Richard Smith (Cambridge)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  01 December 2005  14:00 - 15:30

TBA

Lian Hu (Leeds)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  24 November 2005  14:00 - 15:30

TBA

Markus Reiss (Berlin)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  17 November 2005  14:00 - 15:30

TBA

Stanley Zin (Carnegie Mellon University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  10 November 2005  14:00 - 15:30

TBA

Stanley Zin (Carnegie Mellon University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  03 November 2005  14:00 - 15:30

TBA

Stanley Zin (Carnegie Mellon University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  27 October 2005  14:00 - 15:30

Local linear estimating equations: Uniform consistency and rates of convergence

Soren Fyodor Nielsen (Copenhagen)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  20 October 2005  14:00 - 15:30

Return Scambling and Realized Covariance

Kevin Sheppard (Oxford)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  13 October 2005  14:00 - 15:30

Efficient Wald Tests for Fractional Unit Roots

Ignacio Lobato (ITAM)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  06 October 2005  14:00 - 15:30

Model uncertainty and model averaging in VAR processes

Herman van Dijk (Amsterdam)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  25 November 2004  14:00 - 15:30

t.b.a.

Bas Werker (Tilburg University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  18 November 2004  14:00 - 15:30

Asymptotic inference in a nonlinear co-integrated model.

P Jeganathan (Indian Statistical Institute and University of Michigan)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  11 November 2004  14:00 - 15:30

A stochastic recurrence equation approach to financial time series models.

Thomas Mikosch, joint with Daniel Straumann

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  04 November 2004  14:00 - 15:30

Pooling Estimates with Different Rates of Convergence - A Minimum x2 Approach: With an Emphasis on a Social Interactions Model.

Lung-Fei Lee (Ohio State University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  21 October 2004  14:00 - 15:30

GMM tests for SD efficiency of a given portfolio.

Thierry Post (EUR) , joint with Philippe Versijp

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  07 October 2004  14:00 - 15:30

t.b.a.

Robert Taylor (CEP)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  24 June 2004  17:00 - 18:30
Note change in Time


Dummy Endogenous Variables in Weakly Separable Models

Edward J Vytlacil (Stanford University) , joint with Nese Yildiz

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  27 May 2004  17:00 - 18:30
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tba

Yanqin Fan (University of Washington)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  29 April 2004  17:00 - 18:30
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Optimal Rank-based Tests for Sphericity

Marc Hallin (Universite Libre de Bruxelles) , joint with Davy Paindaveine

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  21 February 2002  14:00 - 15:30

Stationary test for Data with Missing Observations

Haruhisa Nishino (Chiba University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  14 February 2002  14:00 - 15:30

Selection Model and Conditional Treatment Effects Including Endogenous Regressors

Arthur Lewbel (Boston College)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  07 February 2002  14:00 - 15:30

Gaussian Semiparametric Inference on Long-Memory in Stochastic Volatility Models

Josu Arteche (University of Bilbao)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  31 January 2002  14:00 - 15:30

Higher order properties of GMM and generalised empirical likelihood esitmators

Richard Smith (Cambridge)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  24 January 2002  14:00 - 15:30

Moments and Monetary Properties of Linear Conditional Heteroscedestricity Models

James Davidson (University of Cardiff)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  13 December 2001  14:00 - 15:30

Forecasting financial volatilities with extreme values: The conditional Autoregressive Range (CARR) model

Ray Chou (Academia Sinica)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Wednesday  05 December 2001  14:00 - 15:30

Asymptotic for kernels smoothers in a class of non-standard curve estimation problems

Enno Mammen (Hidelberg University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  29 November 2001  14:00 - 15:30

TBA

Steve Legbourne (Nottingham University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  15 November 2001  14:00 - 15:30

Demand models for market level data

Peter Davis (MIT)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  01 November 2001  14:00 - 15:30

Some higher order asymptotic theory for empirical likelihood and empirical discrepancy statistics

Francesco Bravo (University of York)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  11 October 2001  14:00 - 15:30

Order determination in general vector autoregression

Bent Nielsen (Oxford University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH