If you would like to present your research in the workshop, please contact carlos.martins@colorado.edu.

FALL 2011:

September 19: Kernel based estimation of semiparametric regression in triangular systems by Carlos Martins-Filho, Department of Economics, University of Colorado, Boulder.

October 3: Nonparametric regression with shape constraints, Shan Zhou, Department of Economics, University of Colorado, Boulder.

October 17: Achieving Pareto optimality through distributed learning, Jason Marden, Department of Electrical, Computer and Energy Engineering, University of Colorado, Boulder.

November 14: Nonparametric estimation of a smooth density with shape restrictions, Mary Mayer, Department of Statistics, Colorado State University, Fort Collins.

December 2: Uniform convergence of weighted sums of non- and semi-parametric residuals for estimation and testing, David Jacho-Chavez, Department of Economics, Emory University.

December 5: TBA, Xiaodong Liu, Department of Economics, University of Colorado, Boulder.

SPRING 2011:

January 11: Bailouts, Time Inconsistency and Optimal Regulation by Patrick Kehoe, Princeton University.

January 13: Improper priors, power of tests and error measurement models: what do they have in common? by Kairat Mynbaev, School of Economics, Kazakh British Technical University.

January 25: There will be no meeting of the Econometrics Workshop.

February 22: Nonparametric small area estimation using penalized spline regression by Jean Opsomer, Department of Statistics, Colorado State University.

March 11: Instrumental variable estimation with heteroskedasticity and many instruments by John Chao, Department of Economics, University of Maryland.

March 15: Parametric estimation robust to low-frequency contamination with applications to ARMA, GARCH and stochastic volatility models by Adam McCloskey, Department of Economics, Boston University.

March 29: High order conditional quantile estimation based on nonparametric models of regression by Carlos Martins-Filho, Department of Economics, University of Colorado - Boulder.

April 19: Identification of technology shocks using misspecified VARs by Ufuk Devrim Demirel, Department of Economics, University of Colorado - Boulder.

FALL 2010:

All meetings of the workshop will be held in ECON 5 from 4:00 PM - 5 PM. Presenters, topics and dates are:

August 31: Beyond stochastic volatility and jumps in returns and volatility by Garland Durham, Finance Division, University of Colorado-Boulder.

September 14: On additive semiparametric stochastic frontier estimation by Paulo Saraiva, Department of Economics, University of Colorado - Boulder.

September 28: Estimation of network models by Xiaodong Liu, Department of Economics, University of Colorado - Boulder.

October 12: Efficient semi-parametric instrumental variable estimation by Feng Yao, Department of Economics, West Virginia University.

October 26: Local exponential estimation of nonparametric frontiers by Carlos Martins-Filho, Department of Economics, University of Colorado-Boulder.

November 9: Smooth Coefficient Estimation of a Seemingly Unrelated Regression, by Chris Parmeter, Department of Economics, University of Miami.

December 3: Identification and estimation of affine-term-structure models, by James Hamilton, Department of Economics, University of California - San Diego.