Seminario de Econometría:
Otoño 2005
Organizadores: Pedro Albarrán (pedro.albarran@uc3m.es) y Stefan Sperlich
(stefan.sperlich@uc3m.es).
Los seminarios tendrán lugar habitualmente de
13:15 a 14:30 [principalmente en el aula 15.1.01]
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Juan Mora (Universidad de Alicante)
"The two-sample problem with regression errors: an empirical process approach"
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Joao Santo Silva (Tecnica de Lisboa)
"The log of gravity"
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Javier Perote (Universidad Rey Juan Carlos)
"Positive Definiteness of Multivariate Densities Based on Hermite Polynomials"
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28 de octubre .pdf
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Carlos Arias (Leon) Seminario Jean-Monet
"Estimating the productivity of infrastructure using maximum entropy econometrics"
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Katarzyna Lasak (Autonoma Barcelona)
"Likelihood based testing for fractional cointegration"
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Valentina Corradi (Queen Mary)
" Predictive Density Estimators for Daily Volatility Based on Realized Measures " (junto con Walter Distaso y Norman Swanson)
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17 de noviembre
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Betsey Stevenson & Justin Wolfers (Wharton School)
TBA
(Jueves 18:00h, junto con workshop de Macro)
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Paolo Zaffaroni (Emperial College)
"Whittle Estimation of Exponential Volatility Models"
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Marcia Schafgans (LSE)
"A method of moments estimator for semiparametric index models"
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Anne Vanhems (ESC Toulouse)
"Nonparametric study of differential equations with
application to the endogenous variables case"
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9
de enero
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Antonio Maria Alvarez Pinilla (Univ. Oviedo)
"Reconsidering Heterogeneity in Panel Data Estimators - An
Application to Regional Data"
Primavera 2005
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