Econometrics Seminars Autumn 2005
ECONOMETRICS AUTUMN 2005 SEMINARS ON TUESDAYS
sponsored by IEP and IGIER
* All Econometrics Seminars will be held in Room 24 (Second floor, Via Sarfatti)
| September |
Tuesday, September 20th TIME 13:00
Gabriele Fiorentini (University of Florence)
"The relative efficiency of pseudo maximum likelihood estimation and inference in conditionally heteroskedastic dynamic regression models" joint with E.Sentana
| October |
Tuesday, October 4 ROOM 24 (Via Sarfatti)
Marco Lippi (University of Rome "La Sapienza")
"Aggregation, fundamentalness and factor models" Seminar outline
related paper: "Opening the Black Box: Structural Factor Models with Large Cross-Sections"
Wednesday, October 19 OCCASIONAL SEMINAR ROOM 24
Paolo Paruolo (University of Insurbria, Varese)
"Multivariate ARCH with spatial effects for stocks sector and size" joint with Massimiliano Caporin
| November |
Tuesday, November 8 ROOM 24 (Via Sarfatti)
Filippo Altissimo (European Central Bank and CEPR)
"Simulated Nonparametric Estimation of Dynamic Models with Applications to Finance" joint with Antonio Mele
Tuesday, November 22
Massimiliano Marcellino (IGIER, Università Bocconi)
"A benchmark for models of growth and inflation"
Tuesday, November 29 Frontiers in Labour Economics - ROOM 22
Joint seminar with the Fondazione Rodolfo Debenedetti
Juan Francisco Jimeno
"The Private and Fiscal Returns to Schooling: A General Framework and Some Results for EU countries" joint with Angel de la Fuente
| December |
Monday, December 5 OCCASIONAL SEMINAR AT 16:30
Giuseppe Arbia (University G. DAnnunzio of Chieti)
"A General Framework Based on the Theory of Random Fields for the Specification of Spatial Linear Regression Models"
Copy of Presentation (powerpoint slides)