Econometrics Workshop
Fall 2009

Department of Economics, Columbia University
420 West 118th Street, New York, NY 10027

Default Meeting Time and Place:
When: Thursday 2:30--4:00
Where: 1027 International Affairs Building

Note that the seminar will sometimes meet at alternative times and locations, see below.

Econometrics Workshop Questions : Alexei Onatski (ao2027@columbia.edu)

Direction to University
Campus Map
Campus Map for International Affairs Building

Sep 17	Richard Crump	Optimal Conditional Inference in Nearly-Integrated Autoregressive Processes
Sep 24	Jack Porter	Impossibility results for nondifferentiable functionals
Oct 1	Marc Hallin	Dynamic factors in the presence of blocks Market liquidity as dynamic factors
Oct 8	No meeting
Oct 15	Geert Ghaene	Split-panel jackknife estimation of fixed-effect models
Oct 22	Costas Meghir	Matching, Sorting and Wages
Oct 29	Jim Stock	Forecasts for Time Series with Smooth Spectral Densities
Nov 5	Dukpa Kim	Estimating a Common Deterministic Time Trend Break in Large Panels with Cross-sectional Dependence
Nov 12	Taisuke Otsu	Large deviation approach for moment condition models Paper2
Nov 19	Yoon Seok Lee	Specification Test for Instrumental Variables Regression with Many Instruments
Nov 26	No meeting
Dec 3	Simon Lee