Econometrics Colloquium
Spring 2008

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

Meeting Time and Place:
When: Wednesday 1:00--2:00pm
Where: 1027 International Affairs Building (IAB)

Organizer: Dennis Kristensen (dk2313@columbia.edu)

Directions to Campus
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Date	Speaker	Title
Mar 12	Reading group	(Non-)Identification in DSGE Models Cochrane (2007): "Identification with Taylor Rules: A Critical Review"
Mar 19	Spring Recess	-
Mar 26	Reading group	(Non-)Identification in DSGE Models Cochrane (2007): "Identification with Taylor Rules: A Critical Review"
Apr 02	Reading group	(Non-)Identification in DSGE Models Moon & Schorfheide (2007): “A Bayesian Look at Partially Identified Models”
Apr 09	Reading group	(Non-)Identification in DSGE Models Mavroeidis (2005): “Identification Issues in Forward-Looking Models Estimated by GMM”
Apr 16	Bruno Giovanetti	Macroeconomic Forecasting Using Diffusion Indexes and Nonparametric Methods
Apr 23	Reading group	Approximate Computations of Expectations Stein (1992): “A Way of Using Auxiliary Randomization”
Apr 30	TBA	TBA
May 07	TBA	TBA

Suggested topics of the reading group:

• (Non-) Identification in DSGE Models

Canova (2007): “How much Structure in Empirical Models?”

Canova and Sala (2006): “Back to Square One: Identification Issues in DSGE Models”

Cochrane (2007): “Identification with Taylor Rules: A Critical Review"

Cochrane (2007): “Inflation Detmination with Taylor Rules: A Critical Review"

• Approximate Computations of Expectations

Stein (1986) “Approximate Computations of Expectations,” IMS book.

Goldstein and Reinert (1997) “Stein’s Method and the Zero Bias Transformation to Simple Random Sampling,” Annals of Statistics 7, 935-952.

Diaconis and Holmes (eds.) (2004) “Stein’s Method: Expository Lectures and Applications,” IMS Lecture Notes – Monograph Series.

• Boosting, Bagging and Related Methods

Bernard suggests one or more papers

• Networks in Statistics

Alexei suggests one or more papers

• Multiple Testing

Dennis suggests one or more papers