Econometrics and Finance Lunch Group, Spring 2008

 

Meeting Room: 327 Social Science
Meeting Time for Spring 2008: 11:40 a.m. - 12:50 p.m. (subject to adjustment)

 

THE SAMSI PICTURES  Includes group photo of PhD students with Nobel Laureate Rob Engle

 

The full schedule is farther below after a list of some relevant links:

Interested students should consult EXPECTATIONS AND REQUIREMENTS  

Link to Description of the Thesis Prospectus to be defended in third year (PROSPECTUS)

Link to Triangle Econometrics Workshop (TEW) and Duke University Econometrics Workshop

Link to the Zellner Award for the best Ph.D. thesis dealing with an applied problem in Business and Economic Statistics:  The Zellner award is intended to recognize outstanding work by promising young researchers in the field.   The 2007 award went to Panle Jia, "Entry and Competition in the Retail and Service Industries"  at Yale University thesis . The 2006 award went to Philipp Schmidt-Dengler, for his thesis, "Empirical Analysis of Dynamic Models with Multiple Agents;" Stephen P. Ryan, a Duke University PhD student was one of two honorable mentions for his thesis, "Environmental Regulation in a Concentrated Industry.” The 2005 Zellner Award winner was Motohiro Yogo for the thesis "Consumption and Expected Returns.” 

Several Duke faculty members, including Han Hong and Arie Beresteanu, have been winners or honorable mentions for this prestigious award. Here are links to the PhD theses of previous Zellner Award winner, Francesca Molinari, and the runner ups, Andrew Patton and Rebecca Hellerstein. 

Links to previous schedules: 

 

  

Slides for talks, arranged as yyyy-mm-dd.pdf:

 

Slides-2008

 

Slides-2007

Slides-2006

Slides-2005

 

 

 

Presenters, Spring 2008:

 

January 7: Students only

January 14: Eric Aldrich

January 21: Students only

January 28: Ivan Shaliastovich

 

February 4:  Natalia Sizova

February 11: Howard Kung, Fuqua

February 18: No workshop, departmental seminar week

February 25: Ivan Shaliastovich and Natalia Sizova

 

March 3: Eric Aldrich (Prospectus defense)

March 10: Students only

March 17: Natalia Sizova

March 24: Juan Rubio-Ramirez

March 31: Theis Lange (University of Copenhagen)

 

April 7: Mike Schwert and Baishi Wu

April 14: Brian Jansen and Allison Keane

April 21: Zhongyan Zhu (University of Indiana)

April 28: Mike Schwert

 

May 5: Ron Gallant

May 12: PhD Students, general discussion

May 19: Eric Aldrich

May 26: Students only

 

June 2: Natalia Sizova

June 9: PhD Student

June 16: Ivan Shaliastovich

June 23: PhD Student

June 30: PhD Student

 

 

July 7: Students only

July 14: PhD Student

July 21: June 30: PhD Student

July 28: June 30: PhD Student

 

August 4: June 30: PhD Student

August 11: June 30: PhD Student

August 18: June 30: PhD Student

August 25: June 30: PhD Student

 

September 1: PhD Student