Econometrics and Finance Lunch Group, Spring 2006

Meeting Room: 327 Social Science
Meeting Time for Spring 2006: 11:40 a.m.-12:55 p.m (subject to adjustment)

THE SAMSI PICTURES September 19, 2005, including group photo of PhD students with Nobel Laureate Rob Engle

Available by invitation only to qualified advanced PhD students (EXPECTATIONS AND CRITERIA FOR QUALIFICATION)

Link to Description of thesis prospectus to be defended in third year (PROSPECTUS)

Link to Triangle Econometrics Workshop (TEW)

Link to Duke University Econometrics Workshop (DUKE-ESW)

Link to the Zellner Award for the best Ph.D. thesis dealing with an applied problem in Business and Economic Statistics. It is intended to recognize outstanding work by promising young researchers in the field. The 2005 Zellner Award winner is 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 the 2004 Zellner Award winner, Francesca Molinari, and the runner ups, Andrew Patton and Rebecca Hellerstein.

Links to previous schedules:

2005	Spring 2005	Summer 2005	Fall 2005
2004	Spring 2004	Summer 2004	Fall 2004
2003	Spring 2003	Summer 2003	Fall 2003
2002	Spring 2002	Summer 2002	Fall 2002
2001	Spring 2001	Summer 2001	Fall 2001
2000	Spring 2000	Summer 2000	Fall 2000
1999	Spring 1999	Summer 1999	Fall 1999
1998	Spring 1998	Summer 1998	Fall 1998

Our main objective: JOB$ for Ph.D. students with many $...000s in the salary (We are unabashed).

Our motto: "We can work as hard as anyone!"

Our acronyms (in birth order): GARCH    SNP    EMM    EDF GSM ...??? (Under construction) …

Presenters, Spring 2006:

January 2: Students only

January 9: Students only

January 16: Students only

January 23: Tim Bollerslev and welcome session for undergraduates who attend as part of the research/lab course, Econ 201FS. [Slides]

January 30: Viktor Todorov [Slides]

February 6: Xin Huang [Slides]

February 13: Duy Tran [Slides]

February 20: [Slides] Ivan Shaliastovich (Prospectus defense)

February 27: No meeting at Duke, the SAMSI closing workshop is Feb 27-28. Registration required.

March 6: [Slides] Alessandro Palandri

March 13: Students only

March 20: [Slides] Max Dedov

March 27: [Slides] Jules van Binsbergen

April 3: [Slides] Natalia Sizova (Presentation of research material)

April 10: [Slides] Max Dedov, Final PhD thesis defense and

Alessandro Palandri, Final PhD thesis defense

April 17: [Slides] Bjorrn Eraker (Presentation of recent research)

April 24: [Slides] General discussion of financial econometrics

May 1: [Slides] Duy Tran

May 8: Jean Jacod, Université Paris VI (On some statistical problems for high frequency data)

May 15: [Slides] Viktor Todorov

May 22: [Slides] Ron Gallant and Han Hong ("A Statistical Enquiry into the Plausibility of Epstein-Zin-Weil Utility")

May 29: Students only