Econometrics and Finance Lunch Group, Summer 2006

Meeting Room: 327 Social Science
Meeting Time for Summer 2006: 11:30 a.m.-1:00 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:

2006	Spring 2006
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, Summer 2006:

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

June 5: [Slides] Duy Tran (Research summary)

June 12: [Slides] General discussion of research

June 19: Tzuo Hann Law (Presentation of recent research)

June 26: Alessandro Palandri (Presentation of recent research)

July 3: Students only

July 10: [Slides] Xin Huang (Presentation of recent research)

July 17: [Slides] Natalia Sizova (Presentation of recent research)

July 24: [Slides] Viktor Todorov (Presentation of research material)

July 31: [Slides] Ivan Shaliastovich (Presentation of research material)

August 7: Viktor Todorov (informal summary of research material)

August 14: [Slides] Xin Huang (Presentation of recent research)

August 21: [Slides] Tzuo Hann Law (Presentation of recent research)

August 28: [Slides] Hengjie Ai (New Fuqua Finance Faculty)