Econometrics and Finance Lunch Group, Fall 2007

Meeting Room: 327 Social Science
Meeting Time for Fall 2007: 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

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

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 2006 award went to Philipp Schmidt-Dengler, for his Yale University 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 the 2004 Zellner Award winner, Francesca Molinari, and the runner ups, Andrew Patton and Rebecca Hellerstein.

Links to previous schedules:

2007	Spring 2007	Summer 2007
2006	Spring 2006	Summer 2006	Fall 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

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

Slides-2007

Slides-2006

Slides-2005

Presenters, Fall 2007:

August 27: Andrey Fradkin (Presentation of recent research)

September 3: Ivan Shaliastovich (Presentation of research material)

September 10: Peter Van Tassel (Presentation of research material)

September 17: Warren Davis (Presentation of research material)

September 24: Natalia Sizova (Presentation of research material)

October 1: Jonathan B. Hill (Visitor, UNC – Chapel Hill)

October 8: Students only

October 15: Bjorn Eraker (Presentation of research material)

October 22: Peter Van Tassel (Presentation of research material)

October 29: Warren Davis (Presentation of research material)

November 5: TBA, Perhaps a general discussion of the frontiers of financial econometrics

November 8: (Thursday) Econometrics Seminar, Federico Bandi, University of Chicago

November 12: Denis Nekipelov (Presentation of research material)

November 19: Viktor Todorov, Northwestern University Davis (Presentation of research material)

November 26: Peter Van Tassel and Warren Davis (Presentation of research material)

December 3: Andrey Fradkin (Presentation of recent research)

December 10: Students only

December 17: Students only

December 24:

December 31: Students only