Econometrics and Finance Lunch Group, Summer 2007

 

Meeting Room: 327 Social Science
Meeting Time for Spring 2007: 11:30 a.m. - 1:00 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: 

 

  

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

 

Slides-2007

 

Slides-2006

Slides-2005

 

  

Presenters, Summer 2007:

   

May 7: Ralph Koijen and Jules Vanbinsbergen (Presentation of recent research)

May 14: Ravi Bansal (Presentation of recent research)

May 21: Students only

May 28: Students only

 

June 4: Viktor Todorov (Presentation of recent research)

June 11: Natalia Sizova (Presentation of recent research)

June 18: Craig Burnside (Presentation of recent research)

June 21-24 Econometric Society Summer Meeting:

 

July 2: Students only

July 9: Open

July 16: Andrey Fradkin (Presentation of recent research)

July 23: General discussion of paper by J. Woerner

July 30:  Students only

 

August 6: Students only

August 13: Eric Aldrich (Presentation of research material)

August 20: Howard Kung (Presentation of research material)

August 27: Andrey Fradkin (Presentation of recent research)

 

September 3: Ivan Shaliastovich (Presentation of research material)

September 10: Reserved, 202FS

September 17: Reserved, 202FS

September 24: Natalia Sizova (Presentation of research material)

September 30: