Econometrics Workshop

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First term
26 October 2015	13:30	Martin Sola (Birkbeck University of London), Risk Premia and Seasonality in Commodity Futures.

16 November 2015	13:30	Lutz Kilian (University of Michigan), Impulse Response Matching Estimators for DSGE Models (joint with Pablo Guerron-Quintana and Atsushi Inoue).

17 December 2015	13:30	Christian Hansen (University of Chicago), Program Evaluation with High-Dimensional Data (joint with Alexandre Belloni, Victor Chernozhukov and Iván Fernández-Val, ).

Second term
17 February 2016	13:30	Gloria Gonzalez-Rivera (University of California Riverside), The Econometrics of Interval-valued Data .

22 February 2016	13:30	Toru Kitagawa (University College London), Who should be treated? Empirical Welfare Maximization methods for Treatment Choice (joint with Aleksey Tetenov).

7 March 2016	13:30	Xun Tang (Rice University), Bargaining with Optimism: Malpractice Lawsuits in Florida (joint with Antonio Merlo).

14 March 2016	13:30	Brendan Beare (UC San Diego), Improved Tests of Density Ratio Ordering (joint with Xiaoxia Shi).

Third term
18 April 2016	13:30	Guglielmo Maria Caporale (Brunel University London), Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis (joint with Fabio Spagnolo and Nicola Spagnolo).

18 May 2016	13:30	Hiroaki Kaido (Boston University), Robust Confidence Regions for Incomplete Models (joint with Larry G. Epstein and Kyoungwon Seo).