ECONOMICS 242

Econometrics Seminar
Fall 2003
Instructor: Daniel L. McFadden
E-mail:
Seminar Room: 608-7 Evans Hall
Schedule: Thursday, 4:00-6:00 PM
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August 28 Organizational Meeting
September 4 No Meeting,
September 11 Hui Tong, UC Berkeley
Transparency Standards and Market Efficiency: Evidence from Analysts Forecasts
September 18 Greg Duncan, UC Berkeley / NERA
Unbiased Estimation of Polynomials of Simulated Probabilities and Nearly Unbiased Estimation of the Simulated Likelihood and Score
September 25 Yoosoon Chang , Rice University
Nonlinear IV Panel Unit Root Tests
October 2 Chuan Goh, UC Berkeley
Alternative Asymptotics for Inference Regarding Population Quantiles
October 9 Stefan Hoderlein, University of Mannheim
Nonparametric Demand Systems and a Heterogeneous Population
October 15* John Karl Scholz, University of Wisconsin-Madison
Joint with Departmental Seminar
October 23 No Meeting
October 29* Patrick Bolton, Princeton University
"Executive Compensation and Short-termist Behavior in Speculative Markets" (joint with Josť Scheinkman, and Wei Xiong)
November 6 CANCELLED
November 13 Katerina Kyriazidou, UCLA
Credit Constraints in the Market for Consumer Durables: Evidence from Micro Data on Car Loans
November 20 Erik Heitfield, Federal Reserve Board
Estimating Default Correlations from Short Panels of Credit Rating Performance Data
November 27 Thanksgiving Holiday
December 4 CANCELLED
*Change in Day and Time

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