Econometrics Colloquium Seminar Series

Estimation and Inference in Games of Incomplete Information with Unobserved Heterogeneity and Large State Space

20 September 2023 1:30pm–3:00pm

in Econometrics Colloquium Seminar Series

Presented by Dr Xuetao Shi, The University of Sydney

Does Climate Sensitivity Differ Across Regions? A Varying-Coefficient Approach

6 September 2023 1:30pm–3:30pm

in Econometrics Colloquium Seminar Series

Presented by Dr Wei Wei, Monash University

Bounding High Dimensional Comparative Statics

26 July 2023 10:00am–11:30am

in Econometrics Colloquium Seminar Series

Presented by Dr Jordan Norris, NYU Abu Dhabi

Identification and Estimation in a Time-Varying Endogenous Random Coefficient Model

17 May 2023 10:00am–11:30am

in Econometrics Colloquium Seminar Series

Presented by Dr Ming Li, National University of Singapore.

Identifying Structural Shocks to Volatility through a Proxy-MGARCH Model

19 April 2023 10:00am–11:30am

in Econometrics Colloquium Seminar Series

Presented by Professor Dr Matthias Fengler, University of St Gallen.

The Information Projection in Moment Inequality Models: Existence, Dual Representation, and Approximation

5 April 2023 10:00am–11:30am

in Econometrics Colloquium Seminar Series

Presented by Dr Rami Tabri from The University of Sydney

The Estimation of Diffusion Processes with Private Network Information

8 March 2023 10:00am–11:30am

in Econometrics Colloquium Seminar Series

Presented by Yiran Xie from The University of Sydney.

Focused photo of jacaranda with the sandstone buildings of UQ's Great Court in the background.

Multivariate Quantile Regression Using Superlevel Sets of Conditional Densities (Joint with Dennis Fok & Kathrin Gruber)

22 February 2023 10:00am–11:30am

in Econometrics Colloquium Seminar Series

Presented by Dr Annika Camehl, Erasmus University, Rotterdam.

Identification and estimation of dynamic random coefficient models

17 November 2022 10:00am–11:30am

in Econometrics Colloquium Seminar Series

Presented by: Dr Wooyoung Lee, University of Technology Sydney

Distribution Vector Autoregression: Eliciting Macro and Financial Dependence

10 November 2022 10:00am–11:30am

in Econometrics Colloquium Seminar Series

Presented by Associate Professor Dan Zhu, Monash University.

Inference on nonstationarity and common trends in high-dimensional or functional time series

24 October 2022 10:00am–11:30am

in Econometrics Colloquium Seminar Series

Presented by Dr Won-Ki Seo, University of Sydney

close up of jacarandas in front of sandstone building in UQ's Great Court.

Sparse M-estimators in semi-parametric copula models

19 October 2022 11:30am–12:30pm

in Econometrics Colloquium Seminar Series

Presented by Dr Benjamin Poignard, Osaka University

Relevant moment selection under mixed identification strength

6 October 2022 10:00am–11:30am

in Econometrics Colloquium Seminar Series

Presented by Professor Firmin Doko Tchatoka, University of Adelaide

Functional instrumental variable regression with an application to estimating the impact of immigration on native wages

26 September 2022 10:00am–11:30am

in Econometrics Colloquium Seminar Series

Presented by Dr. Dakyung Seong, University of Sydney

Understanding Regressions with Observations Collected at High Frequency over Long Span

30 June 2022 10:00am–11:30am

in Econometrics Colloquium Seminar Series

Presented by Dr Ye Lu, University of Sydney

Is dimensionality reduction a curse? Bayesian analysis of the mean-volatility dynamic factor model

2 June 2022 10:00am–11:30am

in Econometrics Colloquium Seminar Series

Presented by Dr Mengheng Li from University of Technology Sydney

Is dimensionality reduction a curse? Bayesian analysis of the mean-volatility dynamic factor model

2 June 2022 10:00am–11:30am

in Econometrics Colloquium Seminar Series

Presented by Dr Mengheng Li, University of Technology Sydney

jacaranda overlooking Forgan Smith building

Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects

24 March 2022 10:00am–11:30am

in Econometrics Colloquium Seminar Series

Presented by Dr Bin Peng from Monash University

Measuring the Output Gap Using Large Datasets

12 March 2020 1:30pm

in Econometrics Colloquium Seminar Series

Presented by Matteo Luciani, Federal Reserve Board Washington

Financial Conditions and Macroeconomic Risk in Australia (with Michelle Wright, RBA)

10 December 2019 2:00pm

in Econometrics Colloquium Seminar Series

Presented by Luke Hartigan, Reserve Bank of Australia

Bayesian Estimation of Individual Heterogeneity in Psychological Research Data

5 December 2019 2:00pm

in Econometrics Colloquium Seminar Series

Presented by Assistant Professor Nalan Bastürk, Maastricht University (joint work with Suzanne van Bronswijk, Lotte Lemmens, Marcus Huibers and Frenk Peeters).

Impact of capacity on access to invasive coronary angiography by patients of different socio-economic status

27 November 2019 2:00pm

in Econometrics Colloquium Seminar Series

Presented by Associate Professor Jongsay Yong, The University of Melbourne

Inference in Moment Inequality Models with Combined Data Sources

14 November 2019 11:00am

in Econometrics Colloquium Seminar Series

Presented by Dr Yi Sun, The University of Sydney

New Indexes for Measuring Resource Use Efficiency

13 November 2019 2:00pm

in Econometrics Colloquium Seminar Series

Presented by Associate Professor Tiho Ancev, The University of Sydney

Prevention or cure? Abatement efficiency in a network technology

7 November 2019 2:00pm

in Econometrics Colloquium Seminar Series

Presented by Professor Rolf Fare and Professor Shawna Grosskopf, Oregon State University

Nonparametric production analysis with unobserved heterogeneity in productivity

23 September 2019 11:00am

in Econometrics Colloquium Seminar Series

Presented by Dr Bram De Rock, University Libre de Brxelles and University of Leuven

Heterogeneity in Auction Price Distributions for Australian Indigenous Artists

29 August 2019 2:00pm–3:00pm

in Econometrics Colloquium Seminar Series

Presented by Professor Tim Fry.

Real-Time Macroeconomic Forecasting with a Heteroskedastic Inversion Copula

6 August 2019 12:15pm–1:15pm

in Econometrics Colloquium Seminar Series

Presented by Michael Smith.

Impact and Detection of Straightlining Response in Online Surveys

31 July 2019 2:00pm–3:00pm

in Econometrics Colloquium Seminar Series

Presented by Peter Moffatt, University of East Anglia.

A revisit to LASSO variable selection in data envelopment analysis

25 June 2019 2:15pm

in Econometrics Colloquium Seminar Series

Presented by Ya Chen, Hefei Univ of Technology, China. Based on joint work in progress by Ya Chen and Valentin Zelenyuk

Network Formation with Unobserved Homophily: Identification and Evidence from Bangladesh

6 June 2019 2:00pm–3:00pm

in Econometrics Colloquium Seminar Series

We consider a network formation model that features degree heterogeneity and homophily in both observed and unobserved node characteristics.

Estimation of a Four Component Semiparametric Stochastic Production Frontier Model with Endogenous Regressors and Determinants of Inefficiency

9 April 2019 2:00pm

in Econometrics Colloquium Seminar Series

Presented by Dr Kai Sun, Shanghai University

Cost and Efficiency in Government Outsourcing: Evidence from the Dredging Industry

28 March 2019 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Presented by Aaron Barkley, University of Melbourne.

Escalation of Scrutiny: The Gains from Dynamic Enforcement of Environmental Regulations

19 March 2019 2:00pm–3:00pm

in Econometrics Colloquium Seminar Series

Presented by Professor Gautam Gowrisankaran, University of Arizona.

Quasi-Maximum Likelihood and The Kernel Block Bootstrap for Nonlinear Dynamic Models

7 March 2019 12:00pm

in Econometrics Colloquium Seminar Series

Presented by Professor Richard J. Smith, Cambridge University.

Econometrics Colloquium Seminar Series: Gianni Amisano

15 November 2018 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Gianni Amisano | Federal Reserve Board

Econometrics Colloquium Seminar Series: Natalia Bailey

1 November 2018 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Natalia Bailey | Monash

Econometrics Colloquium Seminar Series: Fedor Iskhakov

25 October 2018 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Fedor Iskhakov | ANU

Econometrics Colloquium Seminar Series: Linear IV Regression Estimators for Single-Agent Dynamic Discrete Choice Models

9 August 2018 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Paul Scott | New York University

Econometrics Colloquium Seminar Series: Owner Occupied Housing in the CPI and Its Impact on Monetary Policy During Housing Booms and Busts

22 March 2018 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Robert Hill | University of Graz

Econometrics Colloquium Seminar: Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book

23 November 2017 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Lars Winkelmann

Econometrics Colloquium Seminar: Approximate Bayesian Forecasting

16 November 2017 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Gael Martin | Monash University

Econometrics Colloquium Seminar: Bubble Detection and Sector Trading in Real Time

19 October 2017 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

George Milunovich | Macquarie University

Scale-Dependent Priors for Variance Parameters in Structured Additive Distributional Regression

14 September 2017 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Nadja Klein | Melbourne Business School, University of Melbourne

Econometrics Colloquium Seminar: Semiparametric Estimation of Dynamic Discrete Choice Models

6 July 2017 12:00pm–2:00pm

in Econometrics Colloquium Seminar Series

Matthew Shum | California Institute of Technology

Recent Advances in Sparse Bayesian Factor Analysis

29 June 2017 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Sylvia Frühwirth-Schnatter | Department of Finance, Accounting and Statistics, Vienna University of Economics and Business

Forecasting cross-sectional and temporal hierarchies through trace minimization (MinT)

1 June 2017 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

George Athanasopoulos | Monash University

High-dimensional predictive regression in the presence of cointegration

18 May 2017 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Wenying Yao | Deakin University

Econometrics Colloquium Seminar: Analysis of monetary policy in Japan using the smooth-transition models

11 May 2017 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Tatsuyoshi Okimoto | Australian National University

Econometrics Colloquium Seminar: Structural Analysis of Tullock Contests with an Application to U.S. House of Representatives Elections

28 April 2017 4:15pm–5:15pm

in Econometrics Colloquium Seminar Series

Ming He | University of Technology

Econometrics Colloquium Seminar: Uncertain Identification

30 March 2017 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Toru Kitagawa | University College London

Econometrics Colloquium Seminar: Computationally Efficient Bayesian Estimation of High Dimensional Copulas with Discrete and Mixed Margins

10 November 2016 12:00pm–2:00pm

in Econometrics Colloquium Seminar Series

Robert Kohn | University of New South Wales

Econometrics Colloquium Seminar: Link of moments before and after transformations, with an application to resampling from fat-tailed distributions

20 October 2016 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Karim Abadir | Imperial College London

Bayesian Rank Selection in Multivariate Regression

25 August 2016 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Anastasios Panagiotelis | Monash University

Econometrics Colloquium Seminar: Some Thoughts on Time Series Analysis in Macroeconomics

11 August 2016 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Donald Poskitt | Monash University

Econometrics Colloquium Seminar: Inference in Some Reduced Rank Structures and Piecewise Linear Forms

28 July 2016 12:00pm–1:00pm

in Econometrics Colloquium Seminar Series

Professor Rodney Strachan | The University of Queensland

Econometrics Colloquium Seminar Series

Contacts