2011 245B Course Schedule

2011 245B Course Schedule - University of California...

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University of California Doug Steigerwald Department of Economics Advanced Econometrics I Economics 245B Lecture Schedule 1 Spurious Regression 2 delayed due to Winter Meetings 3 Cointegration 4 Regime Switching 5 Presentation: Tom Zimmerfaust (January 19) Knittel, C. and V. Stango 2003 “Price Ceilings as Focal Points for Tacit Collusion: Evidence from the Credit Card Market” American Economic Review 93, 1703-1729 Presentation: Xintong Yang Cho, J. and H. White 2006 “Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models” Economics Department Working Paper Series, UC San Diego . Presentation: Cho, J. and R. Davies 2008 “Testing for Hidden Markov Switching” Economics Department Working Paper Series, Victoria University of Wellington . 6 Nonlinearities in Financial Data 7 Missing Data 8 Presentation: Dan Argyle (January 31) Kaplan, E. and P. Meier 1958 “Non-Parametric Estimation from Incomplete Observations” Journal of the American Statistical Association 53, 457-481.
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