2013 fall 2 (3) hours meeting

1st September 30th Research Bala Dao and Wolters (2008) Common SV trends in international stock return, International Review of Financial Analysis
Statistics Deng Order Statistics
2nd October 7th Research Xu Matlab code for TVP-SVAR model
Statistics Bala More on confidence intervals
3rd October 21th Research Xu TVP-VAR model
Research Bala SV and KF in financial time series
4th November 11th Research Xu TVP-VAR model
Research Bala SV and KF in financial time series
5th November 18th Research Xu TVP-VAR model
Statistics Deng Introduction to hypothesis testing
6th November 27th Research Zheng Sino-Japanese total export-import volume analysis and prediction basaed on the econometrics method
7th December 2nd Research Bala SV and KF in financial time series
8th December 9th Research Xu TVP-VAR model
Research Bala SV and KF in financial time series
9th December 25th Statistics Katafuchi Additional comments about statistical tests, Chi-square tests
Statistics Deng Bootstrap procesures
10th January 6th Research Xu Nakajima (2011) Time-varying parameter VAR model with stochastic volatility
Statistics Bala The method of Monte Carlo
11th January 14th Research Xu Nakajima (2011) Time-varying parameter VAR model with stochastic volatility
Research Bala Kim et al. (1998) Stochastic volatility
12th January 20th Research Xu Nakajima (2011) Time-varying parameter VAR model with stochastic volatility
13th January 27th Research Bala Chib et al. (2002) Markov chain Monte Carlo methods for stochastic models, Journal of Econometrics
Statistics Deng Maximum likelihood estimation
14th February 3rd Research Bala Chib et al. (2002) Markov chain Monte Carlo methods for stochastic models, Journal of Econometrics
15th February 17th Research Deng Ang (2007) CO2 emissions, energy consumption, and output in France, Energy Policy
Nonlinearity Bala pp.150-161. Tests of independence
16th March 3rd Statistics Deng Rao-Cramer lower bound and efficiency
Research Xu de Jong and Shephard (1995) The simulation smoother for time series models, Biometrika
17th March 10th Statistics Deng Rao-Cramer lower bound and efficiency, maximum likelihood tests
Research Bala Stock market returns volatility during the financial crisis
18th March 17th Research Bala Stock market returns volatility during the financial crisis
Research Deng Estimation results of environmental Kuznets curve in Japan
19th March 24th Statistics Katafuchi Maximum likelihod tests, multiparameter case: estimation
Research Xu On state space model
Research Bala Stock market returns volatility during the financial crisis
20th March 31th Statistics Bala Multiparameter case: estimation
Research Xu On state space model
Research Deng Estimation results of environmental Kuznets curve in Japan