2008 Sessions for Nikolay Gospodinov

 
Saturday
8:00 - 9:45 a.m.
SEA
Session 13G
Topics in Nonparametric and Semiparametric Estimation and Specification

Organizers:

Heather L.R. Tierney, College of Charleston

Session Chairs:

Heather L.R. Tierney, College of Charleston

Papers:

"Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes"
Nikolay Gospodinov, Concordia University and CIREQ
Masayuki Hirukawa, Northern Illinois University (Contact Author)

"Functional-Coefficient Models for Nonstationary Time Series Data"
Zongwu Cai, The University of North Carolina at Charlotte (Contact Author)
Qi Li, Texas A&M University
Joon Y. Park, Texas A&M University

"Semiparametric Cointegrating Rank Selection"
Xu Cheng, Yale University (Contact Author)
Peter C. B. Phillips, Cowles Foundation for Research in Economics at Yale University

"A Nonparametric Prewhitening Approach to Predict Multivariate Quantiles"
Deniz Baglan, University of California, Riverside (Contact Author)

Discussants:

Zongwu Cai, The University of North Carolina at Charlotte
Masayuki Hirukawa, Northern Illinois University
Deniz Baglan, University of California, Riverside
Dustin Chambers, Salisbury University


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