Neyman and Scott (1948) have noticed this problem in statistics and econometrics more than 50 years ago and their paper titled 'Consistent estimates based on partially consistent observations' was published in Econometrica. It incites researches over this topic in both economics and other natural science subjects, besides Bayesian and Conditional frequentist approach developed in Statistics literature. Lancaster reviewed the development up to 2000 and cast new insight into this problem.
Consistent Estimates Based on Partially Consistent Observations
J. Neyman and Elizabeth L. Scott
Econometrica, Vol. 16, No. 1 (Jan., 1948), pp. 1-32
The incidental parameter problem since 1948
Tony Lancaster
Journal of EconometricsVolume 95, Issue 2, April 2000, Pages 391-413
Thursday, April 30, 2009
Sunday, April 26, 2009
On The Economy, Obama Gets Mixed Marks
On Wednesday, President Obama will have been in office for 100 days. All this week, NPR is looking at the new administration and measuring its progress against the goals and benchmarks Obama himself laid out.
The president's most immediate challenge as he took office was finding a way to stabilize the economy and lift it out of a severe recession.
More at NPR.org
The president's most immediate challenge as he took office was finding a way to stabilize the economy and lift it out of a severe recession.
More at NPR.org
Yongmiao Hong is visiting UCR on April 27th and 28th
Yongmiao Hong at Cornell is visiting UCR as a distinguished visitor on 27th and 28th. He will give a lecture on Nonparametric Financial Economics, besides a seminar talk.
See: www.economics.ucr.edu
See: www.economics.ucr.edu
Celebrating Four Years Of 'This I Believe'
One of NPR's best programs has gone through four years. 'This I Believe' tells story of what a normal being's personal belief and experience with the belief.
During its four years on NPR, This I Believe engaged listeners in a discussion of the core beliefs that guide their daily lives. We heard from people of all walks of life — the very young and the very old, the famous and the previously unknown, Nobel laureates, teachers, prison inmates, students, politicians, farmers, poets, entrepreneurs, activists and executives.
View at THIS I BELIEVE.
During its four years on NPR, This I Believe engaged listeners in a discussion of the core beliefs that guide their daily lives. We heard from people of all walks of life — the very young and the very old, the famous and the previously unknown, Nobel laureates, teachers, prison inmates, students, politicians, farmers, poets, entrepreneurs, activists and executives.
View at THIS I BELIEVE.
Thursday, April 23, 2009
The ET Interview: Gregory C. Chow
Author(s): Adrian Pagan and Gregory C. Chow
Source: Econometric Theory, Vol. 11, No. 3 (Aug., 1995), pp. 597-624
Gregory Chow has been an important figure in econometrics for almost four decades. There can be few students of quantitative economics who have not been taught the "Chow test" for structural change in regression and equally few applied studies that do not report it. But Gregory's work has been much broader than this-techniques developed in papers on the stock adjustment model, dynamic responses, and control methods have all become part of the milieu of the practicing econometrician. It is notable that this work has never been "theory for theory's sake"; behind it has always been the desire to fash- ion tools that would be immediately useful for the analysis of economic data. It has also been strongly oriented toward the analysis of systems, and his interest in systems has played itself out in many ways -from simulta- neous equation estimation and analysis through control methods to prob- lems of the Chinese economy. There can be few econometricians who have made contributions across such a wide spectrum of issues.Asymptotic Theory and Econometric Practice with Large Dimension of Parameters
Asymptotic Theory and Econometric Practice
Author(s): Roger Koenker
Source: Journal of Applied Econometrics, Vol. 3, No. 2 (Apr., 1988), pp. 139-147
Koenker addressed the issue of estimation of models with increasing dimensionality in parameters when the number of observations are increasing, which is first noticed by Huber,
Robust Regression: Asymptotics, Conjectures and Monte Carlo
Peter J. Huber
The Annals of Statistics, Vol. 1, No. 5 (Sep., 1973), pp. 799-821
Author(s): Roger Koenker
Source: Journal of Applied Econometrics, Vol. 3, No. 2 (Apr., 1988), pp. 139-147
Koenker addressed the issue of estimation of models with increasing dimensionality in parameters when the number of observations are increasing, which is first noticed by Huber,
Robust Regression: Asymptotics, Conjectures and Monte Carlo
Peter J. Huber
The Annals of Statistics, Vol. 1, No. 5 (Sep., 1973), pp. 799-821
Tuesday, April 21, 2009
The ET Interview: Professor Phoebus J. Dhrymes
Econometric Theory, Vol. 18, No. 5 (Oct., 2002), pp. 1221-1272
Phoebus J. Dhrymes is one of the best known econometricians of the last 40 years. He has made substantial contributions to econometric theory through articles in leading journals and by way of a series of outstanding texts on the foundations and methods of econometrics. His early research began with an applied econometric focus on problems of production and investment. His later contributions concentrated on the foundations of econometric methodology, including systems of simultaneous equations. Throughout the econometrics community, Dhrymes is well known for his influential textbooks, some of which have been translated into several languages. His 1970 book Econometrics: Sta- tistical Foundations and Applications provided an accessible and rigorous foun- dation for both students and teachers of econometrics. His subsequent books have continued to treat foundational issues and have tracked new areas of econometric interest through to his 1998 book Time Series, Unit Roots, and Cointe- gration. Reading his books reveals Dhrymes as a teacher, synthesizer, and master expositor. As he says in the interview that follows, "my books are not typical textbooks. I perceive them more as books that bridge the gap between ordinary textbooks and journal articles and as filters that distill and synthesize the wisdom of many contributors to the subject. On this score I was influ- enced in my writing by the way I learn when studying by myself."
Phoebus J. Dhrymes is one of the best known econometricians of the last 40 years. He has made substantial contributions to econometric theory through articles in leading journals and by way of a series of outstanding texts on the foundations and methods of econometrics. His early research began with an applied econometric focus on problems of production and investment. His later contributions concentrated on the foundations of econometric methodology, including systems of simultaneous equations. Throughout the econometrics community, Dhrymes is well known for his influential textbooks, some of which have been translated into several languages. His 1970 book Econometrics: Sta- tistical Foundations and Applications provided an accessible and rigorous foun- dation for both students and teachers of econometrics. His subsequent books have continued to treat foundational issues and have tracked new areas of econometric interest through to his 1998 book Time Series, Unit Roots, and Cointe- gration. Reading his books reveals Dhrymes as a teacher, synthesizer, and master expositor. As he says in the interview that follows, "my books are not typical textbooks. I perceive them more as books that bridge the gap between ordinary textbooks and journal articles and as filters that distill and synthesize the wisdom of many contributors to the subject. On this score I was influ- enced in my writing by the way I learn when studying by myself."
Saturday, April 18, 2009
To be great is not a one day job
Several lessons have been learned recently. The first one comes into mind is that to be great is not a one day job. Persistence in working hard is definitely a necessary condition to success, besides inexhausted passion. As one earlier blog noted, march forward a little bit each day.
Wednesday, April 15, 2009
National Financial Crisis: Voice from Yale
the following video is available on YOUTUBE.com
Yale Economists Discuss the National Financial Crisis
Yale Economists Discuss the National Financial Crisis
Monday, April 13, 2009
LungFei Lee is visiting UCR on April 16th and 17th
The world leading Econometrican, Professor LungFei Lee at OSU, is visiting UC, Riverside on 16th and 17th, April 2009. He will give a lecture on Spatial Panel data models on Thursday from 5:10 to 6:30 and present in Econometrics seminar on Friday.
Sunday, April 12, 2009
Saturday, April 11, 2009
Friday, April 10, 2009
Computing Power and the Power of Econometrics
By Hamilton J.D. Computing Power and the Power of Econometrics, Medium Econometrische Toepessingen, 2006, volume 14, number 2, pp. 32-38.
NBER Macroeconomic Anual Conference
NATIONAL BUREAU OF ECONOMIC RESEARCH
Twenty-fourth Annual Conference on Macroeconomics
Daron Acemoglu, Kenneth Rogoff and Michael Woodford, Organizers
April 10-11, 2009
The Royal Sonesta Hotel
Riverfront Room
40 Edwin H. Land Blvd.
Cambridge, MA
Twenty-fourth Annual Conference on Macroeconomics
Daron Acemoglu, Kenneth Rogoff and Michael Woodford, Organizers
April 10-11, 2009
The Royal Sonesta Hotel
Riverfront Room
40 Edwin H. Land Blvd.
Cambridge, MA
Thursday, April 9, 2009
C.R. Rao
Wikipedia has the following,
Calyampudi Radhakrishna Rao (Kannada: ಕಲ್ಯಾಂಪುದಿ ರಾಧಾಕೃಷ್ಣ ರಾಯ) FRS (born September 10, 1920) is an Indian born statistician and currently Professor emeritus at Penn State University. He was born in Hadagali, in the state of Karnataka, India.
He received an M.S. degree in Mathematics from Andhra University and an M.S. degree in Statistics from Calcutta University in 1943.
Rao worked at the Indian Statistical Institute and the Anthropological Museum in Cambridge before acquiring a Ph.D. degree at King's College in Cambridge University under R.A. Fisher in 1948, to which he added a Sc.D. degree, also from Cambridge, in 1965.
Among his best-known discoveries are the Cramér-Rao bound and the Rao-Blackwell theorem both related to the quality of estimators. Other areas he worked in include Multivariate analysis, estimation and Differential geometry.
Rao is a Samuel S. Wilks and Mahalanobis medalist; a member of eight National Academies in India, the United Kingdom, the United States, and Italy; he has received dozens of medals, citations, awards, and other honors for his contributions to statistics and science. Rao was awarded the United States National Medal of Science, that nation's highest award for lifetime achievement in fields of scientific research, in June 2002.
Also see The ET Interview with Professor C.R. Rao
Calyampudi Radhakrishna Rao (Kannada: ಕಲ್ಯಾಂಪುದಿ ರಾಧಾಕೃಷ್ಣ ರಾಯ) FRS (born September 10, 1920) is an Indian born statistician and currently Professor emeritus at Penn State University. He was born in Hadagali, in the state of Karnataka, India.
He received an M.S. degree in Mathematics from Andhra University and an M.S. degree in Statistics from Calcutta University in 1943.
Rao worked at the Indian Statistical Institute and the Anthropological Museum in Cambridge before acquiring a Ph.D. degree at King's College in Cambridge University under R.A. Fisher in 1948, to which he added a Sc.D. degree, also from Cambridge, in 1965.
Among his best-known discoveries are the Cramér-Rao bound and the Rao-Blackwell theorem both related to the quality of estimators. Other areas he worked in include Multivariate analysis, estimation and Differential geometry.
Rao is a Samuel S. Wilks and Mahalanobis medalist; a member of eight National Academies in India, the United Kingdom, the United States, and Italy; he has received dozens of medals, citations, awards, and other honors for his contributions to statistics and science. Rao was awarded the United States National Medal of Science, that nation's highest award for lifetime achievement in fields of scientific research, in June 2002.
Also see The ET Interview with Professor C.R. Rao
Wednesday, April 8, 2009
Everyday March Forward a Little Bit
Tseng Tzu said, ' Everyday I examine myself on three counts. In what I have undertaken on another's behalf, have I failed to do my best? In my dealings with my friends have I failed to be trustworthy in what I say? Have I passed on others anything that I have not tried out myself?'
In Econometrics, three basic thinking everyday should be as follows, ' In all the Economic questions that I have ever known, have I failed to understand them better? In all the basic Econometric approaches that we have undertaken, have I failed to approach them in the right and accurate way? In the broad Economic complex, have I failed to get to know more interesting questions that are critical to advance the research of Economics?'
In Econometrics, three basic thinking everyday should be as follows, ' In all the Economic questions that I have ever known, have I failed to understand them better? In all the basic Econometric approaches that we have undertaken, have I failed to approach them in the right and accurate way? In the broad Economic complex, have I failed to get to know more interesting questions that are critical to advance the research of Economics?'
Monday, April 6, 2009
Testing Stationary Ergodicity
Check the following papers by Mahmoud A. El-Gamal
“A Consistent Nonparametric Test of Stationary Ergodicity for Time Series withApplications,” (with Ian Domowitz), Journal of Econometrics 102, 2001, pp. 365398.
“A Consistent Test of StationaryErgodicity,”(with Ian Domowitz), Econometric Theory 9(4), 1993, pp. 589601.
“A Consistent Nonparametric Test of Stationary Ergodicity for Time Series withApplications,” (with Ian Domowitz), Journal of Econometrics 102, 2001, pp. 365398.
“A Consistent Test of StationaryErgodicity,”(with Ian Domowitz), Econometric Theory 9(4), 1993, pp. 589601.
More on Fisher
Fisher in 1921 By Stephen Stigler, in Statistical Science and
On the Theoretical Foundations of Mathematical Statistics By Blair Christian
On the Mathematical Foundations of Theoretical Statistics By R.A. Fisher
On the Theoretical Foundations of Mathematical Statistics By Blair Christian
On the Mathematical Foundations of Theoretical Statistics By R.A. Fisher
How to Accuse the Other Guy of Lying with Statistics
See the interesting article from Statistical Science:
How to Accuse the Other Guy of Lying with Statistics by Charles Murray
How to Accuse the Other Guy of Lying with Statistics by Charles Murray
Sunday, April 5, 2009
A Conversation with Hirotugu Akaike
A Conversation with Hirotugu Akaike
By David F. Findley and Emanuel Parzen
So the question about how did AIC come into being is answered as in the following remark, followed by the original article,
A remark on 1974 paper, 1981
A New Look at the Statistical Model Identification, IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-19, KO. 6, DECEMBER 1974
By David F. Findley and Emanuel Parzen
So the question about how did AIC come into being is answered as in the following remark, followed by the original article,
A remark on 1974 paper, 1981
A New Look at the Statistical Model Identification, IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-19, KO. 6, DECEMBER 1974
A Conversation with Leo Breiman
By Richard Olshen
A Conversation with Leo Breiman
Wikipedia commented the following about Leo breiman:
Leo Breiman (January 27, 1928 – July 7, 2005) was a distinguished statistician at the University of California, Berkeley. He was the recipient of numerous honors and awards, and was a member of the United States National Academy of Science.
Breiman's work bridged the gap between statisticians and computer scientists, particularly in the field of machine learning. Perhaps his most important contributions were his work on classification and regression trees and ensembles of trees fit to bootstrap samples. Bootstrap aggregation was given the name bagging by Breiman. Another of Breiman's ensemble approaches is the random forest.
A Conversation with Leo Breiman
Wikipedia commented the following about Leo breiman:
Leo Breiman (January 27, 1928 – July 7, 2005) was a distinguished statistician at the University of California, Berkeley. He was the recipient of numerous honors and awards, and was a member of the United States National Academy of Science.
Breiman's work bridged the gap between statisticians and computer scientists, particularly in the field of machine learning. Perhaps his most important contributions were his work on classification and regression trees and ensembles of trees fit to bootstrap samples. Bootstrap aggregation was given the name bagging by Breiman. Another of Breiman's ensemble approaches is the random forest.
Murray Rosenblatt: His Contributions to Probability and Statistics
By T. C. Sun
The paper is in honor of Rosenblatt's 70th birthday, which summarize his major contribution to mathematics and statistics. Read the paper at:
Murray Rosenblatt: His Contributions to Probability and Statistics
The paper is in honor of Rosenblatt's 70th birthday, which summarize his major contribution to mathematics and statistics. Read the paper at:
Murray Rosenblatt: His Contributions to Probability and Statistics
Great Statisticians
List of Statisticians from Wikipedia
PORTRAITS OF STATISTICIANS from University of York
A
Hirotugu Akaike (ISM)
B
PORTRAITS OF STATISTICIANS from University of York
A
Hirotugu Akaike (ISM)
B
Moulinath Banerjee
Richard A. Berk (UPenn)
C
Tianxi Cai (Harvard)
Tony Cai (UPenn)
F
Thomas S. Ferguson (UCLA)
G
Jayanta K. Ghosh (Purdue) Tilmann Gneiting (UWashington)
H
Peter Hall (UCD)
K
Michael R. Kosorok (UNC)
L
Erich Leo Lehmann (UC Berkeley)
M
Elias Masry (UCSD) Jason Morton (PSU)
F
Thomas S. Ferguson (UCLA)
G
Jayanta K. Ghosh (Purdue) Tilmann Gneiting (UWashington)
H
Peter Hall (UCD)
K
Michael R. Kosorok (UNC)
L
Erich Leo Lehmann (UC Berkeley)
M
Elias Masry (UCSD) Jason Morton (PSU)
Hans-Georg Müller(UC,Davis)
N
Vinh Quang Nguyen (UCI)
P
David Pollard (Yale)
R
Adrian E. Raftery(UWashington) Joseph P. Romano (Stanford)
Murray Rosenblatt (UCSD) Linda Rothschild (UCSD)
S
Pranab K. Sen (UNC)
V
Sara van de Geer (ETHZ)
Aad van der Vaart (Vrije Universiteit)
W
Jon A. Wellner (UWashiton) Tim Wright (UMissouri)
R
Adrian E. Raftery(UWashington) Joseph P. Romano (Stanford)
Murray Rosenblatt (UCSD) Linda Rothschild (UCSD)
S
Pranab K. Sen (UNC)
V
Sara van de Geer (ETHZ)
Aad van der Vaart (Vrije Universiteit)
W
Jon A. Wellner (UWashiton) Tim Wright (UMissouri)
Z
Harry Huibin Zhou (Yale)
Friday, April 3, 2009
2008-2009: Econometricians on the market
See the job market candidate list from econjobrumor.
Compiled List VII (11/07/2008) (not a complete list at all)
1) Rodrigo A. Alfaro2) Dante Amengual3) Arie Beresteanu4) Gray Calhoun5) Su-Hsin Chang6) Guo Chen7) Qingqing Chen8) Xu Cheng9) Richard Chiburis10) Richard K. Crump11) Pierangelo De Pace12) Ibrahim Ergen13) Yunjong Eo14) Qu Feng15) Sebastian Fossati16) Antonio F Galvao17) Nandita G. Gawade18) Bertrand Hounkannounon19) Meng Huang20) David T. Jacho-Chavez21) Ilze Kalnina22) Karthik Kalyanaraman 23) Young Gui Kim24) Kun-Ho Kim25) Toru Kitagawa26) Xianghua Liu27) Konrad Menzel28) Sung Yong Park29) Wang Peng30) Panutat Satchachai31) Ahmad Shahidi32) Dajing Shang33) Natalia M. Sizova34) Wei-Siang Wang35) Jisong Wu36) Yohei Yamamoto37) Ping Yu38) Julia Hui Zhu
Compiled List VII (11/07/2008) (not a complete list at all)
1) Rodrigo A. Alfaro2) Dante Amengual3) Arie Beresteanu4) Gray Calhoun5) Su-Hsin Chang6) Guo Chen7) Qingqing Chen8) Xu Cheng9) Richard Chiburis10) Richard K. Crump11) Pierangelo De Pace12) Ibrahim Ergen13) Yunjong Eo14) Qu Feng15) Sebastian Fossati16) Antonio F Galvao17) Nandita G. Gawade18) Bertrand Hounkannounon19) Meng Huang20) David T. Jacho-Chavez21) Ilze Kalnina22) Karthik Kalyanaraman 23) Young Gui Kim24) Kun-Ho Kim25) Toru Kitagawa26) Xianghua Liu27) Konrad Menzel28) Sung Yong Park29) Wang Peng30) Panutat Satchachai31) Ahmad Shahidi32) Dajing Shang33) Natalia M. Sizova34) Wei-Siang Wang35) Jisong Wu36) Yohei Yamamoto37) Ping Yu38) Julia Hui Zhu
Great Econometricians
Updated version of Yixiao Sun's Econometricians
Under construction, March 13, 2011 updated
A
Under construction, March 13, 2011 updated
A
Yong Bao (Purdue)
Robert L. Basmann(BinghamtonU) Anil K. Bera (UIUC)
Herman J. Bierens (PSU) Lynne Billard (UGorgia)
Robert L. Basmann(BinghamtonU) Anil K. Bera (UIUC)
Herman J. Bierens (PSU) Lynne Billard (UGorgia)
David Brownstone (UCI) Moshe Buchinsky (UCLA)
Ivan Canay (NWU)
Raymond Carroll (TAMU)
Karim Chalak (BC)
Xu Cheng (UPenn)
Peter .F. Christoffersen (McGill)
Todd .E. Clark (Clevelandfed)
Mike Clements (Warwick)
D
Russell Davidson (Marseille) Aureo de Paula (UPenn)
Phoebus J Dhrymes (Columbia) Francis Diebold(UP)
D
Russell Davidson (Marseille) Aureo de Paula (UPenn)
Phoebus J Dhrymes (Columbia) Francis Diebold(UP)
Miller Doug (UCD) Steven N. Durlauf (UWMadison)
E
Graham Elliott (UCSD) Kirill Evdokimov (Princeton)
F
Yanqin Fan (Vanderbilt) Jianqin Fan (Princeton)
Jon Faust (JHU)
G
E
Graham Elliott (UCSD) Kirill Evdokimov (Princeton)
F
Yanqin Fan (Vanderbilt) Jianqin Fan (Princeton)
Jon Faust (JHU)
G
Amos Golan (AmericanU)
William Greene (NYU) Eric GHYSELS (UNC)
H
James D. Hamilton (UCSD) Bruce E. Hansen (UW-Madison)
Peter Reinhard Hansen (Stanford)
Matthew Harding (Stanford) Jerry Hausman (MIT)
Daniel Henderson (Binghamton)
David F. Hendry (Oxford) Eric Hillebrand (LSU)
Stephan Hoderlein (BC) Han Hong (Stanford)
William Greene (NYU) Eric GHYSELS (UNC)
H
James D. Hamilton (UCSD) Bruce E. Hansen (UW-Madison)
Peter Reinhard Hansen (Stanford)
Matthew Harding (Stanford) Jerry Hausman (MIT)
Daniel Henderson (Binghamton)
David F. Hendry (Oxford) Eric Hillebrand (LSU)
Stephan Hoderlein (BC) Han Hong (Stanford)
Yongmiao Hong (Cornell)
Joel L. Horowitz (NWU)
Rustam Ibragimov (Harvard)
Emma Iglesias (MSU)
Guido W. Imbens (UCB) Atsushi Inoue(NCSU)
J
Michael Jansson (Berkeley) Sainan Jin (SMU)
K
Emma Iglesias (MSU)
Guido W. Imbens (UCB) Atsushi Inoue(NCSU)
J
Michael Jansson (Berkeley) Sainan Jin (SMU)
K
Hiroaki Kaido (BU) Shakeeb Khan (Duke)
Lutz Kilian(UM) Min Seong Kim (UCSD)
Jan F. Kiviet (UAmsterdam) Frank Kleibergen (Brown)
Patrick Kline (UCB)
Roger Koenker (UIUC) Tatiana Komarova (LSE)
Dennis Kristensen (Columbia) Subal C. Kumbhakar(Binghamton)
L
Kajal Lahiri (Albany) LungFei Lee (OSU) Tae-Hwy Lee (UCR)
Qi Li (TAMU) Zhipeng Liao (Yale)
L
Kajal Lahiri (Albany) LungFei Lee (OSU) Tae-Hwy Lee (UCR)
Qi Li (TAMU) Zhipeng Liao (Yale)
Jan R. Magnus (TilburgU)
Enno Mammen (UMannheim ) CHARLES F. MANSKI(NWU)
Vadim Marmer (UBC)
Carlos Martins-Filho (Colorado) Esfandiar (Essie) Maasoumi (EmoryU)
Rosa L. Matzkin (UCLA) MICHAEL W. MCCRACKEN (St. Louis Fed)
Carlos Martins-Filho (Colorado) Esfandiar (Essie) Maasoumi (EmoryU)
Rosa L. Matzkin (UCLA) MICHAEL W. MCCRACKEN (St. Louis Fed)
Konstantinos Costas Meghir (UCL)
Konrad Menzel (NYU) Anna Mikusheva (MIT)
Hyungsik Roger Moon (USC)
N
Whitney Newey (MIT) Serena Ng (Columbia)
Hyungsik Roger Moon (USC)
N
Whitney Newey (MIT) Serena Ng (Columbia)
O
Harry Paarsch (UMelbourne)
Ariel Pakes (Havard)
Christopher Parmeter (VTech) M. Hashem Pesaran (Cambridge)
Gary C.D. Phillips(Cardiff)
Peter Charles Bonest Phillips (Yale) James L. Powell (UCB)
R
Jeffrey S. Racine(McMaster U) David Rapach (SLU)
Christopher Parmeter (VTech) M. Hashem Pesaran (Cambridge)
Gary C.D. Phillips(Cardiff)
Peter Charles Bonest Phillips (Yale) James L. Powell (UCB)
R
Jeffrey S. Racine(McMaster U) David Rapach (SLU)
Eric Renault (UNCarolina)
Shinichi Sakata (UBC) Andres Santos (UCSD)
Shu Shen (UCD)
Robert Sherman (CalTech) Xiaoxia Shi (UW-Madison)
Mototsugu Shintani (VanderbiltU)
Matt Shum (CalTech)
Robin C. Sickles (RiceU) Léopold Simar(UCdL)
Aaron Smith (UCD) Jeremy Smith (Warwick)
Robin C. Sickles (RiceU) Léopold Simar(UCdL)
Aaron Smith (UCD) Jeremy Smith (Warwick)
DOUGLAS G. STEIGERWALD (UCSB)
Thanasis Stengos(Guelph)
Maxwell B Stinchcombe (UT-Austin)
Kenneth F. Wallis (Warwick)
Mark Watson (Princeton) Ken D. West (UW, Madison)
Halbert White (UCSD) Paul W. Wilson (Clemson)
Jonathan Wright(JHU)
Ximing Wu (TAMU)
X
Halbert White (UCSD) Paul W. Wilson (Clemson)
Jonathan Wright(JHU)
Ximing Wu (TAMU)
X
Y
Jun Yu (SMU)
Z
John Zedlewski (Harvard)
Guofu Zhou (WUSTL)
Victorial Zinde-Walsh (McGill)
Thursday, April 2, 2009
The Financial Crisis: An Inside View
By Phillip Swagel
This paper reviews the events associated with the credit market disruption that began inAugust 2007 and developed into a full-blow crisis in the fall of 2008.
Read the paper at: The Financial Crisis: An Inside View
This paper reviews the events associated with the credit market disruption that began inAugust 2007 and developed into a full-blow crisis in the fall of 2008.
Read the paper at: The Financial Crisis: An Inside View
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