262 Events

• Fri

  Friday

  December 04

  2015

  Seminar | Amsterdam | 00:00

  Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point

  Robert Taylor (University of Essex, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 27

  2015

  Seminar | Amsterdam | 00:00

  Term Structure of Predictability of Returns and Risks

  Nour Meddahi (University of Toulouse, France)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 20

  2015

  Seminar | Amsterdam | 00:00

  SEMINAR IS CANCELLED

  Pascal Lavergne (University of Toulouse, France)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 13

  2015

  Seminar | Amsterdam | 00:00

  Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso

  Anders Bredahl Kock (Aarhus University, Denmark)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 06

  2015

  Seminar | Amsterdam | 00:00

  Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance

  Patrick Gagliardini (University of Lugano, Switzerland)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 30

  2015

  Seminar | Amsterdam | 00:00

  Two-Pass Cross-Sectional Regressions with Individual Stocks

  Cesare Robotti (Imperial College London, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 23

  2015

  Seminar | Amsterdam | 00:00

  Three-stage Semi-Parametric Inference: Control Variables and Differentiability

  Geert Ridder (University of Southern California, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 16

  2015

  Seminar | Amsterdam | 00:00

  Low-Frequency Asset Pricing Dynamics

  Federico Bandi (Johns Hopkins University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 02

  2015

  Seminar | Amsterdam | 00:00

  Finite Underidentification

  Enrique Sentana (Center for Monetary and Financial Studies (CEMFI), Spain)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 25

  2015

  Seminar | Amsterdam | 00:00

  Factor Premium in Variance Risk

  Yang Liu (University of Amsterdam)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 18

  2015

  Seminar | Amsterdam | 00:00

  Panel Data Analysis with Heterogeneous Dynamics

  Ryo Okui (VU University Amsterdam and Kyoto University, Japan)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 11

  2015

  Seminar | Amsterdam | 00:00

  Vector Autoregressions with Parsimoniously Time-Varying Parameters and an Application to Monetary Policy.

  Laurent Callot (VU University Amsterdam)

  • Econometrics Seminars and Workshop Series
• Wed

  Wednesday

  May 20

  2015

  Seminar | Amsterdam | 00:00

  Point Optimal Testing: A Survey of the Post 1987 Literature

  Maxwell King (Monash University, Australia)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 08

  2015

  Seminar | Amsterdam | 00:00

  Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities

  Xu Cheng (University of Pennsylvania, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 17

  2015

  Seminar | Amsterdam | 00:00

  Combining Density Nowcasts

  Knut Aare Aastveit (Norges Bank, Norway)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 27

  2015

  Seminar | Amsterdam | 00:00

  Cumulated Sum of Squares Statistics for Non-Linear and Non-Stationary Regressions

  Vanessa Berenguer-Rico (University of Oxford, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 20

  2015

  Seminar | Amsterdam | 00:00

  Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence

  Nikolaus Hautsch (University of Vienna, Austria)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 13

  2015

  Seminar | Amsterdam | 00:00

  Limit Theory for the Long Run Variance of Finite Markov Chains

  Peter Hansen (European University Institute, Italy)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  February 13

  2015

  Seminar | Amsterdam | 00:00

  A Factor Analytical Method to Interactive Effects Dynamic Panel Data Models with or without Unit Root

  Joakim Westerlund (Lund university, Sweden)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  December 12

  2014

  Seminar | Amsterdam | 00:00

  Estimation of Correlated Random Coefficient Models for Short Panels with a Multi-Factor Error Structure

  Takashi Yamagata (University of York, United Kingdom)

  • Econometrics Seminars and Workshop Series