264 Events

• Fri

  Friday

  November 09

  2012

  Seminar | Amsterdam | 00:00

  Common Dynamics in Volatility: an Additive Common Component vMEM Approach

  Giampiero Gallo (University of Florence)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 08

  2012

  Seminar | Amsterdam | 00:00

  Taylor Series Expansion for Markovian Retrial Queues

  Phung Duc Tuan (Tokyo Institute of Technology)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 02

  2012

  Seminar | Amsterdam | 00:00

  Responses to the Incidental Parameter Problem

  Andrew Pua (UvA)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  October 25

  2012

  Seminar | Amsterdam | 00:00

  Decentralized mechanisms for selfish scheduling

  Neil Olver (MIT, Cambridge)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  August 24

  2012

  Seminar | Amsterdam | 00:00

  A Fictitious Play Approach to Complex Systems Optimization

  Robert Smith (University of Michigan)

  • Econometrics Seminars and Workshop Series
• Tue

  Tuesday

  June 19

  2012

  Seminar | Amsterdam | 00:00

  Monte Carlo Splitting for Stochastic Flow Networks

  Zdravko Botev (University of South Wales, Sydney, Australia)

  • Econometrics Seminars and Workshop Series
• Mon

  Monday

  June 11

  2012

  Seminar | Amsterdam | 00:00

  Tinbergen Institute & VU University:

  Networks in Economics

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 07

  2011

  Seminar | Amsterdam | 00:00

  The Subtour LP for the Traveling Salesman Problem II: On the Integrality Gap of the 1,2-TSP

  Frans Schalekamp

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 30

  2011

  Seminar | Amsterdam | 00:00

  The p-value Debate

  Farewell symposium of Dr. A.F. (Aart) de Vos

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 01

  2011

  Seminar | Amsterdam | 00:00

  Prior Selection for Vector Autoregressions

  Domenico Giannone (Université Libre de Bruxelles)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 25

  2011

  Seminar | Amsterdam | 00:00

  Empirical Economic Model Discovery and Theory Evaluation

  David Hendry (Oxford)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 18

  2011

  Seminar | Amsterdam | 00:00

  The Conditional Autoregressive Wishart Model for Multivariate Stock Market Volatility

  Roman Liesenfeld (Kiel)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 11

  2011

  Seminar | Amsterdam | 00:00

  Seasonal unit root tests in long periodicity cases.

  David Dickey (North Carolina State)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 04

  2011

  Seminar | Amsterdam | 00:00

  Bias-corrected least absolute deviation estimation of censored regression models

  Pavel Cizek (Tilburg)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  February 25

  2011

  Seminar | Amsterdam | 00:00

  The forward search: theory and data analysis

  Marco Riani (Parma)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  January 28

  2011

  Seminar | Amsterdam | 00:00

  On the Relative Robustness of the Size of Tests to Local Model Violations

  Patrik Guggenberger (UCSD)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  January 21

  2011

  Seminar | Amsterdam | 00:00

  Efficiency in Large Dynamic Panel Models with Common Factor

  Christian Gourieroux (ENSAE, Paris and Toronto)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  January 13

  2011

  Seminar | Amsterdam | 00:00

  Title will be announced

  Guilherme Valle Moura (VU)

  • Econometrics Seminars and Workshop Series
• Tue

  Tuesday

  January 11

  2011

  Seminar | Amsterdam | 00:00

  Title will be announced

  David Dickey North (Carolina State)

  • Econometrics Seminars and Workshop Series
• Mon

  Monday

  September 27

  2010

  Seminar | Amsterdam | 00:00

  Approximate Counting: A mini course on techniques for Rapidly Mixing Markov Chains in relation to Approximate Counting.

  Martin Dyer (University of Leeds)

  • Econometrics Seminars and Workshop Series