Seminar
| Amsterdam | 00:00
Estimating variance matrices
Karim Abadir (Imperial College)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums
Peter Schotman (Maastricht)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors, with an Application to Economic Learning Models
Michael Massmann (VU)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Robust Empirical Inference Built on Non-orthogonality Conditions
Jan Kiviet (Nanyang Technological University (Singapore) and UvA)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Common Dynamics in Volatility: an Additive Common Component vMEM Approach
Giampiero Gallo (University of Florence)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Taylor Series Expansion for Markovian Retrial Queues
Phung Duc Tuan (Tokyo Institute of Technology)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Responses to the Incidental Parameter Problem
Andrew Pua (UvA)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Decentralized mechanisms for selfish scheduling
Neil Olver (MIT, Cambridge)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
A Fictitious Play Approach to Complex Systems Optimization
Robert Smith (University of Michigan)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Monte Carlo Splitting for Stochastic Flow Networks
Zdravko Botev (University of South Wales, Sydney, Australia)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Tinbergen Institute & VU University:
Networks in Economics
- Econometrics Seminars and Workshop Series
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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
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Seminar | Amsterdam | 00:00
The p-value Debate
Farewell symposium of Dr. A.F. (Aart) de Vos
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Prior Selection for Vector Autoregressions
Domenico Giannone (Université Libre de Bruxelles)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Empirical Economic Model Discovery and Theory Evaluation
David Hendry (Oxford)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
The Conditional Autoregressive Wishart Model for Multivariate Stock Market Volatility
Roman Liesenfeld (Kiel)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Seasonal unit root tests in long periodicity cases.
David Dickey (North Carolina State)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Bias-corrected least absolute deviation estimation of censored regression models
Pavel Cizek (Tilburg)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
The forward search: theory and data analysis
Marco Riani (Parma)
- Econometrics Seminars and Workshop Series
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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