538 Events

• Thu

  Thursday

  March 22

  2018

  Seminar | Rotterdam | 00:00

  On a Pseudo-Maximum Likelihood Estimator for the Extremal Index

  Axel Bücher (Ruhr-Universitaet Bochum, Germany)

  • Seminars Econometric Institute
• Fri

  Friday

  March 16

  2018

  Seminar | Amsterdam | 00:00

  Inference on Risk Premia in the Presence of Omitted Factors

  Dacheng Xiu (University of Chicago, United States)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  March 15

  2018

  Seminar | Rotterdam | 00:00

  Empirical Asset Pricing via Machine Learning

  Daicheng Xiu (University of Chicago, United States)

  • Seminars Econometric Institute
• Fri

  Friday

  February 16

  2018

  Seminar | Amsterdam | 00:00

  On the Factor Structure in Observation-driven Closed-form Copula Models

  Anne Opschoor , Anne Opschoor (VU Amsterdam)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  February 08

  2018

  Seminar | Rotterdam | 00:00

  Robust Forecast Evaluation of Expected Shortfall

  Johanna F. Ziegel (University of Bern, Switzerland)

  • Seminars Econometric Institute
• Thu

  Thursday

  February 01

  2018

  Seminar | Rotterdam | 00:00

  Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk

  Mingli Chen (Warwick University, United Kingdom)

  • Seminars Econometric Institute
• Thu

  Thursday

  December 14

  2017

  Seminar | Rotterdam | 00:00

  Endogeneity in Semiparametric Threshold Regression

  Andros Kourtellos (Cyprus University, Cyprus)

  • Seminars Econometric Institute
• Tue

  Tuesday

  December 12

  2017

  Seminar | Rotterdam | 00:00

  Modeling Temporally Evolving and Spatially Globally Dependent Data

  Emilio Porcu (Newcastle University, United Kingdom & University Federico Santa Maria, Spain)

  • Seminars Econometric Institute
• Fri

  Friday

  December 01

  2017

  Seminar | Rotterdam | 00:00

  Workshop: Experiments at the Crossroads of Law and Economics

  Arthur Lewbel (Boston College, United States)

  • Seminars Econometric Institute
• Fri

  Friday

  December 01

  2017

  Seminar | Amsterdam | 00:00

  Keeping up with Peers in India: A New Social Interactions Model of Perceived Needs

  Arthur Lewbel (Boston College, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 24

  2017

  Seminar | Amsterdam | 00:00

  Credit Conditions and the Effects of Economic Shocks: Amplification and Asymmetries

  Ana Galvao (University of Warwick, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 23

  2017

  Seminar | Rotterdam | 00:00

  Credit Conditions and the Effects of Economic Shocks: Amplification and Asymmetries

  Ana Galvao (Warwick University, United Kingdom)

  • Seminars Econometric Institute
• Fri

  Friday

  November 17

  2017

  Seminar | Amsterdam | 00:00

  SEMINAR HAS BEEN CANCELLED

  James Duffy (Oxford University, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 16

  2017

  Seminar | Rotterdam | 00:00

  Time-Varying Vector Autoregressive Models with Structural Dynamic Factors

  Julia Schaumburg , Julia Schaumburg (VU Amsterdam)

  • Seminars Econometric Institute
• Fri

  Friday

  November 10

  2017

  Seminar | Amsterdam | 00:00

  Testing Rational Expectations using Data Combination

  Xavier d'Hautfoeuille (CREST-ENSAE, France)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 03

  2017

  Seminar | Amsterdam | 00:00

  Does it Pay to be an Optimist?

  Paul Schneider (University of Lugano & Swiss Finance Institute, Switzerland)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  October 26

  2017

  Seminar | Rotterdam | 00:00

  Quantile Spectral Analysis for Locally Stationary Time Series

  Marc Hallin (Université libre de Bruxelles, Belgium)

  • Seminars Econometric Institute
• Fri

  Friday

  October 20

  2017

  Seminar | Amsterdam | 00:00

  Time Series Copulas for Heteroskedastic Data

  Michael Smith (The University of Melbourne, Australia)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 13

  2017

  Seminar | Amsterdam | 00:00

  Deciding with Judgment

  Simone Manganelli (ECB, Germany)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  October 12

  2017

  Seminar | Rotterdam | 00:00

  The Seminar has been Cancelled

  Arun Chandrasekhar (Stanford University, United States)

  • Seminars Econometric Institute