538 Events

• Wed

  Wednesday

  June 25

  2014

  Seminar | Rotterdam | 00:00

  Modelling Uncertainty: Theory and Applications

  Professors Didier Dubois; Trevor Martin; João M.C. Sousa; Peter Wakker; and Herman K. van Dijk

  • Seminars Econometric Institute
• Thu

  Thursday

  June 12

  2014

  Seminar | Rotterdam | 00:00

  High-frequency Data Modeling using Hawkes Processes

  Valerie Chavez Demoulin (HEC Lausanne, Switzerland)

  • Seminars Econometric Institute
• Fri

  Friday

  June 06

  2014

  Seminar | Amsterdam | 00:00

  Regime Switching Model with Autoregressive Endogenous Latent Factor

  Yoosoon Chang (Indiana University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 23

  2014

  Seminar | Amsterdam | 00:00

  Forecast Optimality Tests in the Presence of Instabilities

  Barbara Rossi (Pompeu Fabra University, Spain)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 16

  2014

  Seminar | Amsterdam | 00:00

  Testing Identification Strength

  Bertille Antoine (Simon Fraser University, Canada)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 09

  2014

  Seminar | Amsterdam | 00:00

  The Factor Structure in Equity Options

  Peter Christoffersen (University of Toronto, Canada)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  May 08

  2014

  Seminar | Rotterdam | 00:00

  An Exchange Rate Model with Market Pressures and Contagion Effect

  Aleksander Welfe (University of Lødz and Warsaw School of Economics, Poland)

  • Seminars Econometric Institute
• Thu

  Thursday

  May 01

  2014

  Seminar | Rotterdam | 00:00

  Profile-score Adjustments for Incidental-parameter Problems

  Geert Dhaene (KU Leuven, Belgium)

  • Seminars Econometric Institute
• Thu

  Thursday

  April 17

  2014

  Seminar | Rotterdam | 00:00

  Exact Optimization using Simulated Annealing, Adaptive Temperature Reduction, and Sequential Monte Carlo

  John Geweke (Erasmus University Rotterdam)

  • Seminars Econometric Institute
• Thu

  Thursday

  April 10

  2014

  Seminar | Rotterdam | 00:00

  Variance Components, Term Structures of Variance Risk Premia, and Expected Asset Returns

  Jun Ye Li (University of Essex, United Kingdom)

  • Seminars Econometric Institute
• Fri

  Friday

  April 04

  2014

  Seminar | Amsterdam | 00:00

  A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing

  Offer Lieberman (Bar-Ilan University, Israel)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  April 03

  2014

  Seminar | Rotterdam | 00:00

  A Bayesian Approach for Robust Analysis of Choice Data

  Benoit Dries (Ghent University, Belgium)

  • Seminars Econometric Institute
• Fri

  Friday

  March 28

  2014

  Seminar | Amsterdam | 00:00

  Robust Bayes Inference for Non-Identified SVARs

  Toru Kitagawa (University College London, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  March 27

  2014

  Seminar | Rotterdam | 00:00

  Volatility Risk Premia and Exchange Rate Predictability

  Pasqualle Della Corte (Imperial College London, United Kingdom)

  • Seminars Econometric Institute
• Fri

  Friday

  March 21

  2014

  Seminar | Amsterdam | 00:00

  Correlation Matrices for Tail-Risk Aggregation

  Stefan Mittnik (Ludwig Maximilian University of Munich, Germany)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  March 13

  2014

  Seminar | Rotterdam | 00:00

  A Nonparametric Estimator for the Covariance Function of Functional Data

  Alessio Sancetta (Royal Holloway University of London, United Kingdom)

  • Seminars Econometric Institute
• Fri

  Friday

  March 07

  2014

  Seminar | Amsterdam | 00:00

  Generalized Instrumental Variable Models

  Adam M. Rosen (University College London, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  March 06

  2014

  Seminar | Rotterdam | 00:00

  Unexplained Factors and their Effects on Second Pass R-squared&#8217;s and <I>t</I>-tests

  Frank Kleibergen (Brown University, United States of America)

  • Seminars Econometric Institute
• Fri

  Friday

  February 28

  2014

  Seminar | Amsterdam | 00:00

  Risk-Parameter Estimation in Volatility Models

  Christian Francq (CREST and University Lille 3 (EQUIPPE), France)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  February 20

  2014

  Seminar | Rotterdam | 00:00

  The Contribution of Structural Break Models to Forecasting Macroeconomic Series

  Jeroen Rombouts (HEC Montréal, Canada)

  • Seminars Econometric Institute