457 Events

• 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
• Thu

  Thursday

  September 10

  2015

  Seminar | Rotterdam | 00:00

  Optimal Long-Term Allocation with Pension Fund Liabilities

  Michael Rockinger (University of Lausanne, Switzerland)

  • Seminars Econometric Institute
• Thu

  Thursday

  August 27

  2015

  Seminar | Rotterdam | 00:00

  Controlled Shrinkage and Variable Selection

  Tom Boot (Erasmus School of Economics, Erasmus University Rotterdam)

  • Seminars Econometric Institute
• Wed

  Wednesday

  July 22

  2015

  Seminar | Rotterdam | 00:00

  Identification and Estimation of Dynamic Games when Players’ Beliefs are not in Equilibrium

  Marcelo Medeiros (Pontificia Universidade Catolica, Brazil)

  • Seminars Econometric Institute
• Thu

  Thursday

  June 18

  2015

  Seminar | Rotterdam | 00:00

  Long-term Mean Credit Spread Curves

  Erik Hennink (Ortec, the Netherlands)

  • Seminars Econometric Institute
• Thu

  Thursday

  June 11

  2015

  Seminar | Rotterdam | 00:00

  Weighted-Average Least Squares

  Jan Magnus (VU University Amsterdam, the Netherlands)

  • Seminars Econometric Institute
• Thu

  Thursday

  June 04

  2015

  Seminar | Rotterdam | 00:00

  Leontief Model: How to make the Economics Productive

  Vladimir Yu. Protassov (Moskow State University, Russia)

  • Seminars Econometric Institute
• Thu

  Thursday

  May 28

  2015

  Seminar | Rotterdam | 00:00

  Statistics of Heteroskedastic Extremes

  Chen Zhou (Erasmus University Rotterdam, the Netherlands)

  • Seminars Econometric Institute
• Thu

  Thursday

  May 21

  2015

  Seminar | Rotterdam | 00:00

  Survey of the Theory of Extremal Problems

  Vladimir Tikhomirov (Moscow State University, Russia)

  • Seminars Econometric Institute
• Thu

  Thursday

  May 21

  2015

  Seminar | Rotterdam | 00:00

  The Intrafirm Complexity of systemically Important Financial Institutions

  Robin Lumsdaine (American University, Washington DC, United States)

  • Seminars Econometric Institute
• 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
• Thu

  Thursday

  May 07

  2015

  Seminar | Rotterdam | 00:00

  Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities

  Xu Cheng (University of Pennsylvania, United States)

  • Seminars Econometric Institute
• Thu

  Thursday

  April 23

  2015

  Seminar | Rotterdam | 00:00

  ls a Normal Copula the Right Copula?

  Dante Amengual (Universidad Internacional Menéndez Pelayo, Spain)

  • Seminars Econometric Institute
• Fri

  Friday

  April 17

  2015

  Seminar | Amsterdam | 00:00

  Combining Density Nowcasts

  Knut Aare Aastveit (Norges Bank, Norway)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  April 16

  2015

  Seminar | Rotterdam | 00:00

  A New Regression-Based Tail Index Estimator

  Paulo Rodrigues (Bank of Portugal, Portugal)

  • Seminars Econometric Institute
• 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