464 Events

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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’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
Fri

Friday

February 14

2014
Seminar | Amsterdam | 00:00

SEMINAR HAS BEEN CANCELLED

Peter Reinhard Hansen (European University Institute, Italy)
- Econometrics Seminars and Workshop Series
Fri

Friday

February 07

2014
Seminar | Rotterdam | 00:00

Modeling Preference Change through Brand Satiation

Nobuhiko Terui (Tohoku University, Japan)
- Seminars Econometric Institute
Thu

Thursday

February 06

2014
Seminar | Rotterdam | 00:00

Fiscal Spillovers in the Euro Area

Giugliemlo Caporale (Brunel University London, United Kingdom)
- Seminars Econometric Institute
Fri

Friday

January 24

2014
Seminar | Amsterdam | 00:00

Identification and Estimation of Incentive Contracts under Asymmetric Information: An Application to the French Water Sector

Christian Bontemps (University of Toulouse and Ecole Nationale de l’Aviation Civile, France)
- Econometrics Seminars and Workshop Series
Thu

Thursday

November 28

2013
Seminar | Rotterdam | 00:00

Latent Topic Modeling of Consumer Reviews: Linking Text Evaluations to Customer Satisfaction and Brands

Joachim Bueschken (Katholische Universität Eichstätt-Ingolstadt, Germany)
- Seminars Econometric Institute
Fri

Friday

November 22

2013
Seminar | Amsterdam | 00:00

Inference for Non-linear, non-Gaussian State-space models

Carles Bretó Martínez (University Carlos III Madrid, Spain)
- Econometrics Seminars and Workshop Series
Thu

Thursday

November 21

2013
Seminar | Rotterdam | 00:00

Assessing Asset Purchases within the ECB’s Securities Markets Programme

Bernd Schwaab (European Central Bank, Germany)
- Seminars Econometric Institute
Fri

Friday

November 15

2013
Seminar | Amsterdam | 00:00

Identification using stability restrictions

Sophocles Mavroeidis (University of Oxford, United Kingdom)
- Econometrics Seminars and Workshop Series
Thu

Thursday

November 14

2013
Seminar | Rotterdam | 00:00

Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section

Massimo Guidolin (Bocconi University, Italy)
- Seminars Econometric Institute
Fri

Friday

November 08

2013
Seminar | Amsterdam | 00:00

Properties of the Maximum Likelihood Estimator in Spatial Autoregressive Models

Grant Hillier (University of Southampton, United Kingdom)
- Econometrics Seminars and Workshop Series

Series

Fields

Year

Type

Location

464 Events

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

A Bayesian Approach for Robust Analysis of Choice Data

Robust Bayes Inference for Non-Identified SVARs

Volatility Risk Premia and Exchange Rate Predictability

Correlation Matrices for Tail-Risk Aggregation

A Nonparametric Estimator for the Covariance Function of Functional Data

Generalized Instrumental Variable Models

Unexplained Factors and their Effects on Second Pass R-squared’s and <I>t</I>-tests

Risk-Parameter Estimation in Volatility Models

The Contribution of Structural Break Models to Forecasting Macroeconomic Series

SEMINAR HAS BEEN CANCELLED

Modeling Preference Change through Brand Satiation

Fiscal Spillovers in the Euro Area

Identification and Estimation of Incentive Contracts under Asymmetric Information: An Application to the French Water Sector

Latent Topic Modeling of Consumer Reviews: Linking Text Evaluations to Customer Satisfaction and Brands

Inference for Non-linear, non-Gaussian State-space models

Assessing Asset Purchases within the ECB’s Securities Markets Programme

Identification using stability restrictions

Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section

Properties of the Maximum Likelihood Estimator in Spatial Autoregressive Models

Series

Fields

Year

Type

Location

464 Events

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

A Bayesian Approach for Robust Analysis of Choice Data

Robust Bayes Inference for Non-Identified SVARs

Volatility Risk Premia and Exchange Rate Predictability

Correlation Matrices for Tail-Risk Aggregation

A Nonparametric Estimator for the Covariance Function of Functional Data

Generalized Instrumental Variable Models

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

Risk-Parameter Estimation in Volatility Models

The Contribution of Structural Break Models to Forecasting Macroeconomic Series

SEMINAR HAS BEEN CANCELLED

Modeling Preference Change through Brand Satiation

Fiscal Spillovers in the Euro Area

Identification and Estimation of Incentive Contracts under Asymmetric Information: An Application to the French Water Sector

Latent Topic Modeling of Consumer Reviews: Linking Text Evaluations to Customer Satisfaction and Brands

Inference for Non-linear, non-Gaussian State-space models

Assessing Asset Purchases within the ECB&#8217;s Securities Markets Programme

Identification using stability restrictions

Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section

Properties of the Maximum Likelihood Estimator in Spatial Autoregressive Models

Unexplained Factors and their Effects on Second Pass R-squared’s and <I>t</I>-tests

Assessing Asset Purchases within the ECB’s Securities Markets Programme