25 Events

• Fri

  Friday

  November 29

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Modelling and Forecasting Covariance Matrices: A Parsimonious Approach

  Roxana Halbleib (University of Konstanz)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 22

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Forecasting with Economic News

  Sebastiano Manzan (Baruch College, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 15

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Bias-Aware Inference in Fuzzy Regression Discontinuity Designs

  Christoph Rothe (University of Mannheim)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 08

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Bounds in Continuous Instrumental Variable Models

  Florian Gunsilius (Massachusetts Institute of Technology, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 01

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  A more powerful subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Heteroskedasticity

  Patrik Guggenberger (Pennsylvania State University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 18

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Count and Duration Time Series with Equal Conditional Stochastic and Mean Orders

  Christian Francq (University of Lille, CREST)

  • Econometrics Seminars and Workshop Series
• Wed

  Wednesday

  October 09

  2019

  PhD Defense | Amsterdam | 13:45 - 14:45

  On the Stability of Stochastic Dynamic Systems and their use in Econometrics

  Marc (M.H.C.) Nientker

  • PhD Defense
• Fri

  Friday

  October 04

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective

  Laura Liu (Indiana University Bloomington, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 20

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Distributions You Can Count On

  Christopher Skeels (University of Melbourne)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  August 30

  2019

  Research Master Pre-Defense | Amsterdam | 16:15 - 17:15

  High Dimensional Time-varying Parameter Vector Autoregressions

  Quint Wiersma

  • Research Master Defense
• Fri

  Friday

  August 30

  2019

  Research Master Pre-Defense | Amsterdam | 15:00 - 16:00

  On the consistency of estimators for non-stationary observation-driven time-varying parameters

  Janneke van Brummelen

  • Research Master Defense
• Fri

  Friday

  August 23

  2019

  Research Master Pre-Defense | Amsterdam | 10:30 - 11:30

  Random Forests: An Introduction from an Econometrics Perspective

  Anna Buijsman

  • Research Master Defense
• Tue

  Tuesday

  August 20

  2019

  Research Master Pre-Defense | Amsterdam | 11:00 - 12:30

  Jump Contagion among Stock Market Indices: Evidence from Option Markets

  Evgnenii Vladimirov

  • Research Master Defense
• Mon

  Monday

  August 19 - 23

  2019

  Summer School | Amsterdam

  Econometric Methods for Forecasting and Data Science with Applications in Finance, Economics and Business

  Francisco Blasques, Siem Jan Koopman , Siem Jan Koopman, Fransisco Blasques

• Mon

  Monday

  August 19 - 23

  2019

  Summer School | Amsterdam

  Econometric Methods for Forecasting and Data Science with Applications in Finance, Economics and Business

  Francisco Blasques, Siem Jan Koopman , Siem Jan Koopman, Francisco Blasques

• Wed

  Wednesday

  July 03

  2019

  PhD Defense | Amsterdam | 13:45 - 15:15

  Methods for Accurate and Efficient Bayesian Analysis of Time Series

  Agnieszka Borowska , Agnieszka Borowska (Vrije Universiteit Amsterdam)

  • PhD Defense
• Thu

  Thursday

  June 13

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Another look into the factor model black box: factors interpretation and structural (in)stability

  Catherine Doz (Paris School of Economics)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 17

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

  James Hamilton (University of California at San Diego, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 10

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Inference based on Kotlarski's Identity

  Yuya Sasaki (Vanderbilt University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 03

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Spectral Models for Locally Stationary Time Series

  Alessandra Luati (University of Bologna)

  • Econometrics Seminars and Workshop Series