269 Events

• 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
• 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
• 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
• 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
• 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

  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
• 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
• 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
• 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
• Fri

  Friday

  November 01

  2013

  Seminar | Amsterdam | 00:00

  Unexplained Factors and their Effects on Second Pass R-squared’s and T-tests

  Frank Kleibergen (Brown University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 25

  2013

  Seminar | Amsterdam | 00:00

  COMFORT: A Common Market Factor Non-Gaussian Returns Model

  Pawel Polak (University of Zurich, Switzerland)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 11

  2013

  Seminar | Amsterdam | 00:00

  Parameter Estimation Robust to Low-Frequency Contamination

  Adam McCloskey (Brown University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 27

  2013

  Seminar | Amsterdam | 00:00

  Efficient Inference with Time-Varying Identification Strength

  Otilia Boldea (Tilburg University)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 20

  2013

  Seminar | Amsterdam | 00:00

  A generalized Focus Information Criterion for GMM Model and Moment Selection

  Frank Di Traglia (University of Pennsylvania, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  June 07

  2013

  Seminar | Amsterdam | 00:00

  Testing for Common Cycles in Non-Stationary VARs with Varied Frecquency Data

  Alain Hecq (Maastricht University)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 31

  2013

  Seminar | Amsterdam | 00:00

  Forecasting with Markov Switching Models

  Andreas Pick (Erasmus University Rotterdam)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 26

  2013

  Seminar | Amsterdam | 00:00

  Incidental Parameter Bias in Panel Quantile Regressions

  Martin Weidner (UCL)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 19

  2013

  Seminar | Amsterdam | 00:00

  Semi-automatic Non-linear Model Selection

  Jenny Castle (Oxford)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 12

  2013

  Seminar | Amsterdam | 00:00

  Bootstrap Tests for Overidentification in Linear Regression Models

  Russell Davidson (McGill)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 05

  2013

  Seminar | Amsterdam | 00:00

  Accurate and Efficient Techniques for Pricing Derivatives and for Computing Risk Measures

  Cornelis (Kees) Osterlee (CWI Amsterdam)

  • Econometrics Seminars and Workshop Series