Seminar
| Amsterdam | 12:30 - 14:30
The Wolfs of Wallstreet bets
Simon Trimborn (University of Amsterdam)
- Econometrics Seminars and Workshop Series
272 Events
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Seminar | Amsterdam | 12:30 - 14:30
Characteristic function-based factor modelling of affine jump diffusions using options
Niels Marijnen
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 12:30 - 13:30
Solving the Forecasting Combination Puzzle
David Frazier (Monash University, Australia)
- Econometrics Seminars and Workshop Series
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Research Master Pre-Defense | Amsterdam | 11:00 - 12:00
Recursive-Design Residual Bootstrap for Semi-Strong GARCH-type Volatility Models and Conditional Value-at-Risk Estimation
Barend Spanjers , Barend Spanjers
- Research Master Defense
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Seminar | Amsterdam
Penalized CoVaR Estimation for US Industries
Sander Barendse (University of Amsterdam)
- Econometrics Seminars and Workshop Series
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Workshop | Amsterdam | 09:00 - 17:00
Workshop on Specification and Mis-specification Analysis in Cross-section and Panel Data
Louise Laage (Georgetown University), Koen Jochmans (University of Toulouse), Joachim Freyberger (University of Bonn), Daniel Wilhelm (University College London), Harold D Chiang (University of Wisconsin-Madison), Dmitry Arkhangelsky (CEMFI), Helmut Farbmacher (Technical University of Munich), Irene Botosaru (McMaster University), Frank Windmeijer (University of Oxford), Chris Muris (McMaster University), Cavit Pakel (Bilkent University)
- Econometrics Seminars and Workshop Series
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Summer School | Amsterdam
Econometrics and Data Science Methods for Business, Economics and Finance
Faculty: Siem Jan Koopman (Vrije Universiteit Amsterdam and Tinbergen Institute) and Francisco Blasques (Vrije Universiteit Amsterdam and Tinbergen Institute)
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Seminar | Amsterdam | 12:00 - 13:00
CANCELLED - Testing Homogeneity in Dynamic Discrete Games in Finite Samples
Takuya Ura (UC Davis, United States)
- Econometrics Seminars and Workshop Series
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PhD Defense | Amsterdam | 11:00 - 12:30
Estimation and Identification in Macroeconomic Models with Incomplete Markets
Eva Janssens , Eva Janssens
- PhD Defense
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Seminar | Amsterdam | 12:30 - 13:30
Focused Information Criterion for Propensity Score Matching Estimators
Yoshiyasu Rai (University of Mannheim, Germany)
- Econometrics Seminars and Workshop Series
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PhD Defense | Amsterdam | 10:00 - 11:30
Essays on Risk and Econometrics
Yuan Yue
- PhD Defense
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Seminar | Amsterdam | 12:30 - 13:30
Simulation-Based Estimation with many Auxiliary Statistics Applied to Long-Run Dynamic Analysis
Bertille Antoine (Simon Fraser University, Canada)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 12:30 - 13:30
Optimal Treatment Assignment Rules on Networked Populations
Abhishek Ananth (Cornell University, United States)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 12:30 - 13:30
Econometric Inference on Large Bayesian Games with Heterogeneous Beliefs
Denis Kojevnikov (Tilburg University)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 16:00 - 17:15
High-dimensional test for heteroskedastic regression models in the presence of nuisance parameters
Yi He
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 16:00 - 17:15
Optimal Shrinkage-Based Portfolio Selection in High-Dimensions
Nestor Parolya (TU Delft)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 16:00 - 17:00
Discretizing Markov Processes with HMM Approximations
Eva Janssens (University of Amsterdam)
- Econometrics Seminars and Workshop Series
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Workshop | Amsterdam | 13:00 - 17:00
Workshop on panel data
Marina Khismatullina (Erasmus University Rotterdam), Tom Boot (University of Groningen), Martin Schumann (Maastricht University), Vasilis Sarafidis (BI Norwegian Business School), Geert Dhaene (KU Leuven)
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Seminar | Amsterdam | 16:00 - 17:15
Robust and tractable estimation in high dimensions
Jules Depersin (CREST)
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Seminar | Amsterdam
Characteristic function-based linear state space estimation of option pricing models
Evgenii Vladimirov (UvA)
- Econometrics Seminars and Workshop Series