Seminar
| Amsterdam | 00:00
Robust Confidence Regions for Incomplete Models
Hiroaki Kaido (Boston University)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Consistent Estimation of Optimized Functions for the Analysis of Portfolio Strategies
Diego Ronchetti (University of Groningen)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Bank business models at zero interest rates
Julia Schaumburg (VU University Amsterdam)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Testing No Cointegration in Large VARs
Alexey Onatskiy (University of Cambridge, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Dual Regression
Sami Stouli (University of Bristol, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
The Role of Initial Values in Conditional Sum-of-Squares Estimation of Nonstationary Fractional Time Series Models
Soren Johansen (University of Copenhagen, Denmark)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Simultaneous Equation Models with Discrete Outcomes: Coherence and Completeness using Panel Data
Andrew Pua (University of Amsterdam)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point
Robert Taylor (University of Essex, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Term Structure of Predictability of Returns and Risks
Nour Meddahi (University of Toulouse, France)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
SEMINAR IS CANCELLED
Pascal Lavergne (University of Toulouse, France)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso
Anders Bredahl Kock (Aarhus University, Denmark)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance
Patrick Gagliardini (University of Lugano, Switzerland)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Two-Pass Cross-Sectional Regressions with Individual Stocks
Cesare Robotti (Imperial College London, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Three-stage Semi-Parametric Inference: Control Variables and Differentiability
Geert Ridder (University of Southern California, United States)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Low-Frequency Asset Pricing Dynamics
Federico Bandi (Johns Hopkins University, United States)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Finite Underidentification
Enrique Sentana (Center for Monetary and Financial Studies (CEMFI), Spain)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Factor Premium in Variance Risk
Yang Liu (University of Amsterdam)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Panel Data Analysis with Heterogeneous Dynamics
Ryo Okui (VU University Amsterdam and Kyoto University, Japan)
- Econometrics Seminars and Workshop Series
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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
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Seminar | Amsterdam | 00:00
Point Optimal Testing: A Survey of the Post 1987 Literature
Maxwell King (Monash University, Australia)
- Econometrics Seminars and Workshop Series