235 Events

• Fri

  Friday

  October 21

  2022

  Seminar | Amsterdam | 12:30 - 13:30

  On Quantile Treatment Effects, Rank Similarity, and Multiple IVs

  Sukjin Han (University of Bristol, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 14

  2022

  Seminar | Amsterdam | 12:30 - 14:30

  The Wolfs of Wallstreet bets

  Simon Trimborn (University of Amsterdam)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 07

  2022

  Seminar | Amsterdam | 12:30 - 14:30

  Characteristic function-based factor modelling of affine jump diffusions using options

  Niels Marijnen

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 30

  2022

  Seminar | Amsterdam | 12:30 - 13:30

  Solving the Forecasting Combination Puzzle

  David Frazier (Monash University, Australia)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 23

  2022

  Seminar | Amsterdam

  Penalized CoVaR Estimation for US Industries

  Sander Barendse (University of Amsterdam)

  • Econometrics Seminars and Workshop Series
• Tue

  Tuesday

  June 28

  2022

  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
• Fri

  Friday

  May 13

  2022

  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
• Fri

  Friday

  April 22

  2022

  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
• Fri

  Friday

  April 08

  2022

  Seminar | Amsterdam | 12:30 - 13:30

  Optimal Treatment Assignment Rules on Networked Populations

  Abhishek Ananth (Cornell University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 01

  2022

  Seminar | Amsterdam | 12:30 - 13:30

  Econometric Inference on Large Bayesian Games with Heterogeneous Beliefs

  Denis Kojevnikov (Tilburg University)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 18

  2022

  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
• Fri

  Friday

  March 04

  2022

  Seminar | Amsterdam | 16:00 - 17:15

  Optimal Shrinkage-Based Portfolio Selection in High-Dimensions

  Nestor Parolya (TU Delft)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  February 25

  2022

  Seminar | Amsterdam | 16:00 - 17:00

  Discretizing Markov Processes with HMM Approximations

  Eva Janssens (University of Amsterdam)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 05

  2021

  Seminar | Amsterdam | 16:00 - 17:15

  Robust and tractable estimation in high dimensions

  Jules Depersin (CREST)

• Fri

  Friday

  October 29

  2021

  Seminar | Amsterdam

  Characteristic function-based linear state space estimation of option pricing models

  Evgenii Vladimirov (UvA)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 22

  2021

  Seminar | Amsterdam

  The value added of machine learning to causal inference: Guidelines for the applied researcher

  Andrea Nagy (Erasmus University Rotterdam)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 08

  2021

  Seminar | Amsterdam | 16:00 - 17:15

  Long Memory Realised GAS Model

  Ekaterina Ugulava , Ekaterina Ugulava

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 01

  2021

  Seminar | Amsterdam | 16:00 - 17:15

  Bounding Program Benefits when Participation is Misreported

  Lina Zhang

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 24

  2020

  Seminar | Amsterdam | 16:00 - 17:15

  SEMINAR CANCELLED

  Yacine Ait-Sahalia (Princeton University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 03

  2020

  Seminar | Amsterdam | 16:00 - 17:15

  SEMINAR CANCELLED

  Irene Botosaru (University of Bristol, United Kingdom) and Chris Muris (University of Bristol, United Kingdom)

  • Econometrics Seminars and Workshop Series