208 Events

• 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
• 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
• 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
• Fri

  Friday

  April 12

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Factor Models for Asset Pricing

  Paolo Zaffaroni (Imperial College London)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 29

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Minimizing Sensitivity to Model Misspecification

  Martin Weidner (University College London)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 15

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  A Divide-and-Conquer Estimator for Error-in-Variables Models

  Tom Boot (University of Groningen)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 08

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Subvector Inference when the True Parameter Vector may be Near or at the Boundary

  Philipp Ketz (Paris School of Economics)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  December 14

  2018

  Seminar | Amsterdam | 16:00 - 17:15

  Identifying Structural Equations in Macroeconomics with External Shock-Instruments

  Geert Mesters (Universitat Pompeu Fabra, Spain)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 23

  2018

  Seminar | Amsterdam | 16:00 - 17:15

  Equilibrium Restrictions and Approximate Models: Pricing Macroeconomic Risk

  Andreas Tryphonides (Humboldt University of Berlin, Germany)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 16

  2018

  Seminar | Amsterdam | 16:00 - 17:15

  Inference under Shape Restrictions

  Joachim Freyberger (University of Wisconsin-Madison, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 09

  2018

  Seminar | Amsterdam | 16:00 - 17:15

  Adjusted Maximum Likelihood Inference for Spatial Models with Fixed Effects

  Federico Martellosio (University of Surrey, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 02

  2018

  Seminar | Amsterdam | 00:00

  Sensitivity Analysis using Approximate Moment Condition Models

  Timothy Armstrong (Yale University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 26

  2018

  Seminar | Amsterdam | 00:00

  U.S. monetary policy and stock returns interdependence under different communication regimes

  Leandro Magnusson (The University of Western Australia)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 05

  2018

  Seminar | Amsterdam | 00:00

  Measuring US Aggregate Output and Output Gap using Large Datasets

  Matteo Barigozzi (London School of Economics, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 21

  2018

  Seminar | Amsterdam | 00:00

  Sparse Vector Autoregressive Models: Applications

  Christophe Croux (EDHEC, France)

  • Econometrics Seminars and Workshop Series