Seminar
| Amsterdam | 00:00
Combining Density Nowcasts
Knut Aare Aastveit (Norges Bank, Norway)
- Econometrics Seminars and Workshop Series
208 Events
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Seminar | Amsterdam | 00:00
Cumulated Sum of Squares Statistics for Non-Linear and Non-Stationary Regressions
Vanessa Berenguer-Rico (University of Oxford, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence
Nikolaus Hautsch (University of Vienna, Austria)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Limit Theory for the Long Run Variance of Finite Markov Chains
Peter Hansen (European University Institute, Italy)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
A Factor Analytical Method to Interactive Effects Dynamic Panel Data Models with or without Unit Root
Joakim Westerlund (Lund university, Sweden)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Estimation of Correlated Random Coefficient Models for Short Panels with a Multi-Factor Error Structure
Takashi Yamagata (University of York, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Bank Credit Risk Networks: Evidence from the Eurozone
Christian Brownlees (Pompeu Fabra University and Barcelona GSE, Spain)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Estimation of Random Coefficient Time Varying Covariance Matrices for Large datasets
George Kapetanios (Queen Mary University of London, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Efficient ML and GMM Estimation of Panel Data Models with Cross-Sectional Heteroskedasticity
Hugo Kruiniger (Durham University, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
What Univariate Models tell us about Multivariate Macroeconomic Models
James Mitchell (University of Warwick, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
College Choice Allocation Mechanisms: Structural Estimates and Counterfactuals
Thierry Magnac (Toulouse School of Economics, France)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Market Clearing and Stock Returns of Levered Firms when Equity Supply is Fixed
Lammertjan Dam (University of Groningen)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Econometric Inference Theories, Multiple use of the Same Data and Empirical Saddlepoint Approximations.
Benjamin Holcblat (BI Norwegian Business School, Norway)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
A Simple Parametric Model Selection Test
Daniel Wilhelm (University College London, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Regime Switching Model with Autoregressive Endogenous Latent Factor
Yoosoon Chang (Indiana University, United States)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Forecast Optimality Tests in the Presence of Instabilities
Barbara Rossi (Pompeu Fabra University, Spain)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Testing Identification Strength
Bertille Antoine (Simon Fraser University, Canada)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
The Factor Structure in Equity Options
Peter Christoffersen (University of Toronto, Canada)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing
Offer Lieberman (Bar-Ilan University, Israel)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Robust Bayes Inference for Non-Identified SVARs
Toru Kitagawa (University College London, United Kingdom)
- Econometrics Seminars and Workshop Series