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
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Seminar | Amsterdam | 00:00
Correlation Matrices for Tail-Risk Aggregation
Stefan Mittnik (Ludwig Maximilian University of Munich, Germany)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Generalized Instrumental Variable Models
Adam M. Rosen (University College London, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Risk-Parameter Estimation in Volatility Models
Christian Francq (CREST and University Lille 3 (EQUIPPE), France)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
SEMINAR HAS BEEN CANCELLED
Peter Reinhard Hansen (European University Institute, Italy)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Identification and Estimation of Incentive Contracts under Asymmetric Information: An Application to the French Water Sector
Christian Bontemps (University of Toulouse and Ecole Nationale de l’Aviation Civile, France)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Inference for Non-linear, non-Gaussian State-space models
Carles Bretó Martínez (University Carlos III Madrid, Spain)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Identification using stability restrictions
Sophocles Mavroeidis (University of Oxford, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Properties of the Maximum Likelihood Estimator in Spatial Autoregressive Models
Grant Hillier (University of Southampton, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Unexplained Factors and their Effects on Second Pass R-squared’s and T-tests
Frank Kleibergen (Brown University, United States)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
COMFORT: A Common Market Factor Non-Gaussian Returns Model
Pawel Polak (University of Zurich, Switzerland)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Parameter Estimation Robust to Low-Frequency Contamination
Adam McCloskey (Brown University, United States)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Efficient Inference with Time-Varying Identification Strength
Otilia Boldea (Tilburg University)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
A generalized Focus Information Criterion for GMM Model and Moment Selection
Frank Di Traglia (University of Pennsylvania, United States)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Testing for Common Cycles in Non-Stationary VARs with Varied Frecquency Data
Alain Hecq (Maastricht University)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Forecasting with Markov Switching Models
Andreas Pick (Erasmus University Rotterdam)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Incidental Parameter Bias in Panel Quantile Regressions
Martin Weidner (UCL)
- Econometrics Seminars and Workshop Series