258 Events

• Fri

  Friday

  November 06

  2015

  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
• Fri

  Friday

  October 30

  2015

  Seminar | Amsterdam | 00:00

  Two-Pass Cross-Sectional Regressions with Individual Stocks

  Cesare Robotti (Imperial College London, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 23

  2015

  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
• Fri

  Friday

  October 16

  2015

  Seminar | Amsterdam | 00:00

  Low-Frequency Asset Pricing Dynamics

  Federico Bandi (Johns Hopkins University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 02

  2015

  Seminar | Amsterdam | 00:00

  Finite Underidentification

  Enrique Sentana (Center for Monetary and Financial Studies (CEMFI), Spain)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 25

  2015

  Seminar | Amsterdam | 00:00

  Factor Premium in Variance Risk

  Yang Liu (University of Amsterdam)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 18

  2015

  Seminar | Amsterdam | 00:00

  Panel Data Analysis with Heterogeneous Dynamics

  Ryo Okui (VU University Amsterdam and Kyoto University, Japan)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 11

  2015

  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
• Wed

  Wednesday

  May 20

  2015

  Seminar | Amsterdam | 00:00

  Point Optimal Testing: A Survey of the Post 1987 Literature

  Maxwell King (Monash University, Australia)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 08

  2015

  Seminar | Amsterdam | 00:00

  Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities

  Xu Cheng (University of Pennsylvania, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 17

  2015

  Seminar | Amsterdam | 00:00

  Combining Density Nowcasts

  Knut Aare Aastveit (Norges Bank, Norway)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 27

  2015

  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
• Fri

  Friday

  March 20

  2015

  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
• Fri

  Friday

  March 13

  2015

  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
• Fri

  Friday

  February 13

  2015

  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
• Fri

  Friday

  December 12

  2014

  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
• Fri

  Friday

  November 28

  2014

  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
• Fri

  Friday

  November 21

  2014

  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
• Fri

  Friday

  November 14

  2014

  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
• Fri

  Friday

  November 07

  2014

  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