217 Events

• Fri

  Friday

  October 24

  2014

  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
• Fri

  Friday

  October 03

  2014

  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
• Fri

  Friday

  September 19

  2014

  Seminar | Amsterdam | 00:00

  A Simple Parametric Model Selection Test

  Daniel Wilhelm (University College London, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  June 06

  2014

  Seminar | Amsterdam | 00:00

  Regime Switching Model with Autoregressive Endogenous Latent Factor

  Yoosoon Chang (Indiana University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 23

  2014

  Seminar | Amsterdam | 00:00

  Forecast Optimality Tests in the Presence of Instabilities

  Barbara Rossi (Pompeu Fabra University, Spain)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 16

  2014

  Seminar | Amsterdam | 00:00

  Testing Identification Strength

  Bertille Antoine (Simon Fraser University, Canada)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 09

  2014

  Seminar | Amsterdam | 00:00

  The Factor Structure in Equity Options

  Peter Christoffersen (University of Toronto, Canada)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 04

  2014

  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
• Fri

  Friday

  March 28

  2014

  Seminar | Amsterdam | 00:00

  Robust Bayes Inference for Non-Identified SVARs

  Toru Kitagawa (University College London, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 21

  2014

  Seminar | Amsterdam | 00:00

  Correlation Matrices for Tail-Risk Aggregation

  Stefan Mittnik (Ludwig Maximilian University of Munich, Germany)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 07

  2014

  Seminar | Amsterdam | 00:00

  Generalized Instrumental Variable Models

  Adam M. Rosen (University College London, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  February 28

  2014

  Seminar | Amsterdam | 00:00

  Risk-Parameter Estimation in Volatility Models

  Christian Francq (CREST and University Lille 3 (EQUIPPE), France)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  February 14

  2014

  Seminar | Amsterdam | 00:00

  SEMINAR HAS BEEN CANCELLED

  Peter Reinhard Hansen (European University Institute, Italy)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  January 24

  2014

  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
• Fri

  Friday

  November 22

  2013

  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
• Fri

  Friday

  November 15

  2013

  Seminar | Amsterdam | 00:00

  Identification using stability restrictions

  Sophocles Mavroeidis (University of Oxford, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 08

  2013

  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
• Fri

  Friday

  November 01

  2013

  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
• Fri

  Friday

  October 25

  2013

  Seminar | Amsterdam | 00:00

  COMFORT: A Common Market Factor Non-Gaussian Returns Model

  Pawel Polak (University of Zurich, Switzerland)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 11

  2013

  Seminar | Amsterdam | 00:00

  Parameter Estimation Robust to Low-Frequency Contamination

  Adam McCloskey (Brown University, United States)

  • Econometrics Seminars and Workshop Series