233 Events

filtered by:

Thu

Thursday

March 27

2014
Seminar | Rotterdam | 00:00

Volatility Risk Premia and Exchange Rate Predictability

Pasqualle Della Corte (Imperial College London, United Kingdom)
- Seminars Econometric Institute
Thu

Thursday

March 13

2014
Seminar | Rotterdam | 00:00

A Nonparametric Estimator for the Covariance Function of Functional Data

Alessio Sancetta (Royal Holloway University of London, United Kingdom)
- Seminars Econometric Institute
Thu

Thursday

March 06

2014
Seminar | Rotterdam | 00:00

Unexplained Factors and their Effects on Second Pass R-squared’s and <I>t</I>-tests

Frank Kleibergen (Brown University, United States of America)
- Seminars Econometric Institute
Thu

Thursday

February 20

2014
Seminar | Rotterdam | 00:00

The Contribution of Structural Break Models to Forecasting Macroeconomic Series

Jeroen Rombouts (HEC Montréal, Canada)
- Seminars Econometric Institute
Fri

Friday

February 07

2014
Seminar | Rotterdam | 00:00

Modeling Preference Change through Brand Satiation

Nobuhiko Terui (Tohoku University, Japan)
- Seminars Econometric Institute
Thu

Thursday

February 06

2014
Seminar | Rotterdam | 00:00

Fiscal Spillovers in the Euro Area

Giugliemlo Caporale (Brunel University London, United Kingdom)
- Seminars Econometric Institute
Thu

Thursday

November 28

2013
Seminar | Rotterdam | 00:00

Latent Topic Modeling of Consumer Reviews: Linking Text Evaluations to Customer Satisfaction and Brands

Joachim Bueschken (Katholische Universität Eichstätt-Ingolstadt, Germany)
- Seminars Econometric Institute
Thu

Thursday

November 21

2013
Seminar | Rotterdam | 00:00

Assessing Asset Purchases within the ECB’s Securities Markets Programme

Bernd Schwaab (European Central Bank, Germany)
- Seminars Econometric Institute
Thu

Thursday

November 14

2013
Seminar | Rotterdam | 00:00

Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section

Massimo Guidolin (Bocconi University, Italy)
- Seminars Econometric Institute
Thu

Thursday

October 31

2013
Seminar | Rotterdam | 00:00

A Unified Theory for Time Varying Models: Foundations and Applications in the Presence of Breaks and Heteroscedasticity (and Some Results on Companion and Hessenberg Matrices)

Menelaos Karanasos (Brunel University, United Kingdom)
- Seminars Econometric Institute
Thu

Thursday

October 24

2013
Seminar | Rotterdam | 00:00

Efficient Inference with Time-Varying Identification Strength

Otilia Boldea (University of Tilburg)
- Seminars Econometric Institute
Thu

Thursday

October 10

2013
Seminar | Rotterdam | 00:00

On Joint Dimension Reduction and Clustering of Categorical Data

Michel van de Velden (Erasmus University Rotterdam)
- Seminars Econometric Institute
Tue

Tuesday

September 24

2013
Seminar | Rotterdam | 00:00

Idiosyncratic Cash Flows and Systematic Risk

Ilona Babenko (The University of Arizona, United States)
- Seminars Econometric Institute
Thu

Thursday

September 19

2013
Seminar | Rotterdam | 00:00

Forecasting with Many Predictors: Allowing for Non-linear Effects

Eran Raviv (Erasmus University Rotterdam)
- Seminars Econometric Institute
Thu

Thursday

June 20

2013
Seminar | Rotterdam | 00:00

Relaxing Monotonicity in the Identification of Local Average Treatment

Giovanni Mellace (University of St. Gallen, Switzerland)
- Seminars Econometric Institute
Thu

Thursday

June 13

2013
Seminar | Rotterdam | 00:00

A Kernel Based Bootstrap Method for Dependent Processes

Paolo Parente (University of Exeter, United Kingdom)
- Seminars Econometric Institute
Thu

Thursday

June 06

2013
Seminar | Rotterdam | 00:00

European Research Workshop in International Trade (ERWIT)

Stefano Grassi (Aarhus University, Denmark)
- Seminars Econometric Institute
Thu

Thursday

May 30

2013
Seminar | Rotterdam | 00:00

How much do Children learn in Education Systems around the World?

Dinand Webbink (Erasmus University Rotterdam)
- Seminars Econometric Institute
Thu

Thursday

May 23

2013
Seminar | Rotterdam | 00:00

A Forward-Looking Model of the Term Structure of Interest Rates

Albert Lee Chun (University of Aarhus, Denmark)
- Seminars Econometric Institute
Thu

Thursday

May 16

2013
Seminar | Rotterdam | 00:00

An Almost Closed Form Estimator for the EGARCH Model

Christian Hafner (UC Louvain, Belgium)
- Seminars Econometric Institute

Series

Fields

Year

Type

Location

233 Events

Volatility Risk Premia and Exchange Rate Predictability

A Nonparametric Estimator for the Covariance Function of Functional Data

Unexplained Factors and their Effects on Second Pass R-squared’s and <I>t</I>-tests

The Contribution of Structural Break Models to Forecasting Macroeconomic Series

Modeling Preference Change through Brand Satiation

Fiscal Spillovers in the Euro Area

Latent Topic Modeling of Consumer Reviews: Linking Text Evaluations to Customer Satisfaction and Brands

Assessing Asset Purchases within the ECB’s Securities Markets Programme

Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section

A Unified Theory for Time Varying Models: Foundations and Applications in the Presence of Breaks and Heteroscedasticity (and Some Results on Companion and Hessenberg Matrices)

Efficient Inference with Time-Varying Identification Strength

On Joint Dimension Reduction and Clustering of Categorical Data

Idiosyncratic Cash Flows and Systematic Risk

Forecasting with Many Predictors: Allowing for Non-linear Effects

Relaxing Monotonicity in the Identification of Local Average Treatment

A Kernel Based Bootstrap Method for Dependent Processes

European Research Workshop in International Trade (ERWIT)

How much do Children learn in Education Systems around the World?

A Forward-Looking Model of the Term Structure of Interest Rates

An Almost Closed Form Estimator for the EGARCH Model

Series

Fields

Year

Type

Location

233 Events

Volatility Risk Premia and Exchange Rate Predictability

A Nonparametric Estimator for the Covariance Function of Functional Data

Unexplained Factors and their Effects on Second Pass R-squared&#8217;s and <I>t</I>-tests

The Contribution of Structural Break Models to Forecasting Macroeconomic Series

Modeling Preference Change through Brand Satiation

Fiscal Spillovers in the Euro Area

Latent Topic Modeling of Consumer Reviews: Linking Text Evaluations to Customer Satisfaction and Brands

Assessing Asset Purchases within the ECB&#8217;s Securities Markets Programme

Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section

A Unified Theory for Time Varying Models: Foundations and Applications in the Presence of Breaks and Heteroscedasticity (and Some Results on Companion and Hessenberg Matrices)

Efficient Inference with Time-Varying Identification Strength

On Joint Dimension Reduction and Clustering of Categorical Data

Idiosyncratic Cash Flows and Systematic Risk

Forecasting with Many Predictors: Allowing for Non-linear Effects

Relaxing Monotonicity in the Identification of Local Average Treatment

A Kernel Based Bootstrap Method for Dependent Processes

European Research Workshop in International Trade (ERWIT)

How much do Children learn in Education Systems around the World?

A Forward-Looking Model of the Term Structure of Interest Rates

An Almost Closed Form Estimator for the EGARCH Model

Unexplained Factors and their Effects on Second Pass R-squared’s and <I>t</I>-tests

Assessing Asset Purchases within the ECB’s Securities Markets Programme