248 Events

• Thu

  Thursday

  November 08

  2018

  Seminar | Rotterdam | 16:00 - 17:00

  Determination of Vector Error Correction Models in High Dimensions

  Melanie Schienle (Karlsruhe Institute of Technology, Germany)

  • Seminars Econometric Institute
• Thu

  Thursday

  November 01

  2018

  Seminar | Rotterdam | 00:00

  Prediction when fitting simple models to high-dimensional data

  Hannes Leeb (University of Vienna, Austria)

  • Seminars Econometric Institute
• Thu

  Thursday

  October 25

  2018

  Seminar | Rotterdam | 00:00

  Flexible Modelling of Multivariate Time Series

  Jim Griffin (University of Kent, United Kingdom)

  • Seminars Econometric Institute
• Thu

  Thursday

  October 18

  2018

  Seminar | Rotterdam | 00:00

  Two-Part Models are Robust to Endogenous Selection

  David Drukker (STATA Corp, United States)

  • Seminars Econometric Institute
• Thu

  Thursday

  October 04

  2018

  Seminar | Rotterdam | 00:00

  Understanding Potential Outliers using the O3 Plot

  Antony Unwin (University of Augsburg, Germany)

  • Seminars Econometric Institute
• Thu

  Thursday

  June 21

  2018

  Seminar | Rotterdam | 00:00

  Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage

  Marcelo Cunha Medeiros (PUC Rio de Janeiro, Brasil)

  • Seminars Econometric Institute
• Mon

  Monday

  June 04

  2018

  Seminar | Rotterdam | 00:00

  Estimating Weak Factor Models

  Takashi Yamagata (York University, Canada)

  • Seminars Econometric Institute
• Fri

  Friday

  May 18

  2018

  Seminar | Rotterdam | 00:00

  Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty

  Nikolaus Hautsch (University of Vienna, Austria)

  • Seminars Econometric Institute
• Tue

  Tuesday

  May 15

  2018

  Seminar | Rotterdam | 00:00

  Efficient Policy Learning

  Stefan Wagner (Stanford University, United States)

  • Seminars Econometric Institute
• Thu

  Thursday

  May 03

  2018

  Seminar | Rotterdam | 00:00

  Identification and Estimation of Dynamic Factor Models

  Matei Demetrescu (Kiel University, Germany)

  • Seminars Econometric Institute
• Tue

  Tuesday

  May 01

  2018

  Seminar | Rotterdam | 00:00

  BANOVA: Bayesian Analysis of Experiments in Consumer Psychology

  Michel Wedel (University of Maryland)

  • Seminars Econometric Institute
• Thu

  Thursday

  April 19

  2018

  Seminar | Rotterdam | 00:00

  Multiple Channels of Financial Contagion: A Network-Based Econometric Approach

  Deniz Erdemlioglu (IESEG School of Management, France)

  • Seminars Econometric Institute
• Thu

  Thursday

  April 12

  2018

  Seminar | Rotterdam | 00:00

  Conditional Moment Restriction Models with Incomplete Data

  Valentin Patilea, (ENSAI, France)

  • Seminars Econometric Institute
• Thu

  Thursday

  March 22

  2018

  Seminar | Rotterdam | 00:00

  On a Pseudo-Maximum Likelihood Estimator for the Extremal Index

  Axel Bücher (Ruhr-Universitaet Bochum, Germany)

  • Seminars Econometric Institute
• Thu

  Thursday

  March 15

  2018

  Seminar | Rotterdam | 00:00

  Empirical Asset Pricing via Machine Learning

  Daicheng Xiu (University of Chicago, United States)

  • Seminars Econometric Institute
• Thu

  Thursday

  February 08

  2018

  Seminar | Rotterdam | 00:00

  Robust Forecast Evaluation of Expected Shortfall

  Johanna F. Ziegel (University of Bern, Switzerland)

  • Seminars Econometric Institute
• Thu

  Thursday

  February 01

  2018

  Seminar | Rotterdam | 00:00

  Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk

  Mingli Chen (Warwick University, United Kingdom)

  • Seminars Econometric Institute
• Thu

  Thursday

  December 14

  2017

  Seminar | Rotterdam | 00:00

  Endogeneity in Semiparametric Threshold Regression

  Andros Kourtellos (Cyprus University, Cyprus)

  • Seminars Econometric Institute
• Tue

  Tuesday

  December 12

  2017

  Seminar | Rotterdam | 00:00

  Modeling Temporally Evolving and Spatially Globally Dependent Data

  Emilio Porcu (Newcastle University, United Kingdom & University Federico Santa Maria, Spain)

  • Seminars Econometric Institute
• Fri

  Friday

  December 01

  2017

  Seminar | Rotterdam | 00:00

  Workshop: Experiments at the Crossroads of Law and Economics

  Arthur Lewbel (Boston College, United States)

  • Seminars Econometric Institute