248 Events

• Thu

  Thursday

  September 24

  2015

  Seminar | Rotterdam | 00:00

  A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data

  Charles Bos (VU University Amsterdam, the Netherlands)

  • Seminars Econometric Institute
• Thu

  Thursday

  September 10

  2015

  Seminar | Rotterdam | 00:00

  Optimal Long-Term Allocation with Pension Fund Liabilities

  Michael Rockinger (University of Lausanne, Switzerland)

  • Seminars Econometric Institute
• Thu

  Thursday

  August 27

  2015

  Seminar | Rotterdam | 00:00

  Controlled Shrinkage and Variable Selection

  Tom Boot (Erasmus School of Economics, Erasmus University Rotterdam)

  • Seminars Econometric Institute
• Wed

  Wednesday

  July 22

  2015

  Seminar | Rotterdam | 00:00

  Identification and Estimation of Dynamic Games when Players’ Beliefs are not in Equilibrium

  Marcelo Medeiros (Pontificia Universidade Catolica, Brazil)

  • Seminars Econometric Institute
• Thu

  Thursday

  June 18

  2015

  Seminar | Rotterdam | 00:00

  Long-term Mean Credit Spread Curves

  Erik Hennink (Ortec, the Netherlands)

  • Seminars Econometric Institute
• Thu

  Thursday

  June 11

  2015

  Seminar | Rotterdam | 00:00

  Weighted-Average Least Squares

  Jan Magnus (VU University Amsterdam, the Netherlands)

  • Seminars Econometric Institute
• Thu

  Thursday

  June 04

  2015

  Seminar | Rotterdam | 00:00

  Leontief Model: How to make the Economics Productive

  Vladimir Yu. Protassov (Moskow State University, Russia)

  • Seminars Econometric Institute
• Thu

  Thursday

  May 28

  2015

  Seminar | Rotterdam | 00:00

  Statistics of Heteroskedastic Extremes

  Chen Zhou (Erasmus University Rotterdam, the Netherlands)

  • Seminars Econometric Institute
• Thu

  Thursday

  May 21

  2015

  Seminar | Rotterdam | 00:00

  Survey of the Theory of Extremal Problems

  Vladimir Tikhomirov (Moscow State University, Russia)

  • Seminars Econometric Institute
• Thu

  Thursday

  May 21

  2015

  Seminar | Rotterdam | 00:00

  The Intrafirm Complexity of systemically Important Financial Institutions

  Robin Lumsdaine (American University, Washington DC, United States)

  • Seminars Econometric Institute
• Thu

  Thursday

  May 07

  2015

  Seminar | Rotterdam | 00:00

  Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities

  Xu Cheng (University of Pennsylvania, United States)

  • Seminars Econometric Institute
• Thu

  Thursday

  April 23

  2015

  Seminar | Rotterdam | 00:00

  ls a Normal Copula the Right Copula?

  Dante Amengual (Universidad Internacional Menéndez Pelayo, Spain)

  • Seminars Econometric Institute
• Thu

  Thursday

  April 16

  2015

  Seminar | Rotterdam | 00:00

  A New Regression-Based Tail Index Estimator

  Paulo Rodrigues (Bank of Portugal, Portugal)

  • Seminars Econometric Institute
• Thu

  Thursday

  March 05

  2015

  Seminar | Rotterdam | 00:00

  Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables

  Roman Liesenfeld (Universität Köln, Germany)

  • Seminars Econometric Institute
• Tue

  Tuesday

  March 03

  2015

  Seminar | Rotterdam | 00:00

  Outlier Detection Algorithms for Least Squares Time Series

  Bent Nielsen (University of Oxford, United Kingdom)

  • Seminars Econometric Institute
• Thu

  Thursday

  February 26

  2015

  Seminar | Rotterdam | 00:00

  Trends in Distributional Characteristics: Existence of Global Warming

  Jesus Gonzalo Muñoz (Universidad Carlos III de Madrid, Spain)

  • Seminars Econometric Institute
• Thu

  Thursday

  February 12

  2015

  Seminar | Rotterdam | 00:00

  A Flexible Framework for Regularized Low-rank Matrix Estimation

  Julie Josse (Agrocampus Ouest, Rennes, France)

  • Seminars Econometric Institute
• Thu

  Thursday

  January 29

  2015

  Seminar | Rotterdam | 00:00

  First-Passage-Time in Discrete Time

  Marcin Jaskowski (Erasmus University Rotterdam, the Netherlands)

  • Seminars Econometric Institute
• Thu

  Thursday

  December 11

  2014

  Seminar | Rotterdam | 00:00

  Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information

  Christine Baumans (Bank of Canada, Canada)

  • Seminars Econometric Institute
• Thu

  Thursday

  December 04

  2014

  Seminar | Rotterdam | 00:00

  Financial Crises and the State of the Real Economy: An Extreme Value Approach

  Stefan Straetmans (Maastricht University, the Netherlands)

  • Seminars Econometric Institute