242 Events

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Wed

Wednesday

June 25

2014
Seminar | Rotterdam | 00:00

Modelling Uncertainty: Theory and Applications

Professors Didier Dubois; Trevor Martin; João M.C. Sousa; Peter Wakker; and Herman K. van Dijk
- Seminars Econometric Institute
Thu

Thursday

June 12

2014
Seminar | Rotterdam | 00:00

High-frequency Data Modeling using Hawkes Processes

Valerie Chavez Demoulin (HEC Lausanne, Switzerland)
- Seminars Econometric Institute
Thu

Thursday

May 08

2014
Seminar | Rotterdam | 00:00

An Exchange Rate Model with Market Pressures and Contagion Effect

Aleksander Welfe (University of Lødz and Warsaw School of Economics, Poland)
- Seminars Econometric Institute
Thu

Thursday

May 01

2014
Seminar | Rotterdam | 00:00

Profile-score Adjustments for Incidental-parameter Problems

Geert Dhaene (KU Leuven, Belgium)
- Seminars Econometric Institute
Thu

Thursday

April 17

2014
Seminar | Rotterdam | 00:00

Exact Optimization using Simulated Annealing, Adaptive Temperature Reduction, and Sequential Monte Carlo

John Geweke (Erasmus University Rotterdam)
- Seminars Econometric Institute
Thu

Thursday

April 10

2014
Seminar | Rotterdam | 00:00

Variance Components, Term Structures of Variance Risk Premia, and Expected Asset Returns

Jun Ye Li (University of Essex, United Kingdom)
- Seminars Econometric Institute
Thu

Thursday

April 03

2014
Seminar | Rotterdam | 00:00

A Bayesian Approach for Robust Analysis of Choice Data

Benoit Dries (Ghent University, Belgium)
- Seminars Econometric Institute
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

Series

Fields

Year

Type

Location

242 Events

Modelling Uncertainty: Theory and Applications

High-frequency Data Modeling using Hawkes Processes

An Exchange Rate Model with Market Pressures and Contagion Effect

Profile-score Adjustments for Incidental-parameter Problems

Exact Optimization using Simulated Annealing, Adaptive Temperature Reduction, and Sequential Monte Carlo

Variance Components, Term Structures of Variance Risk Premia, and Expected Asset Returns

A Bayesian Approach for Robust Analysis of Choice Data

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

Series

Fields

Year

Type

Location

242 Events

Modelling Uncertainty: Theory and Applications

High-frequency Data Modeling using Hawkes Processes

An Exchange Rate Model with Market Pressures and Contagion Effect

Profile-score Adjustments for Incidental-parameter Problems

Exact Optimization using Simulated Annealing, Adaptive Temperature Reduction, and Sequential Monte Carlo

Variance Components, Term Structures of Variance Risk Premia, and Expected Asset Returns

A Bayesian Approach for Robust Analysis of Choice Data

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

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