Seminar
| Rotterdam | 00:00
Trading Fast and Slow: Colocation and Liquidity
Bjorn Hagstromer (Stockholm University, Sweden)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Information Rigidities and the News-adjusted Output Gap
Anthony Garratt (The University of Warwick, United Kingdom)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Estimating Structural Parameters in Regression Models with Adaptive Learning
Michael Massmann (VU University Amsterdam, the Netherlands)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
Andrea Carriero (Queen Mary University, London, United Kingdom)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Bank Credit Risk Networks: Evidence from the Eurozone Crisis
Christian Brownlees (Pompeu Fabra, Spain)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
How do Short-sale Costs affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands
Tse-Chun Lin (Hong Kong University, PR of China)
- Seminars Econometric Institute
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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
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Seminar | Rotterdam | 00:00
High-frequency Data Modeling using Hawkes Processes
Valerie Chavez Demoulin (HEC Lausanne, Switzerland)
- Seminars Econometric Institute
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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
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Seminar | Rotterdam | 00:00
Profile-score Adjustments for Incidental-parameter Problems
Geert Dhaene (KU Leuven, Belgium)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Exact Optimization using Simulated Annealing, Adaptive Temperature Reduction, and Sequential Monte Carlo
John Geweke (Erasmus University Rotterdam)
- Seminars Econometric Institute
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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
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Seminar | Rotterdam | 00:00
A Bayesian Approach for Robust Analysis of Choice Data
Benoit Dries (Ghent University, Belgium)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Volatility Risk Premia and Exchange Rate Predictability
Pasqualle Della Corte (Imperial College London, United Kingdom)
- Seminars Econometric Institute
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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
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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
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Seminar | Rotterdam | 00:00
The Contribution of Structural Break Models to Forecasting Macroeconomic Series
Jeroen Rombouts (HEC Montréal, Canada)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Modeling Preference Change through Brand Satiation
Nobuhiko Terui (Tohoku University, Japan)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Fiscal Spillovers in the Euro Area
Giugliemlo Caporale (Brunel University London, United Kingdom)
- Seminars Econometric Institute
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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