176 Events

• Thu

  Thursday

  April 11

  2019

  Seminar | Rotterdam | 10:00 - 11:00

  Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models

  Helmut Lütkepohl (Deutsches Institut für Wirtschaftsforschung)

  • Seminars Econometric Institute
• Thu

  Thursday

  April 04

  2019

  Seminar | Rotterdam | 16:00 - 17:00

  Efficient Bayesian Inference in High Dimensional Time Series: Examples from Macroeconomics and Finance

  Gregor Kastner (Vienna University of Economics and Business, Austria)

  • Seminars Econometric Institute
• Thu

  Thursday

  March 28

  2019

  Seminar | Rotterdam | 16:00 - 17:00

  A Result and Finding to Differentiate Among Models of Term-Structure and Interest-Rate Claims

  Gurdip Bakshi (Temple University, United States)

  • Seminars Econometric Institute
• Fri

  Friday

  March 22

  2019

  Seminar | Rotterdam | 12:00 - 13:00

  Transformation Forests

  Thorston Hothorn (University of Zurich)

  • Seminars Econometric Institute
• Thu

  Thursday

  March 14

  2019

  Seminar | Rotterdam | 16:00 - 17:00

  Can Academic Research Generate New Anomalies?

  Alex Horenstein (University of Miami, United States)

  • Seminars Econometric Institute
• Thu

  Thursday

  February 28

  2019

  Seminar | Rotterdam | 16:00 - 18:00

  Risk-sharing, Robustness and Regulation

  Paul Embrechts (ETH Zürich, Switzerland)

  • Seminars Econometric Institute
• Thu

  Thursday

  February 21

  2019

  Seminar | Rotterdam | 12:00 - 13:00

  Distribution Regression with Selection, with an Application to Wage Decompositions in the UK

  Ivan Fernandez-Val (Boston University, United States)

  • Seminars Econometric Institute
• Thu

  Thursday

  November 29

  2018

  Seminar | Rotterdam | 16:00 - 17:00

  Estimation of the Realized High-Order Moments

  Ostap Okhrin (TU Dresden, Germany)

  • Seminars Econometric Institute
• Thu

  Thursday

  November 22

  2018

  Seminar | Rotterdam | 16:00 - 17:00

  A Unified Framework for the Estimation and Inference in Linear Quantile Regression: A Local Polynomial Approach

  Štepana Lazarova (Queen Mary University of London, United Kingdom)

  • Seminars Econometric Institute
• Thu

  Thursday

  November 15

  2018

  Seminar | Rotterdam | 16:00 - 17:00

  Inference under Shape Restrictions

  Joachim Freyberger (University of Wisconsin-Madison, United States)

  • Seminars Econometric Institute
• 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