Seminar
| Rotterdam | 16:00 - 17:00
Estimation of the Realized High-Order Moments
Ostap Okhrin (TU Dresden, Germany)
- Seminars Econometric Institute
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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
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Seminar | Rotterdam | 16:00 - 17:00
Inference under Shape Restrictions
Joachim Freyberger (University of Wisconsin-Madison, United States)
- Seminars Econometric Institute
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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
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Seminar | Rotterdam | 00:00
Prediction when fitting simple models to high-dimensional data
Hannes Leeb (University of Vienna, Austria)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Flexible Modelling of Multivariate Time Series
Jim Griffin (University of Kent, United Kingdom)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Two-Part Models are Robust to Endogenous Selection
David Drukker (STATA Corp, United States)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Understanding Potential Outliers using the O3 Plot
Antony Unwin (University of Augsburg, Germany)
- Seminars Econometric Institute
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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
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Seminar | Rotterdam | 00:00
Estimating Weak Factor Models
Takashi Yamagata (York University, Canada)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty
Nikolaus Hautsch (University of Vienna, Austria)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Efficient Policy Learning
Stefan Wagner (Stanford University, United States)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Identification and Estimation of Dynamic Factor Models
Matei Demetrescu (Kiel University, Germany)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
BANOVA: Bayesian Analysis of Experiments in Consumer Psychology
Michel Wedel (University of Maryland)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Multiple Channels of Financial Contagion: A Network-Based Econometric Approach
Deniz Erdemlioglu (IESEG School of Management, France)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Conditional Moment Restriction Models with Incomplete Data
Valentin Patilea, (ENSAI, France)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
On a Pseudo-Maximum Likelihood Estimator for the Extremal Index
Axel Bücher (Ruhr-Universitaet Bochum, Germany)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Empirical Asset Pricing via Machine Learning
Daicheng Xiu (University of Chicago, United States)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Robust Forecast Evaluation of Expected Shortfall
Johanna F. Ziegel (University of Bern, Switzerland)
- Seminars Econometric Institute
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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