248 Events

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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
Thu

Thursday

September 19

2013
Seminar | Rotterdam | 00:00

Forecasting with Many Predictors: Allowing for Non-linear Effects

Eran Raviv (Erasmus University Rotterdam)
- Seminars Econometric Institute
Thu

Thursday

June 20

2013
Seminar | Rotterdam | 00:00

Relaxing Monotonicity in the Identification of Local Average Treatment

Giovanni Mellace (University of St. Gallen, Switzerland)
- Seminars Econometric Institute
Thu

Thursday

June 13

2013
Seminar | Rotterdam | 00:00

A Kernel Based Bootstrap Method for Dependent Processes

Paolo Parente (University of Exeter, United Kingdom)
- Seminars Econometric Institute
Thu

Thursday

June 06

2013
Seminar | Rotterdam | 00:00

European Research Workshop in International Trade (ERWIT)

Stefano Grassi (Aarhus University, Denmark)
- Seminars Econometric Institute
Thu

Thursday

May 30

2013
Seminar | Rotterdam | 00:00

How much do Children learn in Education Systems around the World?

Dinand Webbink (Erasmus University Rotterdam)
- Seminars Econometric Institute
Thu

Thursday

May 23

2013
Seminar | Rotterdam | 00:00

A Forward-Looking Model of the Term Structure of Interest Rates

Albert Lee Chun (University of Aarhus, Denmark)
- Seminars Econometric Institute
Wed

Wednesday

May 22 - 25

2013
Tinbergen Institute Lectures | Rotterdam

Low Frequency Econometrics

Mark Watson (Princeton University)
- Econometrics Lecture Series
Thu

Thursday

May 16

2013
Seminar | Rotterdam | 00:00

An Almost Closed Form Estimator for the EGARCH Model

Christian Hafner (UC Louvain, Belgium)
- Seminars Econometric Institute
Thu

Thursday

April 18

2013
Seminar | Rotterdam | 00:00

Dynamic Conditional Correlation Models for Realized Covariance Matrices

Luc Bauwens (Louvain)
- Seminars Econometric Institute
Thu

Thursday

April 04

2013
Seminar | Rotterdam | 00:00

Non-Linear Panel Data Models with Expected a posterion Values of Correlated Random Effects

Amaresh Tiwari (Univ. of Liege)
- Seminars Econometric Institute
Tue

Tuesday

February 26

2013
Seminar | Rotterdam | 00:00

Histogram Time Series Forecasting. An Application in Finance

Javier Arroyo, University of Madrid
- Seminars Econometric Institute
Thu

Thursday

January 31

2013
Seminar | Rotterdam | 00:00

Concept-based Bayesian Model Averaging and Growth Empirics

Wedun Wang (Tilburg)
- Seminars Econometric Institute
Thu

Thursday

January 24

2013
Seminar | Rotterdam | 00:00

Stemming the Big Crash: A Triple Hazard Analysis of Price and Sales Crashes of New Products

Georgios Effraimidis ( University of Southern Denmark)
- Seminars Econometric Institute
Mon

Monday

November 26

2012
Seminar | Rotterdam | 00:00

Detecting Crises, Jumps, and Changes in Regime

Neil Ericsson (Federal Reserve Board)
- Seminars Econometric Institute

Series

Fields

Year

Type

Location

248 Events

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

Forecasting with Many Predictors: Allowing for Non-linear Effects

Relaxing Monotonicity in the Identification of Local Average Treatment

A Kernel Based Bootstrap Method for Dependent Processes

European Research Workshop in International Trade (ERWIT)

How much do Children learn in Education Systems around the World?

A Forward-Looking Model of the Term Structure of Interest Rates

Low Frequency Econometrics

An Almost Closed Form Estimator for the EGARCH Model

Dynamic Conditional Correlation Models for Realized Covariance Matrices

Non-Linear Panel Data Models with Expected a posterion Values of Correlated Random Effects

Histogram Time Series Forecasting. An Application in Finance

Concept-based Bayesian Model Averaging and Growth Empirics

Stemming the Big Crash: A Triple Hazard Analysis of Price and Sales Crashes of New Products

Detecting Crises, Jumps, and Changes in Regime

Series

Fields

Year

Type

Location

248 Events

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

Forecasting with Many Predictors: Allowing for Non-linear Effects

Relaxing Monotonicity in the Identification of Local Average Treatment

A Kernel Based Bootstrap Method for Dependent Processes

European Research Workshop in International Trade (ERWIT)

How much do Children learn in Education Systems around the World?

A Forward-Looking Model of the Term Structure of Interest Rates

Low Frequency Econometrics

An Almost Closed Form Estimator for the EGARCH Model

Dynamic Conditional Correlation Models for Realized Covariance Matrices

Non-Linear Panel Data Models with Expected a posterion Values of Correlated Random Effects

Histogram Time Series Forecasting. An Application in Finance

Concept-based Bayesian Model Averaging and Growth Empirics

Stemming the Big Crash: A Triple Hazard Analysis of Price and Sales Crashes of New Products

Detecting Crises, Jumps, and Changes in Regime

Assessing Asset Purchases within the ECB’s Securities Markets Programme