234 Events

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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
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

Series

Fields

Year

Type

Location

234 Events

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

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

Series

Fields

Year

Type

Location

234 Events

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

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

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