246 Events

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Thu

Thursday

October 16

2014
Seminar | Rotterdam | 00:00

Estimating Structural Parameters in Regression Models with Adaptive Learning

Michael Massmann (VU University Amsterdam, the Netherlands)
- Seminars Econometric Institute
Thu

Thursday

September 25

2014
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
Thu

Thursday

September 18

2014
Seminar | Rotterdam | 00:00

Bank Credit Risk Networks: Evidence from the Eurozone Crisis

Christian Brownlees (Pompeu Fabra, Spain)
- Seminars Econometric Institute
Thu

Thursday

September 04

2014
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
Wed

Wednesday

June 25

2014
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
Thu

Thursday

June 12

2014
Seminar | Rotterdam | 00:00

High-frequency Data Modeling using Hawkes Processes

Valerie Chavez Demoulin (HEC Lausanne, Switzerland)
- Seminars Econometric Institute
Thu

Thursday

May 08

2014
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
Thu

Thursday

May 01

2014
Seminar | Rotterdam | 00:00

Profile-score Adjustments for Incidental-parameter Problems

Geert Dhaene (KU Leuven, Belgium)
- Seminars Econometric Institute
Thu

Thursday

April 17

2014
Seminar | Rotterdam | 00:00

Exact Optimization using Simulated Annealing, Adaptive Temperature Reduction, and Sequential Monte Carlo

John Geweke (Erasmus University Rotterdam)
- Seminars Econometric Institute
Thu

Thursday

April 10

2014
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
Thu

Thursday

April 03

2014
Seminar | Rotterdam | 00:00

A Bayesian Approach for Robust Analysis of Choice Data

Benoit Dries (Ghent University, Belgium)
- Seminars Econometric Institute
Thu

Thursday

March 27

2014
Seminar | Rotterdam | 00:00

Volatility Risk Premia and Exchange Rate Predictability

Pasqualle Della Corte (Imperial College London, United Kingdom)
- Seminars Econometric Institute
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

Series

Fields

Year

Type

Location

246 Events

Estimating Structural Parameters in Regression Models with Adaptive Learning

No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates

Bank Credit Risk Networks: Evidence from the Eurozone Crisis

How do Short-sale Costs affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands

Modelling Uncertainty: Theory and Applications

High-frequency Data Modeling using Hawkes Processes

An Exchange Rate Model with Market Pressures and Contagion Effect

Profile-score Adjustments for Incidental-parameter Problems

Exact Optimization using Simulated Annealing, Adaptive Temperature Reduction, and Sequential Monte Carlo

Variance Components, Term Structures of Variance Risk Premia, and Expected Asset Returns

A Bayesian Approach for Robust Analysis of Choice Data

Volatility Risk Premia and Exchange Rate Predictability

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

Series

Fields

Year

Type

Location

246 Events

Estimating Structural Parameters in Regression Models with Adaptive Learning

No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates

Bank Credit Risk Networks: Evidence from the Eurozone Crisis

How do Short-sale Costs affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands

Modelling Uncertainty: Theory and Applications

High-frequency Data Modeling using Hawkes Processes

An Exchange Rate Model with Market Pressures and Contagion Effect

Profile-score Adjustments for Incidental-parameter Problems

Exact Optimization using Simulated Annealing, Adaptive Temperature Reduction, and Sequential Monte Carlo

Variance Components, Term Structures of Variance Risk Premia, and Expected Asset Returns

A Bayesian Approach for Robust Analysis of Choice Data

Volatility Risk Premia and Exchange Rate Predictability

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

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