41 Events

• Fri

  Friday

  December 12

  2014

  Seminar | Amsterdam | 00:00

  Estimation of Correlated Random Coefficient Models for Short Panels with a Multi-Factor Error Structure

  Takashi Yamagata (University of York, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  December 11

  2014

  Seminar | Rotterdam | 00:00

  Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information

  Christine Baumans (Bank of Canada, Canada)

  • Seminars Econometric Institute
• Thu

  Thursday

  December 04

  2014

  Seminar | Rotterdam | 00:00

  Financial Crises and the State of the Real Economy: An Extreme Value Approach

  Stefan Straetmans (Maastricht University, the Netherlands)

  • Seminars Econometric Institute
• Fri

  Friday

  November 28

  2014

  Seminar | Amsterdam | 00:00

  Bank Credit Risk Networks: Evidence from the Eurozone

  Christian Brownlees (Pompeu Fabra University and Barcelona GSE, Spain)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 21

  2014

  Seminar | Amsterdam | 00:00

  Estimation of Random Coefficient Time Varying Covariance Matrices for Large datasets

  George Kapetanios (Queen Mary University of London, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 20

  2014

  Seminar | Rotterdam | 00:00

  Trading Fast and Slow: Colocation and Liquidity

  Bjorn Hagstromer (Stockholm University, Sweden)

  • Seminars Econometric Institute
• Fri

  Friday

  November 14

  2014

  Seminar | Amsterdam | 00:00

  Efficient ML and GMM Estimation of Panel Data Models with Cross-Sectional Heteroskedasticity

  Hugo Kruiniger (Durham University, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 07

  2014

  Seminar | Amsterdam | 00:00

  What Univariate Models tell us about Multivariate Macroeconomic Models

  James Mitchell (University of Warwick, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 06

  2014

  Seminar | Rotterdam | 00:00

  Information Rigidities and the News-adjusted Output Gap

  Anthony Garratt (The University of Warwick, United Kingdom)

  • Seminars Econometric Institute
• Fri

  Friday

  October 31

  2014

  Seminar | Amsterdam | 00:00

  College Choice Allocation Mechanisms: Structural Estimates and Counterfactuals

  Thierry Magnac (Toulouse School of Economics, France)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 24

  2014

  Seminar | Amsterdam | 00:00

  Market Clearing and Stock Returns of Levered Firms when Equity Supply is Fixed

  Lammertjan Dam (University of Groningen)

  • Econometrics Seminars and Workshop Series
• 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
• Fri

  Friday

  October 03

  2014

  Seminar | Amsterdam | 00:00

  Econometric Inference Theories, Multiple use of the Same Data and Empirical Saddlepoint Approximations.

  Benjamin Holcblat (BI Norwegian Business School, Norway)

  • Econometrics Seminars and Workshop Series
• 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
• Fri

  Friday

  September 19

  2014

  Seminar | Amsterdam | 00:00

  A Simple Parametric Model Selection Test

  Daniel Wilhelm (University College London, United Kingdom)

  • Econometrics Seminars and Workshop Series
• 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
• Fri

  Friday

  June 06

  2014

  Seminar | Amsterdam | 00:00

  Regime Switching Model with Autoregressive Endogenous Latent Factor

  Yoosoon Chang (Indiana University, United States)

  • Econometrics Seminars and Workshop Series