49 Events

• Fri

  Friday

  December 11

  2015

  Seminar | Amsterdam | 00:00

  Simultaneous Equation Models with Discrete Outcomes: Coherence and Completeness using Panel Data

  Andrew Pua (University of Amsterdam)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  December 10

  2015

  Seminar | Rotterdam | 00:00

  Asymptotic Inference for Dynamic Panel Estimators of Infinite Order Autoregressive Processes

  Ryo Okui (Kyoto University, Japan)

  • Seminars Econometric Institute
• Fri

  Friday

  December 04

  2015

  Seminar | Amsterdam | 00:00

  Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point

  Robert Taylor (University of Essex, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  December 03

  2015

  Seminar | Rotterdam | 00:00

  Testing for Predictability in Panels with General Predictors

  Joakim Westerlund (Lund University, Sweden)

  • Seminars Econometric Institute
• Fri

  Friday

  November 27

  2015

  Seminar | Amsterdam | 00:00

  Term Structure of Predictability of Returns and Risks

  Nour Meddahi (University of Toulouse, France)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 26

  2015

  Seminar | Rotterdam | 00:00

  Credit Ratings and the Pricing of Collateralized Debt Obligations

  Maksim Isakin (University of Calgary, Canada)

  • Seminars Econometric Institute
• Fri

  Friday

  November 20

  2015

  Seminar | Amsterdam | 00:00

  SEMINAR IS CANCELLED

  Pascal Lavergne (University of Toulouse, France)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 19

  2015

  Seminar | Rotterdam | 00:00

  Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity

  Kris Boudt (Vrije Universiteit Brussel/Amsterdam, Europe)

  • Seminars Econometric Institute
• Fri

  Friday

  November 13

  2015

  Seminar | Amsterdam | 00:00

  Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso

  Anders Bredahl Kock (Aarhus University, Denmark)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 12

  2015

  Seminar | Rotterdam | 00:00

  Some Theoretical Results on Forecast Combinations

  Laurent Pauwels (University of Sydney, Australia)

  • Seminars Econometric Institute
• Fri

  Friday

  November 06

  2015

  Seminar | Amsterdam | 00:00

  Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance

  Patrick Gagliardini (University of Lugano, Switzerland)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 05

  2015

  Seminar | Rotterdam | 00:00

  From Contextual Bandits to Conditional Treatment Effects

  Thorsten Joachims (Cornell University, United States)

  • Seminars Econometric Institute
• Tue

  Tuesday

  November 03

  2015

  Seminar | Rotterdam | 00:00

  How does the Market view Bank Regulatory Capital Forbearance Policies?

  XiaoXia Ye (Stockholm University, Sweden)

  • Seminars Econometric Institute
• Mon

  Monday

  November 02

  2015

  Seminar | Rotterdam | 00:00

  The Determinants of Equity Option Returns

  Xiao Xiao (Erasmus University Rotterdam, the Netherlands)

  • Seminars Econometric Institute
• Fri

  Friday

  October 30

  2015

  Seminar | Amsterdam | 00:00

  Two-Pass Cross-Sectional Regressions with Individual Stocks

  Cesare Robotti (Imperial College London, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  October 29

  2015

  Seminar | Rotterdam | 00:00

  Realized Factor GARCH

  Peter Hansen (European University Institute, Italy)

  • Seminars Econometric Institute
• Fri

  Friday

  October 23

  2015

  Seminar | Amsterdam | 00:00

  Three-stage Semi-Parametric Inference: Control Variables and Differentiability

  Geert Ridder (University of Southern California, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 16

  2015

  Seminar | Amsterdam | 00:00

  Low-Frequency Asset Pricing Dynamics

  Federico Bandi (Johns Hopkins University, United States)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  October 15

  2015

  Seminar | Rotterdam | 00:00

  Low-Frequency Asset Pricing Dynamics

  Federico Bandi (Johns Hopkins University, United States)

  • Seminars Econometric Institute
• Fri

  Friday

  October 02

  2015

  Seminar | Amsterdam | 00:00

  Finite Underidentification

  Enrique Sentana (Center for Monetary and Financial Studies (CEMFI), Spain)

  • Econometrics Seminars and Workshop Series