26 Events

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Thu

Thursday

December 19

2019
Seminar | Rotterdam | 16:00 - 17:30

Linear Factor Models and the Estimation of Expected Returns

Cisil Sarisoy Linke (Federal Reserve Bank, United States)
- Seminars Econometric Institute
Thu

Thursday

November 28

2019
Seminar | Rotterdam | 16:00 - 17:30

Identification and Inference of Network Formation Games with Misclassified Links

Luis Candelaria (University of Warwick. United Kingdom)
- Seminars Econometric Institute
Thu

Thursday

November 21

2019
Seminar | Rotterdam | 16:00 - 17:30

Bayesian Dynamic Tensor Tegression

Monica Billio (Università Ca' Foscari Venezia, Italy)
- Seminars Econometric Institute
Thu

Thursday

November 14

2019
Seminar | Rotterdam | 16:00 - 17:30

Depths for Scatter and Shape Parameters

Germain van Bever (University of Namur, Belgium)
- Seminars Econometric Institute
Thu

Thursday

November 07

2019
Seminar | Rotterdam | 16:00 - 17:30

Using Stochastic Processes for Causal Inference

Florian Gunsilius (MIT, United States)
- Seminars Econometric Institute
Thu

Thursday

October 31

2019
Seminar | Rotterdam | 16:00 - 17:30

A More Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Heteroskedasticity

Patrik Guggenberger (Penn State University, United States)
- Seminars Econometric Institute
Thu

Thursday

October 24

2019
Seminar | Rotterdam | 16:00 - 17:30

Dynamic Network Perspective of Cryptocurrencies

Wolfgang Härdle (Humbolt Universtät zu Berlin, Germany)
- Seminars Econometric Institute
Thu

Thursday

October 17

2019
Seminar | Rotterdam | 16:00 - 17:30

Quasi Maximum Likelihood Estimation of Large, Approximate Dynamic Factor Models, with an Application to US output GAP

Matteo Barigozzi (London School of Economics, United Kingdom)
- Seminars Econometric Institute
Thu

Thursday

October 10

2019
Seminar | Rotterdam | 16:00 - 17:30

Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

Gary Koop (University of Strathclyde, United Kingdom)
- Seminars Econometric Institute
Thu

Thursday

October 03

2019
Seminar | Rotterdam | 16:00 - 17:30

Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective

Laura Liu (Indiana University Bloomington, United States)
- Seminars Econometric Institute
Thu

Thursday

September 26

2019
Seminar | Rotterdam | 16:00 - 17:30

Stepwise Regression Ensembling

Stefan van Aelst (KU Leuven, Belgium)
- Seminars Econometric Institute
Thu

Thursday

September 19

2019
Seminar | Rotterdam | 16:00 - 17:30

Fast Estimation of Structural Economic Models with Fixed Effects

Dennis Kristensen (University College London, United Kingdom)
- Seminars Econometric Institute
Mon

Monday

June 03 - 04

2019
Conference | Rotterdam | 09:00 - 17:00

Econometric Institute International PhD Conference

PhD Students
- Seminars Econometric Institute
Thu

Thursday

May 23

2019
Seminar | Rotterdam | 16:00 - 17:00

Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems

Dumitrescu Elena Ivona (Université Paris Nanterre, France)
- Seminars Econometric Institute
Thu

Thursday

May 16

2019
Seminar | Rotterdam | 16:00 - 17:00

Measuring Labor-force Participation and the Incidence and Duration of Unemployment

James Hamilton (University of California San Diego, United States)
- Seminars Econometric Institute
Mon

Monday

May 13

2019
Seminar | Rotterdam | 16:00 - 17:00

Info-Metrics for Modeling and Inference

Amos Golan (American University, United States)
- Seminars Econometric Institute
Thu

Thursday

May 09

2019
Seminar | Rotterdam | 16:00 - 17:00

Confidence set for group membership

Andreas Dzemski (Gothenburg University, Denmark)
- Seminars Econometric Institute
Fri

Friday

May 03

2019
Seminar | Rotterdam | 12:00 - 13:00

A P-step Formulation for the Capacitated Vehicle Routing Problem

Remy Spliet (Erasmus University Rotterdam)
- Seminars Econometric Institute
Thu

Thursday

April 25

2019
Seminar | Rotterdam | 14:00 - 15:00

Binarization for Panel Models with Fixed Effects

Chris Muris (Bristol University, United Kingdom)
- Seminars Econometric Institute
Thu

Thursday

April 11

2019
Seminar | Rotterdam | 10:00 - 11:00

Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models

Helmut Lütkepohl (Deutsches Institut für Wirtschaftsforschung)
- Seminars Econometric Institute

Series

Fields

Year

Type

Location

26 Events

Linear Factor Models and the Estimation of Expected Returns

Identification and Inference of Network Formation Games with Misclassified Links

Bayesian Dynamic Tensor Tegression

Depths for Scatter and Shape Parameters

Using Stochastic Processes for Causal Inference

A More Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Heteroskedasticity

Dynamic Network Perspective of Cryptocurrencies

Quasi Maximum Likelihood Estimation of Large, Approximate Dynamic Factor Models, with an Application to US output GAP

Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective

Stepwise Regression Ensembling

Fast Estimation of Structural Economic Models with Fixed Effects

Econometric Institute International PhD Conference

Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems

Measuring Labor-force Participation and the Incidence and Duration of Unemployment

Info-Metrics for Modeling and Inference

Confidence set for group membership

A P-step Formulation for the Capacitated Vehicle Routing Problem

Binarization for Panel Models with Fixed Effects

Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models