Seminar
| Rotterdam | 16:00 - 17:30
Depths for Scatter and Shape Parameters
Germain van Bever (University of Namur, Belgium)
- Seminars Econometric Institute
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Seminar | Amsterdam | 16:00 - 17:15
Bounds in Continuous Instrumental Variable Models
Florian Gunsilius (Massachusetts Institute of Technology, United States)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 16:00 - 17:30
Using Stochastic Processes for Causal Inference
Florian Gunsilius (MIT, United States)
- Seminars Econometric Institute
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Seminar | Rotterdam | 13:00 - 14:00
Introduction New PhD Students
Terri van der Zwan and Renee Spigt (Erasmus University Rotterdam)
- PhD Lunch Seminars
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Seminar | Amsterdam | 16:00 - 17:15
A more powerful subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Heteroskedasticity
Patrik Guggenberger (Pennsylvania State University, United States)
- Econometrics Seminars and Workshop Series
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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
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Seminar | Rotterdam | 16:00 - 17:30
Dynamic Network Perspective of Cryptocurrencies
Wolfgang Härdle (Humbolt Universtät zu Berlin, Germany)
- Seminars Econometric Institute
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Seminar | Amsterdam | 16:00 - 17:15
Count and Duration Time Series with Equal Conditional Stochastic and Mean Orders
Christian Francq (University of Lille, CREST)
- Econometrics Seminars and Workshop Series
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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
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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
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PhD Defense | Amsterdam | 13:45 - 14:45
On the Stability of Stochastic Dynamic Systems and their use in Econometrics
Marc (M.H.C.) Nientker
- PhD Defense
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Seminar | Amsterdam | 16:00 - 17:15
Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
Laura Liu (Indiana University Bloomington, United States)
- Econometrics Seminars and Workshop Series
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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
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Seminar | Rotterdam | 16:00 - 17:30
Stepwise Regression Ensembling
Stefan van Aelst (KU Leuven, Belgium)
- Seminars Econometric Institute
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Seminar | Amsterdam | 16:00 - 17:15
Distributions You Can Count On
Christopher Skeels (University of Melbourne)
- Econometrics Seminars and Workshop Series
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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
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Research Master Pre-Defense | Amsterdam | 16:15 - 17:15
High Dimensional Time-varying Parameter Vector Autoregressions
Quint Wiersma
- Research Master Defense
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Research Master Pre-Defense | Amsterdam | 15:00 - 16:00
On the consistency of estimators for non-stationary observation-driven time-varying parameters
Janneke van Brummelen
- Research Master Defense
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Research Master Pre-Defense | Amsterdam | 10:30 - 11:30
Random Forests: An Introduction from an Econometrics Perspective
Anna Buijsman
- Research Master Defense
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Research Master Pre-Defense | Amsterdam | 11:00 - 12:30
Jump Contagion among Stock Market Indices: Evidence from Option Markets
Evgnenii Vladimirov
- Research Master Defense