Seminar
| Rotterdam | 00:00
Realized Factor GARCH
Peter Hansen (European University Institute, Italy)
- Seminars Econometric Institute
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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
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Seminar | Amsterdam | 00:00
Low-Frequency Asset Pricing Dynamics
Federico Bandi (Johns Hopkins University, United States)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 00:00
Low-Frequency Asset Pricing Dynamics
Federico Bandi (Johns Hopkins University, United States)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
Finite Underidentification
Enrique Sentana (Center for Monetary and Financial Studies (CEMFI), Spain)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 00:00
Local Trends in Price-to-Dividend Ratios – Assessment, Predictive Value and Determinants
Fang Xu (University of Reading, United Kingdom)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
Factor Premium in Variance Risk
Yang Liu (University of Amsterdam)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 00:00
A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data
Charles Bos (VU University Amsterdam, the Netherlands)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
Panel Data Analysis with Heterogeneous Dynamics
Ryo Okui (VU University Amsterdam and Kyoto University, Japan)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Vector Autoregressions with Parsimoniously Time-Varying Parameters and an Application to Monetary Policy.
Laurent Callot (VU University Amsterdam)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 00:00
Optimal Long-Term Allocation with Pension Fund Liabilities
Michael Rockinger (University of Lausanne, Switzerland)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Controlled Shrinkage and Variable Selection
Tom Boot (Erasmus School of Economics, Erasmus University Rotterdam)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Identification and Estimation of Dynamic Games when Players’ Beliefs are not in Equilibrium
Marcelo Medeiros (Pontificia Universidade Catolica, Brazil)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Long-term Mean Credit Spread Curves
Erik Hennink (Ortec, the Netherlands)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Weighted-Average Least Squares
Jan Magnus (VU University Amsterdam, the Netherlands)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Leontief Model: How to make the Economics Productive
Vladimir Yu. Protassov (Moskow State University, Russia)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Statistics of Heteroskedastic Extremes
Chen Zhou (Erasmus University Rotterdam, the Netherlands)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Survey of the Theory of Extremal Problems
Vladimir Tikhomirov (Moscow State University, Russia)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
The Intrafirm Complexity of systemically Important Financial Institutions
Robin Lumsdaine (American University, Washington DC, United States)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
Point Optimal Testing: A Survey of the Post 1987 Literature
Maxwell King (Monash University, Australia)
- Econometrics Seminars and Workshop Series