Seminar
| Rotterdam | 00:00
Reliability and Rankings
Bas Donkers - Martina Vandebroek - Richard Paap - Alberto Maydeu Olivares
- Seminars Econometric Institute
466 Events
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Seminar | Amsterdam | 00:00
Prior Selection for Vector Autoregressions
Domenico Giannone (Université Libre de Bruxelles)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Empirical Economic Model Discovery and Theory Evaluation
David Hendry (Oxford)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
The Conditional Autoregressive Wishart Model for Multivariate Stock Market Volatility
Roman Liesenfeld (Kiel)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Seasonal unit root tests in long periodicity cases.
David Dickey (North Carolina State)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Bias-corrected least absolute deviation estimation of censored regression models
Pavel Cizek (Tilburg)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
The forward search: theory and data analysis
Marco Riani (Parma)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
On the Relative Robustness of the Size of Tests to Local Model Violations
Patrik Guggenberger (UCSD)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Efficiency in Large Dynamic Panel Models with Common Factor
Christian Gourieroux (ENSAE, Paris and Toronto)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Title will be announced
Guilherme Valle Moura (VU)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Title will be announced
David Dickey North (Carolina State)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 00:00
An Econometric Approach to Neural Network Model Selection for Financial Time Series analysis
Nikos Thomaidis (Department of Financial Engineering & Management University of the Aegean)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
Approximate Counting: A mini course on techniques for Rapidly Mixing Markov Chains in relation to Approximate Counting.
Martin Dyer (University of Leeds)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Knowing When to Stop
prof. Ted Hill, (Georgia Institute of Technology, Atlanta USA): prof. Arno Berger, (University of Alberta, Edmonton, Canada)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
See day schedule Workshop
2nd Amsterdam-Bonn Workshop in Econometrics
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 00:00
ARIP: An Additive Random Item Parameter Model for Binary and Ordered-Category Data, with Random Induction and Random Sensitivity Parameters
Paul de Boeck (University of Amsterdam)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
A Blocking and Regularization Approach to High Dimensional Realized Covariance Estimation
Nikolaus Hautsch (Humboldt-Universitaet zu Berlin)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Parameter Identifiability, Model Equivalence and the Interpretation of Parameters in an Educational Measurement context
Gunter Maris (University of Amsterdam, and CITO)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Asymmetric Information In The Interbank Foreign Exchange Market
Dagfinn Rime (Norges Bank)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility
Dave Harvey (University of Nottingham)
- Econometrics Seminars and Workshop Series