583 Events

• Fri

  Friday

  March 20

  2015

  Seminar | Amsterdam | 00:00

  Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence

  Nikolaus Hautsch (University of Vienna, Austria)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 13

  2015

  Seminar | Amsterdam | 00:00

  Limit Theory for the Long Run Variance of Finite Markov Chains

  Peter Hansen (European University Institute, Italy)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  March 05

  2015

  Seminar | Rotterdam | 00:00

  Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables

  Roman Liesenfeld (Universität Köln, Germany)

  • Seminars Econometric Institute
• Tue

  Tuesday

  March 03

  2015

  Seminar | Rotterdam | 00:00

  Outlier Detection Algorithms for Least Squares Time Series

  Bent Nielsen (University of Oxford, United Kingdom)

  • Seminars Econometric Institute
• Thu

  Thursday

  February 26

  2015

  Seminar | Rotterdam | 00:00

  Trends in Distributional Characteristics: Existence of Global Warming

  Jesus Gonzalo Muñoz (Universidad Carlos III de Madrid, Spain)

  • Seminars Econometric Institute
• Fri

  Friday

  February 13

  2015

  Seminar | Amsterdam | 00:00

  A Factor Analytical Method to Interactive Effects Dynamic Panel Data Models with or without Unit Root

  Joakim Westerlund (Lund university, Sweden)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  February 12

  2015

  Seminar | Rotterdam | 00:00

  A Flexible Framework for Regularized Low-rank Matrix Estimation

  Julie Josse (Agrocampus Ouest, Rennes, France)

  • Seminars Econometric Institute
• Thu

  Thursday

  January 29

  2015

  Seminar | Rotterdam | 00:00

  First-Passage-Time in Discrete Time

  Marcin Jaskowski (Erasmus University Rotterdam, the Netherlands)

  • Seminars Econometric Institute
• Fri

  Friday

  December 12

  2014

  Seminar | Amsterdam | 00:00

  Estimation of Correlated Random Coefficient Models for Short Panels with a Multi-Factor Error Structure

  Takashi Yamagata (University of York, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  December 11

  2014

  Seminar | Rotterdam | 00:00

  Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information

  Christine Baumans (Bank of Canada, Canada)

  • Seminars Econometric Institute
• Thu

  Thursday

  December 04

  2014

  Seminar | Rotterdam | 00:00

  Financial Crises and the State of the Real Economy: An Extreme Value Approach

  Stefan Straetmans (Maastricht University, the Netherlands)

  • Seminars Econometric Institute
• Fri

  Friday

  November 28

  2014

  Seminar | Amsterdam | 00:00

  Bank Credit Risk Networks: Evidence from the Eurozone

  Christian Brownlees (Pompeu Fabra University and Barcelona GSE, Spain)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 21

  2014

  Seminar | Amsterdam | 00:00

  Estimation of Random Coefficient Time Varying Covariance Matrices for Large datasets

  George Kapetanios (Queen Mary University of London, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 20

  2014

  Seminar | Rotterdam | 00:00

  Trading Fast and Slow: Colocation and Liquidity

  Bjorn Hagstromer (Stockholm University, Sweden)

  • Seminars Econometric Institute
• Fri

  Friday

  November 14

  2014

  Seminar | Amsterdam | 00:00

  Efficient ML and GMM Estimation of Panel Data Models with Cross-Sectional Heteroskedasticity

  Hugo Kruiniger (Durham University, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 07

  2014

  Seminar | Amsterdam | 00:00

  What Univariate Models tell us about Multivariate Macroeconomic Models

  James Mitchell (University of Warwick, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 06

  2014

  Seminar | Rotterdam | 00:00

  Information Rigidities and the News-adjusted Output Gap

  Anthony Garratt (The University of Warwick, United Kingdom)

  • Seminars Econometric Institute
• Fri

  Friday

  October 31

  2014

  Seminar | Amsterdam | 00:00

  College Choice Allocation Mechanisms: Structural Estimates and Counterfactuals

  Thierry Magnac (Toulouse School of Economics, France)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 24

  2014

  Seminar | Amsterdam | 00:00

  Market Clearing and Stock Returns of Levered Firms when Equity Supply is Fixed

  Lammertjan Dam (University of Groningen)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  October 16

  2014

  Seminar | Rotterdam | 00:00

  Estimating Structural Parameters in Regression Models with Adaptive Learning

  Michael Massmann (VU University Amsterdam, the Netherlands)

  • Seminars Econometric Institute