Tinbergen Institute Lectures
| Rotterdam
Low Frequency Econometrics
Mark Watson (Princeton University)
- Econometrics Lecture Series
529 Events
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Seminar | Rotterdam | 00:00
An Almost Closed Form Estimator for the EGARCH Model
Christian Hafner (UC Louvain, Belgium)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
Incidental Parameter Bias in Panel Quantile Regressions
Martin Weidner (UCL)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Semi-automatic Non-linear Model Selection
Jenny Castle (Oxford)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 00:00
Dynamic Conditional Correlation Models for Realized Covariance Matrices
Luc Bauwens (Louvain)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
Bootstrap Tests for Overidentification in Linear Regression Models
Russell Davidson (McGill)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Accurate and Efficient Techniques for Pricing Derivatives and for Computing Risk Measures
Cornelis (Kees) Osterlee (CWI Amsterdam)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 00:00
Non-Linear Panel Data Models with Expected a posterion Values of Correlated Random Effects
Amaresh Tiwari (Univ. of Liege)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
Econometric Inference in the Vicinity of Unity
Tassos Magdalinos (Southampton)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Estimating variance matrices
Karim Abadir (Imperial College)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums
Peter Schotman (Maastricht)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 00:00
Histogram Time Series Forecasting. An Application in Finance
Javier Arroyo, University of Madrid
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors, with an Application to Economic Learning Models
Michael Massmann (VU)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Robust Empirical Inference Built on Non-orthogonality Conditions
Jan Kiviet (Nanyang Technological University (Singapore) and UvA)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 00:00
Concept-based Bayesian Model Averaging and Growth Empirics
Wedun Wang (Tilburg)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Stemming the Big Crash: A Triple Hazard Analysis of Price and Sales Crashes of New Products
Georgios Effraimidis ( University of Southern Denmark)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Detecting Crises, Jumps, and Changes in Regime
Neil Ericsson (Federal Reserve Board)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Recalibrated Opinion Pools
James Mitchell (Warwick Business School)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
Common Dynamics in Volatility: an Additive Common Component vMEM Approach
Giampiero Gallo (University of Florence)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Taylor Series Expansion for Markovian Retrial Queues
Phung Duc Tuan (Tokyo Institute of Technology)
- Econometrics Seminars and Workshop Series