556 Events

• Thu

  Thursday

  June 20

  2013

  Seminar | Rotterdam | 00:00

  Relaxing Monotonicity in the Identification of Local Average Treatment

  Giovanni Mellace (University of St. Gallen, Switzerland)

  • Seminars Econometric Institute
• Thu

  Thursday

  June 13

  2013

  Seminar | Rotterdam | 00:00

  A Kernel Based Bootstrap Method for Dependent Processes

  Paolo Parente (University of Exeter, United Kingdom)

  • Seminars Econometric Institute
• Fri

  Friday

  June 07

  2013

  Seminar | Amsterdam | 00:00

  Testing for Common Cycles in Non-Stationary VARs with Varied Frecquency Data

  Alain Hecq (Maastricht University)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  June 06

  2013

  Seminar | Rotterdam | 00:00

  European Research Workshop in International Trade (ERWIT)

  Stefano Grassi (Aarhus University, Denmark)

  • Seminars Econometric Institute
• Fri

  Friday

  May 31

  2013

  Seminar | Amsterdam | 00:00

  Forecasting with Markov Switching Models

  Andreas Pick (Erasmus University Rotterdam)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  May 30

  2013

  Seminar | Rotterdam | 00:00

  How much do Children learn in Education Systems around the World?

  Dinand Webbink (Erasmus University Rotterdam)

  • Seminars Econometric Institute
• Thu

  Thursday

  May 23

  2013

  Seminar | Rotterdam | 00:00

  A Forward-Looking Model of the Term Structure of Interest Rates

  Albert Lee Chun (University of Aarhus, Denmark)

  • Seminars Econometric Institute
• Wed

  Wednesday

  May 22 - 25

  2013

  Tinbergen Institute Lectures | Rotterdam

  Low Frequency Econometrics

  Mark Watson (Princeton University)

  • Econometrics Lecture Series
• Thu

  Thursday

  May 16

  2013

  Seminar | Rotterdam | 00:00

  An Almost Closed Form Estimator for the EGARCH Model

  Christian Hafner (UC Louvain, Belgium)

  • Seminars Econometric Institute
• Fri

  Friday

  April 26

  2013

  Seminar | Amsterdam | 00:00

  Incidental Parameter Bias in Panel Quantile Regressions

  Martin Weidner (UCL)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 19

  2013

  Seminar | Amsterdam | 00:00

  Semi-automatic Non-linear Model Selection

  Jenny Castle (Oxford)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  April 18

  2013

  Seminar | Rotterdam | 00:00

  Dynamic Conditional Correlation Models for Realized Covariance Matrices

  Luc Bauwens (Louvain)

  • Seminars Econometric Institute
• Fri

  Friday

  April 12

  2013

  Seminar | Amsterdam | 00:00

  Bootstrap Tests for Overidentification in Linear Regression Models

  Russell Davidson (McGill)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 05

  2013

  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
• Thu

  Thursday

  April 04

  2013

  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
• Fri

  Friday

  March 15

  2013

  Seminar | Amsterdam | 00:00

  Econometric Inference in the Vicinity of Unity

  Tassos Magdalinos (Southampton)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 08

  2013

  Seminar | Amsterdam | 00:00

  Estimating variance matrices

  Karim Abadir (Imperial College)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 01

  2013

  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
• Tue

  Tuesday

  February 26

  2013

  Seminar | Rotterdam | 00:00

  Histogram Time Series Forecasting. An Application in Finance

  Javier Arroyo, University of Madrid

  • Seminars Econometric Institute
• Fri

  Friday

  February 22

  2013

  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