Seminar
| Amsterdam | 00:00
SEMINAR HAS BEEN CANCELLED
Peter Reinhard Hansen (European University Institute, Italy)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Identification and Estimation of Incentive Contracts under Asymmetric Information: An Application to the French Water Sector
Christian Bontemps (University of Toulouse and Ecole Nationale de l’Aviation Civile, France)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Inference for Non-linear, non-Gaussian State-space models
Carles Bretó Martínez (University Carlos III Madrid, Spain)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Identification using stability restrictions
Sophocles Mavroeidis (University of Oxford, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Properties of the Maximum Likelihood Estimator in Spatial Autoregressive Models
Grant Hillier (University of Southampton, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Unexplained Factors and their Effects on Second Pass R-squared’s and T-tests
Frank Kleibergen (Brown University, United States)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
COMFORT: A Common Market Factor Non-Gaussian Returns Model
Pawel Polak (University of Zurich, Switzerland)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Parameter Estimation Robust to Low-Frequency Contamination
Adam McCloskey (Brown University, United States)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Efficient Inference with Time-Varying Identification Strength
Otilia Boldea (Tilburg University)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
A generalized Focus Information Criterion for GMM Model and Moment Selection
Frank Di Traglia (University of Pennsylvania, United States)
- Econometrics Seminars and Workshop Series
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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
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Seminar | Amsterdam | 00:00
Forecasting with Markov Switching Models
Andreas Pick (Erasmus University Rotterdam)
- Econometrics Seminars and Workshop Series
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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 | 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 | 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 | 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