39 Events

• Fri

  Friday

  December 14

  2018

  Seminar | Amsterdam | 16:00 - 17:15

  Identifying Structural Equations in Macroeconomics with External Shock-Instruments

  Geert Mesters (Universitat Pompeu Fabra, Spain)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  December 14

  2018

  Seminar | Amsterdam | 10:00 - 17:00

  Workshop on Competition Policy

  Iwan Bos (Maastricht University), Giulio Federico (European Commission, Belgium), Yassine Lefouili (Toulouse 1 University Capitole, France), Evgenia Motchenkova (VU Amsterdam), Maarten Pieter Schinkel (University of Amsterdam), Giancarlo Spagnolo (University of Rome ‘Tor Vergata’, Italy), and Jan Tichem (Autoriteit Consument & Markt)

  • Organizations and Markets Seminars
• Thu

  Thursday

  November 29

  2018

  Seminar | Rotterdam | 16:00 - 17:00

  Estimation of the Realized High-Order Moments

  Ostap Okhrin (TU Dresden, Germany)

  • Seminars Econometric Institute
• Fri

  Friday

  November 23

  2018

  Seminar | Amsterdam | 16:00 - 17:15

  Equilibrium Restrictions and Approximate Models: Pricing Macroeconomic Risk

  Andreas Tryphonides (Humboldt University of Berlin, Germany)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 22

  2018

  Seminar | Rotterdam | 16:00 - 17:00

  A Unified Framework for the Estimation and Inference in Linear Quantile Regression: A Local Polynomial Approach

  Štepana Lazarova (Queen Mary University of London, United Kingdom)

  • Seminars Econometric Institute
• Fri

  Friday

  November 16

  2018

  Seminar | Amsterdam | 16:00 - 17:15

  Inference under Shape Restrictions

  Joachim Freyberger (University of Wisconsin-Madison, United States)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 15

  2018

  Seminar | Rotterdam | 16:00 - 17:00

  Inference under Shape Restrictions

  Joachim Freyberger (University of Wisconsin-Madison, United States)

  • Seminars Econometric Institute
• Fri

  Friday

  November 09

  2018

  Seminar | Amsterdam | 16:00 - 17:15

  Adjusted Maximum Likelihood Inference for Spatial Models with Fixed Effects

  Federico Martellosio (University of Surrey, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 08

  2018

  Seminar | Rotterdam | 16:00 - 17:00

  Determination of Vector Error Correction Models in High Dimensions

  Melanie Schienle (Karlsruhe Institute of Technology, Germany)

  • Seminars Econometric Institute
• Fri

  Friday

  November 02

  2018

  Seminar | Amsterdam | 00:00

  Sensitivity Analysis using Approximate Moment Condition Models

  Timothy Armstrong (Yale University, United States)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 01

  2018

  Seminar | Rotterdam | 00:00

  Prediction when fitting simple models to high-dimensional data

  Hannes Leeb (University of Vienna, Austria)

  • Seminars Econometric Institute
• Fri

  Friday

  October 26

  2018

  Seminar | Amsterdam | 00:00

  U.S. monetary policy and stock returns interdependence under different communication regimes

  Leandro Magnusson (The University of Western Australia)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  October 25

  2018

  Seminar | Rotterdam | 00:00

  Flexible Modelling of Multivariate Time Series

  Jim Griffin (University of Kent, United Kingdom)

  • Seminars Econometric Institute
• Thu

  Thursday

  October 18

  2018

  Seminar | Rotterdam | 00:00

  Two-Part Models are Robust to Endogenous Selection

  David Drukker (STATA Corp, United States)

  • Seminars Econometric Institute
• Fri

  Friday

  October 05

  2018

  Seminar | Amsterdam | 00:00

  Measuring US Aggregate Output and Output Gap using Large Datasets

  Matteo Barigozzi (London School of Economics, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  October 04

  2018

  Seminar | Rotterdam | 00:00

  Understanding Potential Outliers using the O3 Plot

  Antony Unwin (University of Augsburg, Germany)

  • Seminars Econometric Institute
• Fri

  Friday

  September 21

  2018

  Seminar | Amsterdam | 00:00

  Sparse Vector Autoregressive Models: Applications

  Christophe Croux (EDHEC, France)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  June 21

  2018

  Seminar | Rotterdam | 00:00

  Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage

  Marcelo Cunha Medeiros (PUC Rio de Janeiro, Brasil)

  • Seminars Econometric Institute
• Mon

  Monday

  June 04

  2018

  Seminar | Rotterdam | 00:00

  Estimating Weak Factor Models

  Takashi Yamagata (York University, Canada)

  • Seminars Econometric Institute
• Tue

  Tuesday

  May 29

  2018

  Seminar | Amsterdam | 00:00

  A Partial Identification Subnetwork Approach to Discrete Games in Large Networks: An Application to Quantifying Peer Effects

  Tong Li (Vanderbilt University, United States)

  • Econometrics Seminars and Workshop Series