452 Events

• Fri

  Friday

  November 13

  2015

  Seminar | Amsterdam | 00:00

  Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso

  Anders Bredahl Kock (Aarhus University, Denmark)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 12

  2015

  Seminar | Rotterdam | 00:00

  Some Theoretical Results on Forecast Combinations

  Laurent Pauwels (University of Sydney, Australia)

  • Seminars Econometric Institute
• Fri

  Friday

  November 06

  2015

  Seminar | Amsterdam | 00:00

  Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance

  Patrick Gagliardini (University of Lugano, Switzerland)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 05

  2015

  Seminar | Rotterdam | 00:00

  From Contextual Bandits to Conditional Treatment Effects

  Thorsten Joachims (Cornell University, United States)

  • Seminars Econometric Institute
• Tue

  Tuesday

  November 03

  2015

  Seminar | Rotterdam | 00:00

  How does the Market view Bank Regulatory Capital Forbearance Policies?

  XiaoXia Ye (Stockholm University, Sweden)

  • Seminars Econometric Institute
• Mon

  Monday

  November 02

  2015

  Seminar | Rotterdam | 00:00

  The Determinants of Equity Option Returns

  Xiao Xiao (Erasmus University Rotterdam, the Netherlands)

  • Seminars Econometric Institute
• Fri

  Friday

  October 30

  2015

  Seminar | Amsterdam | 00:00

  Two-Pass Cross-Sectional Regressions with Individual Stocks

  Cesare Robotti (Imperial College London, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  October 29

  2015

  Seminar | Rotterdam | 00:00

  Realized Factor GARCH

  Peter Hansen (European University Institute, Italy)

  • Seminars Econometric Institute
• Fri

  Friday

  October 23

  2015

  Seminar | Amsterdam | 00:00

  Three-stage Semi-Parametric Inference: Control Variables and Differentiability

  Geert Ridder (University of Southern California, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 16

  2015

  Seminar | Amsterdam | 00:00

  Low-Frequency Asset Pricing Dynamics

  Federico Bandi (Johns Hopkins University, United States)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  October 15

  2015

  Seminar | Rotterdam | 00:00

  Low-Frequency Asset Pricing Dynamics

  Federico Bandi (Johns Hopkins University, United States)

  • Seminars Econometric Institute
• Fri

  Friday

  October 02

  2015

  Seminar | Amsterdam | 00:00

  Finite Underidentification

  Enrique Sentana (Center for Monetary and Financial Studies (CEMFI), Spain)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  October 01

  2015

  Seminar | Rotterdam | 00:00

  Local Trends in Price-to-Dividend Ratios – Assessment, Predictive Value and Determinants

  Fang Xu (University of Reading, United Kingdom)

  • Seminars Econometric Institute
• Fri

  Friday

  September 25

  2015

  Seminar | Amsterdam | 00:00

  Factor Premium in Variance Risk

  Yang Liu (University of Amsterdam)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  September 24

  2015

  Seminar | Rotterdam | 00:00

  A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data

  Charles Bos (VU University Amsterdam, the Netherlands)

  • Seminars Econometric Institute
• Fri

  Friday

  September 18

  2015

  Seminar | Amsterdam | 00:00

  Panel Data Analysis with Heterogeneous Dynamics

  Ryo Okui (VU University Amsterdam and Kyoto University, Japan)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 11

  2015

  Seminar | Amsterdam | 00:00

  Vector Autoregressions with Parsimoniously Time-Varying Parameters and an Application to Monetary Policy.

  Laurent Callot (VU University Amsterdam)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  September 10

  2015

  Seminar | Rotterdam | 00:00

  Optimal Long-Term Allocation with Pension Fund Liabilities

  Michael Rockinger (University of Lausanne, Switzerland)

  • Seminars Econometric Institute
• Thu

  Thursday

  August 27

  2015

  Seminar | Rotterdam | 00:00

  Controlled Shrinkage and Variable Selection

  Tom Boot (Erasmus School of Economics, Erasmus University Rotterdam)

  • Seminars Econometric Institute
• Wed

  Wednesday

  July 22

  2015

  Seminar | Rotterdam | 00:00

  Identification and Estimation of Dynamic Games when Players’ Beliefs are not in Equilibrium

  Marcelo Medeiros (Pontificia Universidade Catolica, Brazil)

  • Seminars Econometric Institute