489 Events

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Fri

Friday

November 22

2013
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
Thu

Thursday

November 21

2013
Seminar | Rotterdam | 00:00

Assessing Asset Purchases within the ECB’s Securities Markets Programme

Bernd Schwaab (European Central Bank, Germany)
- Seminars Econometric Institute
Fri

Friday

November 15

2013
Seminar | Amsterdam | 00:00

Identification using stability restrictions

Sophocles Mavroeidis (University of Oxford, United Kingdom)
- Econometrics Seminars and Workshop Series
Thu

Thursday

November 14

2013
Seminar | Rotterdam | 00:00

Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section

Massimo Guidolin (Bocconi University, Italy)
- Seminars Econometric Institute
Fri

Friday

November 08

2013
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
Fri

Friday

November 01

2013
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
Thu

Thursday

October 31

2013
Seminar | Rotterdam | 00:00

A Unified Theory for Time Varying Models: Foundations and Applications in the Presence of Breaks and Heteroscedasticity (and Some Results on Companion and Hessenberg Matrices)

Menelaos Karanasos (Brunel University, United Kingdom)
- Seminars Econometric Institute
Fri

Friday

October 25

2013
Seminar | Amsterdam | 00:00

COMFORT: A Common Market Factor Non-Gaussian Returns Model

Pawel Polak (University of Zurich, Switzerland)
- Econometrics Seminars and Workshop Series
Thu

Thursday

October 24

2013
Seminar | Rotterdam | 00:00

Efficient Inference with Time-Varying Identification Strength

Otilia Boldea (University of Tilburg)
- Seminars Econometric Institute
Fri

Friday

October 11

2013
Seminar | Amsterdam | 00:00

Parameter Estimation Robust to Low-Frequency Contamination

Adam McCloskey (Brown University, United States)
- Econometrics Seminars and Workshop Series
Thu

Thursday

October 10

2013
Seminar | Rotterdam | 00:00

On Joint Dimension Reduction and Clustering of Categorical Data

Michel van de Velden (Erasmus University Rotterdam)
- Seminars Econometric Institute
Fri

Friday

September 27

2013
Seminar | Amsterdam | 00:00

Efficient Inference with Time-Varying Identification Strength

Otilia Boldea (Tilburg University)
- Econometrics Seminars and Workshop Series
Tue

Tuesday

September 24

2013
Seminar | Rotterdam | 00:00

Idiosyncratic Cash Flows and Systematic Risk

Ilona Babenko (The University of Arizona, United States)
- Seminars Econometric Institute
Fri

Friday

September 20

2013
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
Thu

Thursday

September 19

2013
Seminar | Rotterdam | 00:00

Forecasting with Many Predictors: Allowing for Non-linear Effects

Eran Raviv (Erasmus University Rotterdam)
- Seminars Econometric Institute
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

Series

Fields

Year

Type

Location

489 Events

Inference for Non-linear, non-Gaussian State-space models

Assessing Asset Purchases within the ECB’s Securities Markets Programme

Identification using stability restrictions

Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section

Properties of the Maximum Likelihood Estimator in Spatial Autoregressive Models

Unexplained Factors and their Effects on Second Pass R-squared’s and T-tests

A Unified Theory for Time Varying Models: Foundations and Applications in the Presence of Breaks and Heteroscedasticity (and Some Results on Companion and Hessenberg Matrices)

COMFORT: A Common Market Factor Non-Gaussian Returns Model

Efficient Inference with Time-Varying Identification Strength

Parameter Estimation Robust to Low-Frequency Contamination

On Joint Dimension Reduction and Clustering of Categorical Data

Efficient Inference with Time-Varying Identification Strength

Idiosyncratic Cash Flows and Systematic Risk

A generalized Focus Information Criterion for GMM Model and Moment Selection

Forecasting with Many Predictors: Allowing for Non-linear Effects

Relaxing Monotonicity in the Identification of Local Average Treatment

A Kernel Based Bootstrap Method for Dependent Processes

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

European Research Workshop in International Trade (ERWIT)

Forecasting with Markov Switching Models

Series

Fields

Year

Type

Location

489 Events

Inference for Non-linear, non-Gaussian State-space models

Assessing Asset Purchases within the ECB&#8217;s Securities Markets Programme

Identification using stability restrictions

Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section

Properties of the Maximum Likelihood Estimator in Spatial Autoregressive Models

Unexplained Factors and their Effects on Second Pass R-squared’s and T-tests

A Unified Theory for Time Varying Models: Foundations and Applications in the Presence of Breaks and Heteroscedasticity (and Some Results on Companion and Hessenberg Matrices)

COMFORT: A Common Market Factor Non-Gaussian Returns Model

Efficient Inference with Time-Varying Identification Strength

Parameter Estimation Robust to Low-Frequency Contamination

On Joint Dimension Reduction and Clustering of Categorical Data

Efficient Inference with Time-Varying Identification Strength

Idiosyncratic Cash Flows and Systematic Risk

A generalized Focus Information Criterion for GMM Model and Moment Selection

Forecasting with Many Predictors: Allowing for Non-linear Effects

Relaxing Monotonicity in the Identification of Local Average Treatment

A Kernel Based Bootstrap Method for Dependent Processes

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

European Research Workshop in International Trade (ERWIT)

Forecasting with Markov Switching Models

Assessing Asset Purchases within the ECB’s Securities Markets Programme