456 Events

• Thu

  Thursday

  October 17

  2019

  Seminar | Rotterdam | 16:00 - 17:30

  Quasi Maximum Likelihood Estimation of Large, Approximate Dynamic Factor Models, with an Application to US output GAP

  Matteo Barigozzi (London School of Economics, United Kingdom)

  • Seminars Econometric Institute
• Thu

  Thursday

  October 10

  2019

  Seminar | Rotterdam | 16:00 - 17:30

  Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

  Gary Koop (University of Strathclyde, United Kingdom)

  • Seminars Econometric Institute
• Fri

  Friday

  October 04

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective

  Laura Liu (Indiana University Bloomington, United States)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  October 03

  2019

  Seminar | Rotterdam | 16:00 - 17:30

  Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective

  Laura Liu (Indiana University Bloomington, United States)

  • Seminars Econometric Institute
• Thu

  Thursday

  September 26

  2019

  Seminar | Rotterdam | 16:00 - 17:30

  Stepwise Regression Ensembling

  Stefan van Aelst (KU Leuven, Belgium)

  • Seminars Econometric Institute
• Fri

  Friday

  September 20

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Distributions You Can Count On

  Christopher Skeels (University of Melbourne)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  September 19

  2019

  Seminar | Rotterdam | 16:00 - 17:30

  Fast Estimation of Structural Economic Models with Fixed Effects

  Dennis Kristensen (University College London, United Kingdom)

  • Seminars Econometric Institute
• Wed

  Wednesday

  June 26

  2019

  Seminar | Rotterdam | 12:00 - 13:00

  The Urban Economics of Retail

  Ioulia Ossokina (Eindhoven University of Technology)

  • Brown Bag Seminars General Economics
• Thu

  Thursday

  June 13

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Another look into the factor model black box: factors interpretation and structural (in)stability

  Catherine Doz (Paris School of Economics)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  May 23

  2019

  Seminar | Rotterdam | 16:00 - 17:00

  Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems

  Dumitrescu Elena Ivona (Université Paris Nanterre, France)

  • Seminars Econometric Institute
• Fri

  Friday

  May 17

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

  James Hamilton (University of California at San Diego, United States)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  May 16

  2019

  Seminar | Rotterdam | 16:00 - 17:00

  Measuring Labor-force Participation and the Incidence and Duration of Unemployment

  James Hamilton (University of California San Diego, United States)

  • Seminars Econometric Institute
• Mon

  Monday

  May 13

  2019

  Seminar | Rotterdam | 16:00 - 17:00

  Info-Metrics for Modeling and Inference

  Amos Golan (American University, United States)

  • Seminars Econometric Institute
• Fri

  Friday

  May 10

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Inference based on Kotlarski's Identity

  Yuya Sasaki (Vanderbilt University, United States)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  May 09

  2019

  Seminar | Rotterdam | 16:00 - 17:00

  Confidence set for group membership

  Andreas Dzemski (Gothenburg University, Denmark)

  • Seminars Econometric Institute
• Fri

  Friday

  May 03

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Spectral Models for Locally Stationary Time Series

  Alessandra Luati (University of Bologna)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 03

  2019

  Seminar | Rotterdam | 12:00 - 13:00

  A P-step Formulation for the Capacitated Vehicle Routing Problem

  Remy Spliet (Erasmus University Rotterdam)

  • Seminars Econometric Institute
• Thu

  Thursday

  April 25

  2019

  Seminar | Rotterdam | 14:00 - 15:00

  Binarization for Panel Models with Fixed Effects

  Chris Muris (Bristol University, United Kingdom)

  • Seminars Econometric Institute
• Fri

  Friday

  April 12

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Factor Models for Asset Pricing

  Paolo Zaffaroni (Imperial College London)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  April 11

  2019

  Seminar | Rotterdam | 10:00 - 11:00

  Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models

  Helmut Lütkepohl (Deutsches Institut für Wirtschaftsforschung)

  • Seminars Econometric Institute