456 Events

• 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
• Fri

  Friday

  May 25

  2018

  Seminar | Amsterdam | 00:00

  12th NESG 2018 Conference

  Keynote speaker: Peter C.B. Phillips, Yale University, United States

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 18

  2018

  Seminar | Rotterdam | 00:00

  Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty

  Nikolaus Hautsch (University of Vienna, Austria)

  • Seminars Econometric Institute
• Fri

  Friday

  May 18

  2018

  Seminar | Amsterdam | 00:00

  Quasi-Oracle Estimation of Heterogeneous Causal Effects

  Stefan Wager (Stanford University, United States)

  • Econometrics Seminars and Workshop Series
• Tue

  Tuesday

  May 15

  2018

  Seminar | Rotterdam | 00:00

  Efficient Policy Learning

  Stefan Wagner (Stanford University, United States)

  • Seminars Econometric Institute
• Thu

  Thursday

  May 03

  2018

  Seminar | Rotterdam | 00:00

  Identification and Estimation of Dynamic Factor Models

  Matei Demetrescu (Kiel University, Germany)

  • Seminars Econometric Institute
• Tue

  Tuesday

  May 01

  2018

  Seminar | Rotterdam | 00:00

  BANOVA: Bayesian Analysis of Experiments in Consumer Psychology

  Michel Wedel (University of Maryland)

  • Seminars Econometric Institute
• Fri

  Friday

  April 20

  2018

  Seminar | Amsterdam | 00:00

  This seminar has been cancelled

  Jesus Gonzalo Muñoz (University Carlos III de Madrid, Spain)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  April 19

  2018

  Seminar | Rotterdam | 00:00

  Multiple Channels of Financial Contagion: A Network-Based Econometric Approach

  Deniz Erdemlioglu (IESEG School of Management, France)

  • Seminars Econometric Institute
• Fri

  Friday

  April 13

  2018

  Seminar | Amsterdam | 00:00

  Confidence Intervals for Projections of Partially Identified Parameters

  Jörg Stoye (University of Bonn, Germany)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  April 12

  2018

  Seminar | Rotterdam | 00:00

  Conditional Moment Restriction Models with Incomplete Data

  Valentin Patilea, (ENSAI, France)

  • Seminars Econometric Institute