9 Events

• Thu

  Thursday

  December 03

  2009

  Seminar | Rotterdam | 00:00

  ARIP: An Additive Random Item Parameter Model for Binary and Ordered-Category Data, with Random Induction and Random Sensitivity Parameters

  Paul de Boeck (University of Amsterdam)

  • Seminars Econometric Institute
• Thu

  Thursday

  November 26

  2009

  Seminar | Rotterdam | 00:00

  A Blocking and Regularization Approach to High Dimensional Realized Covariance Estimation

  Nikolaus Hautsch (Humboldt-Universitaet zu Berlin)

  • Seminars Econometric Institute
• Thu

  Thursday

  October 22

  2009

  Seminar | Rotterdam | 00:00

  Parameter Identifiability, Model Equivalence and the Interpretation of Parameters in an Educational Measurement context

  Gunter Maris (University of Amsterdam, and CITO)

  • Seminars Econometric Institute
• Thu

  Thursday

  October 15

  2009

  Seminar | Rotterdam | 00:00

  Asymmetric Information In The Interbank Foreign Exchange Market

  Dagfinn Rime (Norges Bank)

  • Seminars Econometric Institute
• Fri

  Friday

  October 09

  2009

  Seminar | Amsterdam | 00:00

  Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility

  Dave Harvey (University of Nottingham)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  September 17

  2009

  Seminar | Rotterdam | 00:00

  A Framework For Demand And Pricing Dynamics

  Aviv Nevo (Northwestern University)

  • Seminars Econometric Institute
• Thu

  Thursday

  September 03

  2009

  Seminar | Rotterdam | 00:00

  Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting

  Jan Groen (Federal Reserve Bank of New York)

  • Seminars Econometric Institute
• Wed

  Wednesday

  March 18

  2009

  Seminar | Rotterdam | 00:00

  Using Backward Means to Eliminate Individual Effects from Dynamic Panels

  Gerdie Everaert, Ghent University

  • Seminars Econometric Institute
• Tue

  Tuesday

  January 06

  2009

  Seminar | Amsterdam | 00:00

  Exponential limits in heavy traffic for single-server queues: stationary input

  Karl Sigman (Dept. of Industrial Engineering, Columbia University, New York)

  • Econometrics Seminars and Workshop Series