36 Events

• Thu

  Thursday

  April 16

  2026

  Seminar | Rotterdam | 12:00 - 13:00

  Statistical Methods for High-Dimensional Volatility

  Mark Podolskij (University of Luxembourg)

  • Erasmus Econometric Institute Series
• Fri

  Friday

  April 10

  2026

  Seminar | Amsterdam | 12:30 - 13:30

  Semiparametric Instrumental Variable Method

  Jiti Gao (Monash University, Australia)

  • Econometrics Seminars and Workshop Series
• Wed

  Wednesday

  April 08

  2026

  Seminar | Amsterdam | 12:00 - 13:00

  Weak Instrument Bias in Impulse Response Estimators

  Daniel Lewis (University College London, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Wed

  Wednesday

  April 08 - 10

  2026

  Workshop | Amsterdam | 09:00 - 17:00

  Econometric Game

• Thu

  Thursday

  April 02

  2026

  Seminar | Rotterdam | 12:00 - 13:00

  Which Factors Drive Downside Risk in the U.S. Economy?

  Christian T. Brownlees (LUISS Guido Carli, Italy)

  • Erasmus Econometric Institute Series
• Fri

  Friday

  March 20

  2026

  Seminar | Amsterdam | 12:30 - 13:30

  Binary Choice under Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Algorithmic Fairness

  Andrii Babii (The University of North Carolina at Chapel Hill, United States)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  March 19

  2026

  Seminar | Rotterdam | 12:00 - 13:00

  AIC for many-regressor heteroskedastic regressions

  Stanislav Anatolyev (CERGE-EI, Czech Republic)

  • Erasmus Econometric Institute Series
• Tue

  Tuesday

  March 17

  2026

  Seminar | 11:30 - 12:30

  Graph Joinings, Reversible Markov Chains, and Graph Isomorphism

  Andrew Nobel (University of North Carolina, United States)

  • Erasmus Econometric Institute Series
• Fri

  Friday

  March 13

  2026

  Seminar | Amsterdam | 12:30 - 13:30

  An Anatomy of Asset Returns

  Roberto Renò (ESSEC Business School, France)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  March 12

  2026

  Seminar | Rotterdam | 12:00 - 13:00

  Reviving Pseudo-Inverses for Large Dimensional Portfolio Selection

  Nestor Parolya (TU Delft)

  • Erasmus Econometric Institute Series
• Fri

  Friday

  March 06

  2026

  Seminar | Amsterdam | 12:30 - 13:30

  Dynamic Models for Extremes

  Andrew Harvey (University of Cambridge, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 06

  2026

  PhD Defense | Amsterdam | 10:00 - 12:00

  Local Divergences with Time Series Applications

  Ramon de Punder

  • PhD Defense
• Thu

  Thursday

  March 05

  2026

  Seminar | Rotterdam | 12:00 - 13:00

  Estimation of large approximate dynamic matrix factor models based on the EM algorithm and Kalman filtering

  Matteo Barigozzi (University of Bologna, Italy)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  February 26

  2026

  Seminar | Rotterdam | 12:00 - 13:00

  The impact of central bank backstops on sovereign risk premia: Evidence from the ECB's Transmission Protection Instrument

  Bernd Schwaab (European Central Bank, Germany)

  • Erasmus Econometric Institute Series
• Fri

  Friday

  February 20

  2026

  Seminar | Rotterdam | 12:00 - 13:00

  Advancing Time Window Assignment and Vehicle Routing in Last-Mile Logistics

  Şifa Çelik (Eindhoven University of Technology)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  February 19

  2026

  Seminar | Rotterdam | 12:00 - 13:00

  Multivariate AutoRegressive Smooth Liquidity

  Oliver Linton (University of Cambridge, United Kingdom)

  • Erasmus Econometric Institute Series