514 Events

• Fri

  Friday

  April 08

  2016

  Seminar | Amsterdam | 00:00

  Testing No Cointegration in Large VARs

  Alexey Onatskiy (University of Cambridge, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  April 07

  2016

  Seminar | Rotterdam | 00:00

  Testing no Cointegration in Large VARs

  Alexei Onatskiy (University of Cambridge, United Kingdom)

  • Seminars Econometric Institute
• Thu

  Thursday

  March 31

  2016

  Seminar | Rotterdam | 00:00

  Robust and Non-parametric Detection of Change-points in Time Series using U-statistics and U-quantiles

  Roland Fried (Technical University Dortmund, Germany)

  • Seminars Econometric Institute
• Mon

  Monday

  March 21

  2016

  Seminar | Rotterdam | 00:00

  Robust Inference in Sample Selection Models

  Mikhail Zhelonkin (University of Lausanne)

  • Seminars Econometric Institute
• Fri

  Friday

  March 18

  2016

  Seminar | Amsterdam | 00:00

  Dual Regression

  Sami Stouli (University of Bristol, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 11

  2016

  Seminar | Rotterdam | 00:00

  Multivariate Extreme Value Index: Hill and Moment-Based Estimators

  Yves Dominicy (Universite Libre de Bruxelles, Belgium)

  • Seminars Econometric Institute
• Fri

  Friday

  March 04

  2016

  Seminar | Rotterdam | 00:00

  THIS SEMINAR HAS BEEN CANCELLED

  Laurent Callot (VU University Amsterdam)

  • Seminars Econometric Institute
• Fri

  Friday

  February 19

  2016

  Seminar | Amsterdam | 00:00

  The Role of Initial Values in Conditional Sum-of-Squares Estimation of Nonstationary Fractional Time Series Models

  Soren Johansen (University of Copenhagen, Denmark)

  • Econometrics Seminars and Workshop Series
• Tue

  Tuesday

  February 16

  2016

  Seminar | Rotterdam | 00:00

  The Practice of FX Spot Trading and Competition amongst Liquidity Providers

  Roel Oomen (University of Cambridge, United Kingdom)

  • Seminars Econometric Institute
• Fri

  Friday

  January 15

  2016

  Seminar | Rotterdam | 00:00

  The Impact of Evolving Consumer Behavior on a Dual-channel Retailer’s Service Levels

  Nevin Mutlu (Virginia Polytechnic State University, United States)

  • Seminars Econometric Institute
• Fri

  Friday

  December 11

  2015

  Seminar | Amsterdam | 00:00

  Simultaneous Equation Models with Discrete Outcomes: Coherence and Completeness using Panel Data

  Andrew Pua (University of Amsterdam)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  December 10

  2015

  Seminar | Rotterdam | 00:00

  Asymptotic Inference for Dynamic Panel Estimators of Infinite Order Autoregressive Processes

  Ryo Okui (Kyoto University, Japan)

  • Seminars Econometric Institute
• Fri

  Friday

  December 04

  2015

  Seminar | Amsterdam | 00:00

  Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point

  Robert Taylor (University of Essex, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  December 03

  2015

  Seminar | Rotterdam | 00:00

  Testing for Predictability in Panels with General Predictors

  Joakim Westerlund (Lund University, Sweden)

  • Seminars Econometric Institute
• Fri

  Friday

  November 27

  2015

  Seminar | Amsterdam | 00:00

  Term Structure of Predictability of Returns and Risks

  Nour Meddahi (University of Toulouse, France)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 26

  2015

  Seminar | Rotterdam | 00:00

  Credit Ratings and the Pricing of Collateralized Debt Obligations

  Maksim Isakin (University of Calgary, Canada)

  • Seminars Econometric Institute
• Fri

  Friday

  November 20

  2015

  Seminar | Amsterdam | 00:00

  SEMINAR IS CANCELLED

  Pascal Lavergne (University of Toulouse, France)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 19

  2015

  Seminar | Rotterdam | 00:00

  Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity

  Kris Boudt (Vrije Universiteit Brussel/Amsterdam, Europe)

  • Seminars Econometric Institute
• Fri

  Friday

  November 13

  2015

  Seminar | Amsterdam | 00:00

  Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso

  Anders Bredahl Kock (Aarhus University, Denmark)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  November 12

  2015

  Seminar | Rotterdam | 00:00

  Some Theoretical Results on Forecast Combinations

  Laurent Pauwels (University of Sydney, Australia)

  • Seminars Econometric Institute