Seminar
| Rotterdam | 00:00
A New Regression-Based Tail Index Estimator
Paulo Rodrigues (Bank of Portugal, Portugal)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
Cumulated Sum of Squares Statistics for Non-Linear and Non-Stationary Regressions
Vanessa Berenguer-Rico (University of Oxford, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence
Nikolaus Hautsch (University of Vienna, Austria)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Limit Theory for the Long Run Variance of Finite Markov Chains
Peter Hansen (European University Institute, Italy)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 00:00
Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables
Roman Liesenfeld (Universität Köln, Germany)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Outlier Detection Algorithms for Least Squares Time Series
Bent Nielsen (University of Oxford, United Kingdom)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Trends in Distributional Characteristics: Existence of Global Warming
Jesus Gonzalo Muñoz (Universidad Carlos III de Madrid, Spain)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
A Factor Analytical Method to Interactive Effects Dynamic Panel Data Models with or without Unit Root
Joakim Westerlund (Lund university, Sweden)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 00:00
A Flexible Framework for Regularized Low-rank Matrix Estimation
Julie Josse (Agrocampus Ouest, Rennes, France)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
First-Passage-Time in Discrete Time
Marcin Jaskowski (Erasmus University Rotterdam, the Netherlands)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
Estimation of Correlated Random Coefficient Models for Short Panels with a Multi-Factor Error Structure
Takashi Yamagata (University of York, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 00:00
Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
Christine Baumans (Bank of Canada, Canada)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Financial Crises and the State of the Real Economy: An Extreme Value Approach
Stefan Straetmans (Maastricht University, the Netherlands)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
Bank Credit Risk Networks: Evidence from the Eurozone
Christian Brownlees (Pompeu Fabra University and Barcelona GSE, Spain)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
Estimation of Random Coefficient Time Varying Covariance Matrices for Large datasets
George Kapetanios (Queen Mary University of London, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 00:00
Trading Fast and Slow: Colocation and Liquidity
Bjorn Hagstromer (Stockholm University, Sweden)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
Efficient ML and GMM Estimation of Panel Data Models with Cross-Sectional Heteroskedasticity
Hugo Kruiniger (Durham University, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 00:00
What Univariate Models tell us about Multivariate Macroeconomic Models
James Mitchell (University of Warwick, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 00:00
Information Rigidities and the News-adjusted Output Gap
Anthony Garratt (The University of Warwick, United Kingdom)
- Seminars Econometric Institute
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Seminar | Amsterdam | 00:00
College Choice Allocation Mechanisms: Structural Estimates and Counterfactuals
Thierry Magnac (Toulouse School of Economics, France)
- Econometrics Seminars and Workshop Series