514 Events

• Fri

  Friday

  October 18

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Count and Duration Time Series with Equal Conditional Stochastic and Mean Orders

  Christian Francq (University of Lille, CREST)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  October 17

  2019

  Seminar | Rotterdam | 16:00 - 17:30

  Quasi Maximum Likelihood Estimation of Large, Approximate Dynamic Factor Models, with an Application to US output GAP

  Matteo Barigozzi (London School of Economics, United Kingdom)

  • Seminars Econometric Institute
• Thu

  Thursday

  October 10

  2019

  Seminar | Rotterdam | 16:00 - 17:30

  Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

  Gary Koop (University of Strathclyde, United Kingdom)

  • Seminars Econometric Institute
• Wed

  Wednesday

  October 09

  2019

  PhD Defense | Amsterdam | 13:45 - 14:45

  On the Stability of Stochastic Dynamic Systems and their use in Econometrics

  Marc (M.H.C.) Nientker

  • PhD Defense
• Fri

  Friday

  October 04

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective

  Laura Liu (Indiana University Bloomington, United States)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  October 03

  2019

  Seminar | Rotterdam | 16:00 - 17:30

  Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective

  Laura Liu (Indiana University Bloomington, United States)

  • Seminars Econometric Institute
• Thu

  Thursday

  September 26

  2019

  Seminar | Rotterdam | 16:00 - 17:30

  Stepwise Regression Ensembling

  Stefan van Aelst (KU Leuven, Belgium)

  • Seminars Econometric Institute
• Fri

  Friday

  September 20

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Distributions You Can Count On

  Christopher Skeels (University of Melbourne)

  • Econometrics Seminars and Workshop Series
• Thu

  Thursday

  September 19

  2019

  Seminar | Rotterdam | 16:00 - 17:30

  Fast Estimation of Structural Economic Models with Fixed Effects

  Dennis Kristensen (University College London, United Kingdom)

  • Seminars Econometric Institute
• Fri

  Friday

  August 30

  2019

  Research Master Pre-Defense | Amsterdam | 16:15 - 17:15

  High Dimensional Time-varying Parameter Vector Autoregressions

  Quint Wiersma

  • Research Master Defense
• Fri

  Friday

  August 30

  2019

  Research Master Pre-Defense | Amsterdam | 15:00 - 16:00

  On the consistency of estimators for non-stationary observation-driven time-varying parameters

  Janneke van Brummelen

  • Research Master Defense
• Fri

  Friday

  August 23

  2019

  Research Master Pre-Defense | Amsterdam | 10:30 - 11:30

  Random Forests: An Introduction from an Econometrics Perspective

  Anna Buijsman

  • Research Master Defense
• Tue

  Tuesday

  August 20

  2019

  Research Master Pre-Defense | Amsterdam | 11:00 - 12:30

  Jump Contagion among Stock Market Indices: Evidence from Option Markets

  Evgnenii Vladimirov

  • Research Master Defense
• Mon

  Monday

  August 19 - 23

  2019

  Summer School | Amsterdam

  Econometric Methods for Forecasting and Data Science with Applications in Finance, Economics and Business

  Francisco Blasques, Siem Jan Koopman , Siem Jan Koopman, Fransisco Blasques

• Mon

  Monday

  August 19 - 23

  2019

  Summer School | Amsterdam

  Econometric Methods for Forecasting and Data Science with Applications in Finance, Economics and Business

  Francisco Blasques, Siem Jan Koopman , Siem Jan Koopman, Francisco Blasques

• Wed

  Wednesday

  July 03

  2019

  PhD Defense | Amsterdam | 13:45 - 15:15

  Methods for Accurate and Efficient Bayesian Analysis of Time Series

  Agnieszka Borowska , Agnieszka Borowska (Vrije Universiteit Amsterdam)

  • PhD Defense
• Wed

  Wednesday

  June 26

  2019

  Seminar | Rotterdam | 12:00 - 13:00

  The Urban Economics of Retail

  Ioulia Ossokina (Eindhoven University of Technology)

  • Brown Bag Seminars General Economics
• Thu

  Thursday

  June 13

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Another look into the factor model black box: factors interpretation and structural (in)stability

  Catherine Doz (Paris School of Economics)

  • Econometrics Seminars and Workshop Series
• Mon

  Monday

  June 03 - 04

  2019

  Conference | Rotterdam | 09:00 - 17:00

  Econometric Institute International PhD Conference

  PhD Students

  • Seminars Econometric Institute
• Thu

  Thursday

  May 23

  2019

  Seminar | Rotterdam | 16:00 - 17:00

  Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems

  Dumitrescu Elena Ivona (Université Paris Nanterre, France)

  • Seminars Econometric Institute