221 Events

filtered by:

Fri

Friday

November 08

2013
Seminar | Amsterdam | 00:00

Properties of the Maximum Likelihood Estimator in Spatial Autoregressive Models

Grant Hillier (University of Southampton, United Kingdom)
- Econometrics Seminars and Workshop Series
Fri

Friday

November 01

2013
Seminar | Amsterdam | 00:00

Unexplained Factors and their Effects on Second Pass R-squared’s and T-tests

Frank Kleibergen (Brown University, United States)
- Econometrics Seminars and Workshop Series
Fri

Friday

October 25

2013
Seminar | Amsterdam | 00:00

COMFORT: A Common Market Factor Non-Gaussian Returns Model

Pawel Polak (University of Zurich, Switzerland)
- Econometrics Seminars and Workshop Series
Fri

Friday

October 11

2013
Seminar | Amsterdam | 00:00

Parameter Estimation Robust to Low-Frequency Contamination

Adam McCloskey (Brown University, United States)
- Econometrics Seminars and Workshop Series
Fri

Friday

September 27

2013
Seminar | Amsterdam | 00:00

Efficient Inference with Time-Varying Identification Strength

Otilia Boldea (Tilburg University)
- Econometrics Seminars and Workshop Series
Fri

Friday

September 20

2013
Seminar | Amsterdam | 00:00

A generalized Focus Information Criterion for GMM Model and Moment Selection

Frank Di Traglia (University of Pennsylvania, United States)
- Econometrics Seminars and Workshop Series
Fri

Friday

June 07

2013
Seminar | Amsterdam | 00:00

Testing for Common Cycles in Non-Stationary VARs with Varied Frecquency Data

Alain Hecq (Maastricht University)
- Econometrics Seminars and Workshop Series
Fri

Friday

May 31

2013
Seminar | Amsterdam | 00:00

Forecasting with Markov Switching Models

Andreas Pick (Erasmus University Rotterdam)
- Econometrics Seminars and Workshop Series
Fri

Friday

April 26

2013
Seminar | Amsterdam | 00:00

Incidental Parameter Bias in Panel Quantile Regressions

Martin Weidner (UCL)
- Econometrics Seminars and Workshop Series
Fri

Friday

April 19

2013
Seminar | Amsterdam | 00:00

Semi-automatic Non-linear Model Selection

Jenny Castle (Oxford)
- Econometrics Seminars and Workshop Series
Fri

Friday

April 12

2013
Seminar | Amsterdam | 00:00

Bootstrap Tests for Overidentification in Linear Regression Models

Russell Davidson (McGill)
- Econometrics Seminars and Workshop Series
Fri

Friday

April 05

2013
Seminar | Amsterdam | 00:00

Accurate and Efficient Techniques for Pricing Derivatives and for Computing Risk Measures

Cornelis (Kees) Osterlee (CWI Amsterdam)
- Econometrics Seminars and Workshop Series
Fri

Friday

March 15

2013
Seminar | Amsterdam | 00:00

Econometric Inference in the Vicinity of Unity

Tassos Magdalinos (Southampton)
- Econometrics Seminars and Workshop Series
Fri

Friday

March 08

2013
Seminar | Amsterdam | 00:00

Estimating variance matrices

Karim Abadir (Imperial College)
- Econometrics Seminars and Workshop Series
Fri

Friday

March 01

2013
Seminar | Amsterdam | 00:00

The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums

Peter Schotman (Maastricht)
- Econometrics Seminars and Workshop Series
Fri

Friday

February 22

2013
Seminar | Amsterdam | 00:00

Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors, with an Application to Economic Learning Models

Michael Massmann (VU)
- Econometrics Seminars and Workshop Series
Fri

Friday

February 08

2013
Seminar | Amsterdam | 00:00

Robust Empirical Inference Built on Non-orthogonality Conditions

Jan Kiviet (Nanyang Technological University (Singapore) and UvA)
- Econometrics Seminars and Workshop Series
Fri

Friday

November 09

2012
Seminar | Amsterdam | 00:00

Common Dynamics in Volatility: an Additive Common Component vMEM Approach

Giampiero Gallo (University of Florence)
- Econometrics Seminars and Workshop Series
Thu

Thursday

November 08

2012
Seminar | Amsterdam | 00:00

Taylor Series Expansion for Markovian Retrial Queues

Phung Duc Tuan (Tokyo Institute of Technology)
- Econometrics Seminars and Workshop Series
Fri

Friday

November 02

2012
Seminar | Amsterdam | 00:00

Responses to the Incidental Parameter Problem

Andrew Pua (UvA)
- Econometrics Seminars and Workshop Series

Series

Fields

Year

Type

Location

221 Events

Properties of the Maximum Likelihood Estimator in Spatial Autoregressive Models

Unexplained Factors and their Effects on Second Pass R-squared’s and T-tests

COMFORT: A Common Market Factor Non-Gaussian Returns Model

Parameter Estimation Robust to Low-Frequency Contamination

Efficient Inference with Time-Varying Identification Strength

A generalized Focus Information Criterion for GMM Model and Moment Selection

Testing for Common Cycles in Non-Stationary VARs with Varied Frecquency Data

Forecasting with Markov Switching Models

Incidental Parameter Bias in Panel Quantile Regressions

Semi-automatic Non-linear Model Selection

Bootstrap Tests for Overidentification in Linear Regression Models

Accurate and Efficient Techniques for Pricing Derivatives and for Computing Risk Measures

Econometric Inference in the Vicinity of Unity

Estimating variance matrices

The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums

Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors, with an Application to Economic Learning Models

Robust Empirical Inference Built on Non-orthogonality Conditions

Common Dynamics in Volatility: an Additive Common Component vMEM Approach

Taylor Series Expansion for Markovian Retrial Queues

Responses to the Incidental Parameter Problem