223 Events

• Fri

  Friday

  November 22

  2013

  Seminar | Amsterdam | 00:00

  Inference for Non-linear, non-Gaussian State-space models

  Carles Bretó Martínez (University Carlos III Madrid, Spain)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 15

  2013

  Seminar | Amsterdam | 00:00

  Identification using stability restrictions

  Sophocles Mavroeidis (University of Oxford, United Kingdom)

  • Econometrics Seminars and Workshop Series
• 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