20 Events

• Thu

  Thursday

  December 14

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  Factor-augmented functional regression with an application to electricity price curve forecasting

  Sven Otto (University of Cologne, Germany)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  December 07

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  0DTE option pricing

  Roberto Renò (University of Verona, Italy)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  November 30

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  Inference in PCA under weak identifiability

  Davy Paindaveine (Université Libre de Bruxelles, Belgium)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  November 23

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  Capturing International Influences in U.S. Monetary Policy through a NLP approach

  Laurent Ferrara (SKEMA Business School, France)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  November 16

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  Optimal transportation through saddlepoints and some robustness issues

  Elvezio Ronchetti (University of Geneva, Switzerland)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  November 09

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  Title to be announced

  Fabio Trojani (University of Geneva, Switzerland)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  November 09

  2023

  PhD Defense | Rotterdam | 10:30 - 12:00

  On Dynamic Models: Optimization-Based Methods and Practical Applications

  Bram van Os

  • PhD Defense
• Thu

  Thursday

  November 02

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  Asset Pricing with Unsystematic Risk

  Irina Zviadadze (HEC Paris, France)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  June 08

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  Sharpe Ratio Shrinkage

  Andrea Vedolin (Boston University, United States)

  • Erasmus Econometric Institute Series
• Fri

  Friday

  June 02

  2023

  Conference | Rotterdam | 09:00 - 22:00

  Netherlands Econometric Study Group

• Thu

  Thursday

  June 01

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  Modeling Job Search and Matching with Panel Data on Vacancies and Applications

  Robert Miller (Carnegie Mellon University, United States)

  • Erasmus Econometric Institute Series
• Wed

  Wednesday

  May 17

  2023

  Workshop | Rotterdam | 09:00 - 17:30

  Research Workshop on Econometric Advances in Macro and Finance

  Keynote speaker: Sydney C. Ludvigson (New York University, United States)

• Mon

  Monday

  May 15 - 16

  2023

  Tinbergen Institute Lectures | Rotterdam | 09:30 - 16:30

  Announcements and Markets: A Mixed Frequency Structural Estimation

  Sydney C. Ludvigson (New York University, United States)

  • Econometrics Lecture Series
• Thu

  Thursday

  May 11

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  Seminar Cancelled

  Victor Chernozhukov (MIT, United States)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  May 04

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  Approximate Functional Factor Models

  Nazarii Salish (Universidad Carlos III de Madrid, Spain)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  April 13

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  Flexible Covariate Adjustments in Regression Discontinuity Designs

  Claudia Noack (University of Oxford, United Kingdom)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  April 06

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  On the Universality of the Volatility Formation Process: when Machine Learning and Rough Volatility Agree

  Matheu Rosenbaum (Ecole Polytechnique, France)

  • Erasmus Econometric Institute Series
• Tue

  Tuesday

  March 14

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  Tail Risk and Asset Prices in the Short-Term

  Caio Almeida (Princeton University, United States)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  March 02

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  Assessing Inference Methods

  Bruno Ferman (Sao Paulo School of Economics, Brazil)

  • Erasmus Econometric Institute Series
• Fri

  Friday

  February 03

  2023

  Seminar | Rotterdam | 12:00 - 13:00

  Branch-and-cut for the Mixed Fleet Green Vehicle Routing Problem

  Jesper Bang Mikkelsen (Aarhus Universitet, Denmark)

  • Erasmus Econometric Institute Series