Seminar
| Amsterdam | 12:30 - 13:30
Semiparametric Instrumental Variable Method
Jiti Gao (Monash University, Australia)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 12:00 - 13:00
Weak Instrument Bias in Impulse Response Estimators
Daniel Lewis (University College London, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 12:00 - 13:00
Which Factors Drive Downside Risk in the U.S. Economy?
Christian T. Brownlees (LUISS Guido Carli, Italy)
- Erasmus Econometric Institute Series
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Seminar | Amsterdam | 12:30 - 13:30
Binary Choice under Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Algorithmic Fairness
Andrii Babii (The University of North Carolina at Chapel Hill, United States)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 12:00 - 13:00
AIC for many-regressor heteroskedastic regressions
Stanislav Anatolyev (CERGE-EI, Czech Republic)
- Erasmus Econometric Institute Series
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Seminar | 11:30 - 12:30
Graph Joinings, Reversible Markov Chains, and Graph Isomorphism
Andrew Nobel (University of North Carolina, United States)
- Erasmus Econometric Institute Series
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Seminar | Amsterdam | 12:30 - 13:30
An Anatomy of Asset Returns
Roberto Renò (ESSEC Business School, France)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 12:00 - 13:00
Reviving Pseudo-Inverses for Large Dimensional Portfolio Selection
Nestor Parolya (TU Delft)
- Erasmus Econometric Institute Series
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Seminar | Amsterdam | 12:30 - 13:30
Dynamic Models for Extremes
Andrew Harvey (University of Cambridge, United Kingdom)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 12:00 - 13:00
Estimation of large approximate dynamic matrix factor models based on the EM algorithm and Kalman filtering
Matteo Barigozzi (University of Bologna, Italy)
- Erasmus Econometric Institute Series
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Seminar | Rotterdam | 12:00 - 13:00
The impact of central bank backstops on sovereign risk premia: Evidence from the ECB's Transmission Protection Instrument
Bernd Schwaab (European Central Bank, Germany)
- Erasmus Econometric Institute Series
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Seminar | Rotterdam | 12:00 - 13:00
Advancing Time Window Assignment and Vehicle Routing in Last-Mile Logistics
Şifa Çelik (Eindhoven University of Technology)
- Erasmus Econometric Institute Series
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Seminar | Rotterdam | 12:00 - 13:00
Multivariate AutoRegressive Smooth Liquidity
Oliver Linton (University of Cambridge, United Kingdom)
- Erasmus Econometric Institute Series
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Seminar | Rotterdam | 12:00 - 13:00
Pricing ultra-short-term volatility surfaces
Federico Bandi (Johns Hopkins University, United States)
- Erasmus Econometric Institute Series
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Seminar | Amsterdam | 12:30 - 13:30
An Adversarial Approach to Identification and Inference
Chris Muris (McMaster University, Canada)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 12:30 - 13:30
Shapley Instruments
Giovanni Mellace (University of Southern Denmark)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 12:00 - 13:00
Early Birds Get the Vol: Morning Volatility Uncertainty and Variance Risk Premium
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
- Erasmus Econometric Institute Series
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Seminar | Rotterdam | 12:00 - 13:00
Shapley Instruments
Giovanni Mellace (University of Southern Denmark)
- Erasmus Econometric Institute Series
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Seminar | Amsterdam | 12:00 - 13:30
Ponomarev: Identification and Optimal Reserve Price Prices in Ascending Auctions, with an Application to Art and Sarpietro: Fixed Effects in the Tails
Kirill Ponomarev (The University of Chicago, United States) and Silvia Sarpietro (University of Bologna)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 12:00 - 13:00
In-Sample Calibration Yields Conformal Calibration Guarantees
Johanna Ziegel (ETH Zurich, Switzerland)
- Erasmus Econometric Institute Series