59 Events

• Fri

  Friday

  October 07

  2022

  Seminar | Amsterdam | 12:30 - 14:30

  Characteristic function-based factor modelling of affine jump diffusions using options

  Niels Marijnen

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 30

  2022

  Seminar | Amsterdam | 12:30 - 13:30

  Solving the Forecasting Combination Puzzle

  David Frazier (Monash University, Australia)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 23

  2022

  Seminar | Amsterdam

  Penalized CoVaR Estimation for US Industries

  Sander Barendse (University of Amsterdam)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 13

  2022

  Seminar | Amsterdam | 12:30 - 13:30

  Focused Information Criterion for Propensity Score Matching Estimators

  Yoshiyasu Rai (University of Mannheim, Germany)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 22

  2022

  Seminar | Amsterdam | 12:30 - 13:30

  Simulation-Based Estimation with many Auxiliary Statistics Applied to Long-Run Dynamic Analysis

  Bertille Antoine (Simon Fraser University, Canada)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 08

  2022

  Seminar | Amsterdam | 12:30 - 13:30

  Optimal Treatment Assignment Rules on Networked Populations

  Abhishek Ananth (Cornell University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 01

  2022

  Seminar | Amsterdam | 12:30 - 13:30

  Econometric Inference on Large Bayesian Games with Heterogeneous Beliefs

  Denis Kojevnikov (Tilburg University)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 04

  2022

  Seminar | Amsterdam | 16:00 - 17:15

  Optimal Shrinkage-Based Portfolio Selection in High-Dimensions

  Nestor Parolya (TU Delft)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  December 04

  2020

  Seminar | Online | 12:30 - 13:30

  Optimal Linear Instrumental Variables Approximations

  Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 23

  2020

  Seminar | Online | 16:00 - 17:15

  Testing for Observation-dependent Regime Switchingin Mixture Autoregressive Models

  Mika Meitz (University of Helsinki, Finland)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 24

  2020

  Seminar | Amsterdam | 16:00 - 17:15

  SEMINAR CANCELLED

  Yacine Ait-Sahalia (Princeton University, United States)

  • Econometrics Seminars and Workshop Series
• Tue

  Tuesday

  April 21

  2020

  Seminar | Rotterdam | 09:00 - 17:00

  OR and Uncertainty: A Unified Framework POSTPONED

  Warren B. Powel (Princeton University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 03

  2020

  Seminar | Amsterdam | 16:00 - 17:15

  SEMINAR CANCELLED

  Irene Botosaru (University of Bristol, United Kingdom) and Chris Muris (University of Bristol, United Kingdom)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 27

  2020

  Seminar | Amsterdam | 16:00 - 17:15

  SEMINAR CANCELLED

  Jean-Paul Renne (University of Lausanne, Switzerland)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 13

  2020

  Seminar | Rotterdam | 12:00 - 13:00

  Vehicle Routing Problem with Urgent Stochastic Customers

  Jasper Bos (University of Twente)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 06

  2020

  Seminar | Amsterdam | 16:00 - 17:15

  Identification and inference in discretechoice models with imperfect information

  Cristina Gualdani (Université Capitole Toulouse 1, France)

  • Econometrics Seminars and Workshop Series
• 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
• Fri

  Friday

  May 17

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

  James Hamilton (University of California at San Diego, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 26

  2019

  Seminar | Rotterdam | 12:00 - 13:00

  The Joint Network Vehicle Routing Game

  Matthijs van Zon, Erasmus University Rotterdam)

  • Econometrics Seminars and Workshop Series