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Faculty of Economics

Econometrics - This Term

14 Feb

Tatiana Komarova (LSE)

'Testing nonparametric shape restrictions (joint with Javier Hidalgo)'
Wednesday 14th February 2018 2:00pm
Keynes Room, (Econometrics)

21 Feb

Kevin Sheppard (University of Oxford)

'Direct volatility modeling at multiple horizons'
Wednesday 21st February 2018 2:00pm
Keynes Room, (Econometrics)

28 Feb

Alessio Sancetta (Royal Holloway, University of London)

'Inference in the Presence of Possibly Infinite Dimensional Nuisance Parameters'
Wednesday 28th February 2018 2:00pm
Keynes Room, (Econometrics)

07 Mar

Andrew Patton (Duke University)

'Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk) (joint with Johanna F. Ziegel and Rui Chen)'
Wednesday 7th March 2018 2:00pm
Keynes Room, (Econometrics)

14 Mar

Christoph Rothe (University of Mannheim)

'Bounds on Treatment Effects in Regression Discontinuity Designs with a Manipulated Running Variable'
Wednesday 14th March 2018 2:00pm
Keynes Room, (Econometrics)