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Faculty of Economics

Econometrics - This Term

04 Oct

Leopoldo Catania (University of Rome)

'Forecasting Realized Volatility and the Role of Time-Varying Dependence with Market Returns (joint with Tommaso Proietti)'
Wednesday 4th October 2017 2:00pm
B4, Criminology (Econometrics Seminars)

11 Oct

Oliver Linton, Debopam Bhattacharya, Koen Jochmans, Melvyn Weeks, Donald Robertson, Alexei Onatski, Richard Smith, Andrew Harvey (University of Cambridge)

'Presentations by members of the Econometrics Subject Group'
Wednesday 11th October 2017 2:00pm
Keynes Room, (Econometrics)

18 Oct

Rainer Dahlhaus (Universitat Heidelberg)

'Towards a General Theory for Non-Linear Locally Stationary Processes (joint with Stefan Richter and Wei Biao Wu)'
Wednesday 18th October 2017 2:00pm
Keynes Room, (Econometrics Seminars)

25 Oct

Luis Candelaria Barrera (University of Warwick)

'A Semiparametric Network Formation Model with Multiple Linear Fixed Effects'
Wednesday 25th October 2017 2:00pm
Keynes Room, (Econometrics Seminars)

15 Nov

Jinyong Hahn (UCLA)

'Estimation with Aggregate Shocks'
Wednesday 15th November 2017 2:00pm
Keynes Room, (Econometrics Seminars)

22 Nov

Marine Carrasco (University of Montreal )

'Testing distributional assumptions using a continuum of moments (joint with Dante Amengual and Enrique Sentana)'
Wednesday 22nd November 2017 2:00pm
Keynes Room, (Econometrics Seminars)

27 Nov

Xiaohong Chen - Cambridge-INET (Yale University)

'Monte Carlo Confidence Sets for Identified Sets'
Monday 27th November 2017 2:00pm
Keynes Room, (Econometrics)

29 Nov

Dag Tjostheim (University of Bergen)

'Statistical modeling and applications using local Gaussian approximation'
Wednesday 29th November 2017 2:00pm
Keynes Room, (Econometrics Seminars)