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Faculty of Economics

Econometrics Seminars

Seminars This Term

For more information or to attend online please contact seminars@econ.cam.ac.uk

24 Apr

Professor Giuseppe Cavaliere (University of Bologna)

"The econometrics of financial duration modeling" based on joint works with Thomas Mikosch, Anders Rahbek and Frederik Vilandt, U Copenhagen
Wednesday 24th April 2024 2:00pm
Hybrid Keynes (Econometrics)

01 May

Professor Yuya Sasaki (Vanderbilt University)

"On the Inconsistency of Cluster-Robust Inference and How Subsampling Can Fix It"
Wednesday 1st May 2024 2:00pm
Hybrid Keynes (Econometrics)

08 May

Professor Jack Porter (University of Wisconsin)

"tbc"
Wednesday 8th May 2024 2:00pm
Hybrid Keynes (Econometrics)

15 May

Professor Martin Weidner (Oxford University)

"tbc"
Wednesday 15th May 2024 2:00pm
Hybrid Keynes (Econometrics)

22 May

Professor Dennis Kristensen (UCL)

"Penalised Continuous-Updating GMM Estimators: Shrinking the No-moment Problem"
Wednesday 22nd May 2024 2:00pm
Hybrid Keynes (Econometrics)

29 May

Professor Tiziano Arduini (University of Rome)

"tbc"
Wednesday 29th May 2024 2:00pm
Hybrid Keynes (Econometrics)

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