Events
Upcoming events
Stepwise Regression Ensembling
Stefan Van Aelst (KU Leuven)
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Econometric Insititute Seminar
Laura Liu (Indiana University)
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Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
Gary Koop (University of Strathclyde)
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Quasi Maximum Likelihood Estimation of Large, Approximate Dynamic Factors Models, with an Application to US Output GAP
Matteo Barigozzi (London School of Economics)
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Econometric Institute Seminar
Wolfgang Hardle (Humboldt Universitãt zu Berlin)
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A more powerful subvector Anderson Rubin test in linear instrumental variables regression with heteroskedasticity
Patrik Guggenberger (Penn State University)
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Using stochastic processes for causal inference
Florian Gunsilius (MIT)
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Econometric Institute Seminars
Germain van Bever (University of Namur)
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Bayesian dynamic tensor regression
Monica Billio (Università Ca' Foscari Venezia)
Past events
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Fast Estimation of Structural Economic Models with Fixed Effects
Dennis Kristensen (UCL)
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Minimum Variance Allocation among Constrained Intervals
Ruey-Lin Sheu (National Cheng Kung University)
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Bayesian Assessment of Identifying Restrictions for Heteroskedastic Structural VARs
Tomasz Woźniak (University of Melbourne)
