Seminars in Econometrics

Seminars in Econometrics are held on Thursdays, 16:00 - 17:00, room EB-12, Erasmus University Rotterdam, Woudestein campus (unless indicated otherwise).

Lecture Asymptotic Optimality in Econometrics
Isaiah Andrews (Massachusetts Institute of Technology)
- Thursday 22 May 2025, 09:30 - Friday 23 May 2025, 16:30
- Lecture
Bounds of the Market Risk Premium
Jens Jackwerth (University of Konstanz)
- Thursday 19 Jun 2025, 12:00 - 13:00
- Seminar

Systemic Risk: CoVaR, Comovement, and Portfolio Selection
Liang Peng (Georgia State University)
- Friday 16 May 2025, 12:00 - 13:00
- Seminar
From Explainable AI to Generative Modeling with Tree-Based Machine Learning
Marvin N. Wright (Leibniz Institute for Prevention Research and Epidemiology – BIPS & University of Bremen)
- Thursday 15 May 2025, 12:00 - 13:00
- Seminar
Identifying the Portfolio Balance Mechanism
Jefferson Duarte (Rice University)
- Thursday 8 May 2025, 12:00 - 13:00
- Seminar
Inference in Time-Varying SVARs Identified with Sign Restrictions
Jonas Arias (Federal Reserve Bank of Philadelphia)
- Tuesday 6 May 2025, 12:00 - 13:00
- Seminar
Disentangling Structural Breaks in Factor Models for Macroeconomic Data
Bonsoo Koo (Monash University)
- Thursday 1 May 2025, 12:00 - 13:00
- Seminar