Events

Rotterdam skyline

Disentangling Structural Breaks in Factor Models for Macroeconomic Data
Bonsoo Koo (Monash University)
- Thursday 1 May 2025, 12:00 - 13:00
- Seminar
Joint Seminar by Khue Nguyen and Danny Zhu
Khue Nguyen (Erasmus School of Economics) and Danny Zhu (Erasmus School of Economics)
- Friday 2 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
Identifying the Portfolio Balance Mechanism
Jefferson Duarte (Rice University)
- Thursday 8 May 2025, 12:00 - 13:00
- Seminar
A Smaller Cycle Formulation for Periodic Event Scheduling Problems
Rolf van Lieshout (Eindhoven University of Technology)
- Friday 9 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
Systemic Risk: CoVaR, Comovement, and Portfolio Selection
Liang Peng (Georgia State University)
- Friday 16 May 2025, 12:00 - 13:00
- Seminar
Research Workshop on Inference and Optimality in Econometrics
Keynote Speaker: Isaiah Andrews
- Wednesday 21 May 2025, 09:00 - 17:30
- Workshop
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

How to Bet on Winners and Losers
Andre Souza (ESADE Business School)
- Thursday 24 Apr 2025, 12:00 - 13:00
- Seminar
Overparametrisation and the Bias-variance Dilemma
Johannes Schmidt-Hieber (University of Twente)
- Thursday 17 Apr 2025, 12:00 - 13:00
- Seminar
At the Edge of Donsker's Theorem: Asymptotics of Multiscale Scan Statistics
Fabian Mies (TU Delft)
- Thursday 10 Apr 2025, 12:00 - 13:00
- Seminar
Bayesian Inference and Prediction Based on the Peaks Over Threshold Method
Simone Padoan (Bocconi University)
- Thursday 27 Mar 2025, 12:00 - 13:00
- Seminar
Do Public Equities Span Private Equity Returns?
Mirco Rubin (EDHEC Business School)
- Thursday 13 Mar 2025, 12:00 - 13:00
- Seminar