Workshop on Robust Methods in Econometrics and Statistics

The Erasmus University, Rotterdam Campus

On Thursday 23 and Friday, 24 January 2023 the Econometric Institute will organise a workshop on Robust Methods in Econometrics and Statistics. This workshop brings together researchers in Robust Statistics and Econometrics. 

Date
Thursday 23 Jan 2025, 14:30 - Friday 24 Jan 2025, 11:15
Type
Workshop
Spoken Language
English
Room
ET-14
Building
E Building
Location
Campus Woudestein
Add to calendar

The primary focus of this workshop are the topics of robust and resistant methods in Econometrics. The workshop is intended as a meeting place for both methodological and applied researchers.

Programme

Thursday, 23 January

Time 
14:30-15:15 Andreas Alfons: a Robust correlation estimation with discrete rating-scale dat
15:30-16:15Ines Wilms: Robustness Aspects of Sparse Precision Matrices

Friday, 24 January

Time 
09:30-10:15Bent Nielsen: Least Trimmed Squares: Nuisance parameter free asymptotic
10:30-11:15Frank Kleibergen: Testing for misspecification in misspecified linear GMM

Registration

Fields marked with an * are required

Privacy Statement

Erasmus School of Economics handles your (registration) information confidentially. Your data will only be used for logistical purposes. More information can be found on www.eur.nl/en/ese/disclaimer/privacy-statement.

CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Contact

See also

Certified stopping rules for sampling-based stochastic programming algorithms

Ruben van Beesten (Erasmus School of Economics)
Image - Hacking Code

Model-Free Bounds for Option Prices in Incomplete Markets

Yannick Dillschneider (University of Amsterdam)
Countries statistics in news paper showing the Dow jones

A Kernel Score Perspective on Forecast Disagreement and the Linear Pool

Fabian Krüger (Karlsruhe Institute of Technology (KIT))
Image of campus Woudestein

FinEML Conference 2025

Financial Econometrics Meets Machine Learning
Google Deep mind
More information

Econometric Institute, phone: +31 (0)10 408 12 59/ 12 64, Email: eb-secr@ese.eur.nl

Compare @count study programme

  • @title

    • Duration: @duration
Compare study programmes