Schedule Fall 2012

Venue: H10-31
Time: 16:00h

Sept 27

Daniele Massacci (EIEF and University of Surrey)

Threshold Estimation from a Generated Auxiliary Regression
Abstract

 

Oct. 2

Andreas Alfons (KU Leuven)

Robust Linear Model Selection Procedures Bases on L1 Penalization and Least Angle regression
Abstract

 

Oct. 4

Olivier Marie (Maastricht University)

Crime after a Fertility Shock: Offending Behaviour of the 'Children of the Wall" (with Arnaud Chevalier)
Abstract

 

Oct. 11

Pawel Polak  (University of Zürich)

COMFORT-CCClass: A Common Market Factor Returns Model for Density Prediction and Portfolio Allocation
Abstract
 

Oct. 18

Knut Are Aastveit (Norges Bank)

Nowcasting GDP in Real-Time: A Density Combination Approach
Abstract

 

Nov. 1

Michael McAleer (Erasmus University Rotterdam)

Analysing Fixed Event Forecast Revision
Abstract

 

Nov. 8

Matthias Fengler (University of St. Gallen)

Semi-nonparametric estimation of a call price surface under no-arbitrage constraints
Abstract

 

Nov. 15

James Mitchell (Warwick Business School)

Recalibrated Opinion Pools
Abstract

 

Nov. 22

Eric Hillebrand (Aarhus University)

Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors
Abstract

 

Nov. 26

Neil Ericsson (Federal Reserve Board)

Detecting Crises, Jumps, and Changes in Regime
Abstract

 

Nov. 29

Paolo Zaffaroni (Imperial College London)

One-Sided Representations of Generalized  Dynamic Factor Models
Abstract

 

Dec. 6

Dennis Kristensen (University College London)

Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates
Abstract

 

Dec. 13

Luc Bauwens (CORE)

Dynamic conditional correlation models for realized covariance matrices
Abstract

 

Toon alles | Verberg alles

Organizers

Andreas Alfons
Room: H11-21
Phone: 010-408288
Email: alfons@remove-this.ese.eur.nl

and

Wendun Wang
Room: H11-26,
Phone: 010-4088756
Email: wang@ese.eur.nl

For more information:

Anneke Kop
Room: H11-04
Phone: 010-4081259
Email: eb-secr@remove-this.ese.eur.nl

 

The Econometric Institute Seminars are supported by: