Schedule Spring 2011

Venue: H10-31
Time: 16:00h

March 3

Robin Lumsdaine (American University)

The Incentive Effects of Grandchildren
Abstract

 

March 10

Timothy Vogelsang (Michigan State University)

Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regression
Abstract

 

March 21

Robert Taylor (University of Nottingham)

Bootstrap Sequential Determination of the Cointegrating Rank in VAR models

Lunchseminar
Venue: H10-31
Time: 12:00-13:00

Abstract

 

April 7

Domenico Giannone(Universite Libre de Bruxelles and ECARES)

Prior Selection for Vector Autoregression
Abstract

 

April 14

Jan Groen (Federal Reserve Bank of New York)

Real-Time Inflation Forecasting in a Changing World
Abstract

 

April 21

Roel Oomen (Deutsche Bank AG)

Fact or friction: Jumps at ultra high frequency

Abstract

 

April 28

Alexandra Dias (University of Warwick)

Semi-parametric estimation of portfolio large losses

Abstract

 

May 19

Marcelo Fernandes (Queen Mary University of London)

Conditional alphas and realized betas

Abstract

 

June 9

Olaf Posch (Aarhus University and CREATES)

TBA
Abstract

 

June 23

Arthur Tenenhaus (Supelec, Gif-sur-Yvette)

Regularized generalized canonical correlation analysis
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: