Schedule Spring 2012

Venue: H10-31
Time: 16:00h

Febr. 7

Mehdi Karoui (McGill University)

Option-Implied Equity Premia and the Predictability of Stock Market Returns
Abstract

 

Feb. 9

Joerg Breitung (University of Bonn)

Instrumental Variable and Variable Addition Based Inference in Predictive Regressions
Abstract

 

Feb. 14

Marcel Scharth (VU Amsterdam)

The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures

Time: 10:30-12:00

Abstract

 

March 1

Vanessa Smith (University of Cambridge)

On the Epidemic of Financial Crises

Abstract

 

March 15

Frederique Bec (ENSEA)

The shape of recoveries: A test from Markov-Switching bounce-back models

Abstract

 

March 22

Alfonso Iodice D'Enza (University of Cassino)

Dynamic Modifications of Multiple Correspondence Analysis Solutions

Abstract

 

April 12

Niel le Roux (University of Stellenbosch)

Canonical Analysis of Distance Biplots

Abstract

 

May 9

John Geweke (University of Technology Sydney, EUR and University of Colorado)

Massively Parallel Sequential Monte Carlo for Bayesian Inference

Note that the seminar is on Wednesday instead of Thursday. Moreover we will also have a luchseminar on Thursday May 10 by Gary Koop (see other announcement).

Abstract

 

May 10

Venue: H12-32
Time: 12:00h

Gary Koop (University of Strathclyde)

Large Time-Varying Parameter VARs

Note that the seminar is at a different time and a different place than usual. Luch will be served. Moreover we will also have a seminar on Wednesday May 9 by John Geweke (see other announcement).

Abstract

 

May 14

Michael Owyang (FED)

An Endogenously Clustered Factor Approach to International Business Cycles

Abstract

 

May 24

Paul Bekker (University of Groningen)

Symmetric Jackknife Instrumental Variable Estimation

Abstract

 

May 31

Marcellino Massimiliano (European University Institute)

The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures

Abstract

 

June 7

Patrick Gagliardini (University of Lugano and Swiss Finance Institute)

Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets

Abstract

 

June 21

Venue: H10-31
Time: 11:00h

Marcin Jaskowski (University of Vienna)

Credit spreads, factors and noise

Abstract

 

July 3

Venue: H10-31
Time: 12:00h

Jimmie Leppink (Maastricht University)

Towards a paradigm shift in the practice of statistics

Abstract

 

July 5

Venue: H10-31
Time: 12:00h

Katrijn (University of Leuven)

Sparse simultaneous component 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: