Schedule Spring 2014

Venue: H10-31
Time: 16:00h

Febr. 6

Giugliemlo Caporale (Brunel University London)

Fiscal Spillovers in the Euro Area
Abstract

 

Febr. 7 (12:00-13:00)
 

Nobihiko Terui (Tohoku University)

Modeling Preference Change through Brand Satiation
Abstract

 

Febr. 13

Nalan Basturk (ESE/Econometric Institute)

A Bayesian Test for Multimodality with Applications to DNA and Economic Data
Abstract

 

Febr 20

Jeroen Rombouts (HEC Montreal)

The Contribution of Structural Break Models to Forecasting Macroeconomic Series
Abstract

 

March 6

Frank Kleibergen (Brown University)

Unexplained factors and their effects on second pass R-squared's and t-tests
Abstract

 

March 13

Alessio Sancetta (Royal Holloway)

A Nonparametric Estimator for the Covariance Function of Functional Data
Abstract

 

March 27

Pasqualle Della Corte (Imperial college)

Volatility Risk Premia and Exchange Rate Predictability
Abstract

 

April 3

Dries Benoit  (University of Gent)

A Bayesian approach for robust analysis of choice data
Abstract

 

April 10

Jun Ye Li (ESSEC Business School)  

Variance Components, Term Structures of Variance Risk Premia, and Expected Asset Returns
Abstract

 

April 17

John Geweke (ESE/Econometric Institute)

TBA
Abstract

 

May 1

Geert Dhaene (KU Leuven)

Profile-score adjustments for incidental-parameter problems
Abstract

 

May 8

Aleksander Welfe (University of Lødz and WarsawSchool of Economics)

TBA
Abstract

 

May 9

Soren Johansen (University of Copenhagen)

TBA
Abstract

 

June 12

Valerie Chavez Demoulin (HEC Laussanne)

High-frequency Data Modeling using Hawkes Processes
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: