Economics and Finance
Public Events Archive
Econometrics Research Seminar
Academic Year 2009/10
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Summer term 2010
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Thursday, June 17, 2010
9.15 a.m., HS II
Uwe Hassler, Goethe-University Frankfurt/Main
"Temporal Aggregation in the Frequency Domain: with application to fractional integration"
_________________________________________________________
Tuesday, June 15, 2010
11.00 a.m., HS II
Helgi Tómasson, University of Iceland
"Computational aspects of simulation and estimation of CARMA processes"
_________________________________________________________
Thursday, May 27, 2010
9.15 a.m., HS II
István Berkes, Graz University of Technology
"Detecting changes in the mean of functional observations"
_________________________________________________________
Thursday, May 6, 2010
9.15 a.m., HS II
Peter Zadrozny, Bureau of Labor Statistics, Washington
"Weighted-Covariance Factor Decomposition of Varma Models Applied to U.S. Monthly-Quarterly Macroeconomic Data"
_________________________________________________________
Thursday, April 15, 2010
9.15 a.m., HS II
Brian D. O. Anderson, The Australian National University, Canberra
“Multivariable zero-free Transfer Functions and Spectra, and
their application in Econometric Modelling”
_________________________________________________________
Thursday, March 18, 2010
9.15 a.m., HS II
Florian Gach, University of Vienna
"Efficiency in Indirect Inference"
_________________________________________________________
Winter term 2009/10
_________________________________________________________
Thursday, January 28, 2010
9.15 a.m., HS II
Christoph Hanck, University of Maastricht
"Combining Non-Cointegration Tests"
_________________________________________________________
Thursday, January 14, 2010
2.00 p.m., HS II
Johannes Jaenicke, University of Erfurt
"Gasoline and diesel pricing: A cointegration analysis of the Austrian mineral oil market with a daily data set"
_________________________________________________________
Thursday, November 26, 2009
9.15 a.m., HS II
Igor Masten, European University Institute and University of Ljubljana
"Forecasting with Factor-augmented Error Correction Models"
_________________________________________________________
Thursday, November 5, 2009
9.15 a.m., HS II
Bernd Lucke, University of Hamburg
"Letting Different Views About Business Cycles Compete"
Thursday, November 5, 2009
11.15 a.m., HS II
Michael Eichler, University of Maastricht
"Causal Inference From Time Series: What Can Be Learned From Granger Causality?"
_________________________________________________________
Thursday, October 22, 2009
9.15 a.m., SZ VI
Charles R. Nelson, University of Washington
"Valid Inference for a Class of Models Where Standard Inference Performs Poorly; Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components"
Slides 1
Slides 2
_________________________________________________________
Academic Year 2009/10
_________________________________________________________
Summer term 2010
_________________________________________________________
Thursday, June 17, 2010
9.15 a.m., HS II
Uwe Hassler, Goethe-University Frankfurt/Main
"Temporal Aggregation in the Frequency Domain: with application to fractional integration"
_________________________________________________________
Tuesday, June 15, 2010
11.00 a.m., HS II
Helgi Tómasson, University of Iceland
"Computational aspects of simulation and estimation of CARMA processes"
_________________________________________________________
Thursday, May 27, 2010
9.15 a.m., HS II
István Berkes, Graz University of Technology
"Detecting changes in the mean of functional observations"
_________________________________________________________
Thursday, May 6, 2010
9.15 a.m., HS II
Peter Zadrozny, Bureau of Labor Statistics, Washington
"Weighted-Covariance Factor Decomposition of Varma Models Applied to U.S. Monthly-Quarterly Macroeconomic Data"
_________________________________________________________
Thursday, April 15, 2010
9.15 a.m., HS II
Brian D. O. Anderson, The Australian National University, Canberra
“Multivariable zero-free Transfer Functions and Spectra, and
their application in Econometric Modelling”
_________________________________________________________
Thursday, March 18, 2010
9.15 a.m., HS II
Florian Gach, University of Vienna
"Efficiency in Indirect Inference"
_________________________________________________________
Winter term 2009/10
_________________________________________________________
Thursday, January 28, 2010
9.15 a.m., HS II
Christoph Hanck, University of Maastricht
"Combining Non-Cointegration Tests"
_________________________________________________________
Thursday, January 14, 2010
2.00 p.m., HS II
Johannes Jaenicke, University of Erfurt
"Gasoline and diesel pricing: A cointegration analysis of the Austrian mineral oil market with a daily data set"
_________________________________________________________
Thursday, November 26, 2009
9.15 a.m., HS II
Igor Masten, European University Institute and University of Ljubljana
"Forecasting with Factor-augmented Error Correction Models"
_________________________________________________________
Thursday, November 5, 2009
9.15 a.m., HS II
Bernd Lucke, University of Hamburg
"Letting Different Views About Business Cycles Compete"
Thursday, November 5, 2009
11.15 a.m., HS II
Michael Eichler, University of Maastricht
"Causal Inference From Time Series: What Can Be Learned From Granger Causality?"
_________________________________________________________
Thursday, October 22, 2009
9.15 a.m., SZ VI
Charles R. Nelson, University of Washington
"Valid Inference for a Class of Models Where Standard Inference Performs Poorly; Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components"
Slides 1
Slides 2
_________________________________________________________
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