Economics and Finance

Public Events Archive

Econometrics Research Seminar
Academic Year 2010/11
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Summer term 2011
schedule
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Thursday, June 30, 2011
9.00 am, HS II
Ed Leamer, Director, UCLA Anderson Forecast
"Forecasting when you suspect 'this time is different' - a typical day in the life of a macro economic forecaster"
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Thursday, June 16, 2011
9.00 am, HS II
Tim Conley, University of Western Ontario
The talk is based on the paper:
"New and Improved Inference Methods for Spatial and Space-Time Data (from an Applied Researcher's Point of View)"
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Friday, May 20, 2011
2.00 pm, HS II
Piotr Fryzlewicz, LSE
"Haar-Fisz methodology for interpretable estimation of large, sparse, time-varying volatility matrices"
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Thursday, May 19, 2011
9.00 am, HS II
Victor Solo, The University of New South Wales
“Dynamic Factor Models from a State Space Point of View”
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Thursday, May 05, 2011
9.00 am, HS II
Marc Paolella, University of Zurich
"Multivariate Asset Return Prediction with Mixture Models"
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Wednesday, May 04, 2011
9.00 am, HS II
Marc Hallin, Université libre de Bruxelles and Princeton University
"Quantiles, Time Series, and Spectral Analysis"
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Thursday, April 07, 2011
9.00 am, HS II
Maria Elvira Mancino, University of Florence
"A Fourier transform method for nonparametric estimation of multivariate volatility"
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Thursday, March 24, 2011
9.00 am, HS II
Robert de Jong, Ohio State University
"Exponentials of unit root processes"
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Winter term 2010/2011
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Thursday, January 27, 2011
9.00 a.m., HS II
Domenico Giannone, Universite' Libre de Bruxelles - ECARES
"Nowcasting"
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Thursday, December 2, 2010
9.00 a.m., HS II
Omiros Papaspiliopoulos, Universitat Pompeu Fabra
"Building bridges: an overview of data augmentation methods for estimation of diffusion processes"
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Thursday, November 25, 2010
9.00 a.m., HS II
Martin Wagner, Institute for Advanced Studies, Vienna
"IM-OLS Estimation and Fixed-b Inference for Cointegrating Regressions"
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Thursday, November 11, 2010
9.00 a.m., HS II
Seung Hyun Hong, Korea Institute of Public Finance, Seoul
Martin Wagner, Institute for Advanced Studies, Vienna
"Nonlinear Cointegration Analysis and the Environmental Kuznets Curve"
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Thursday, October 7, 2010
9.00 a.m., HS II
Jesus Crespo Cuaresma, Vienna University of Economics and Business
"Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe"
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Monday, September 27, 2010
9.00 a.m., HS II
Heather Anderson, Monash University, Australia
"Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps"
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