Economics and Finance

Econometrics Research Seminar

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"
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Tuesday, June 15, 2010
11.00 a.m., HS II
Helgi Tómasson, University of Iceland
"Computational aspects of simulation and estimation of CARMA processes"
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Thursday, May 27, 2010
9.15 a.m., HS II
István Berkes, Graz University of Technology
"Detecting changes in the mean of functional observations"
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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"
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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”
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Thursday, March 18, 2010
9.15 a.m., HS II
Florian Gach, University of Vienna
"Efficiency in Indirect Inference"
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Winter term 2009/10

Thursday, January 28, 2010
9.15 a.m., HS II
Christoph Hanck, University of Maastricht
"Combining Non-Cointegration Tests"
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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"
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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 "
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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?"
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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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