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Past seminars

DateTimeEventVenue
29 May 2018 1:00 PM - 2:15 PM

Christiane Baumeister (University of Notre Dame)

Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations [PDF 904KB] (joint with James D Hamilton)

GC305
24 Apr 2018 1:00 PM - 2:15 PM

Toru Kitagawa (UCL)

"Equality-minded treatment choice" (joint with Aleksey Tetenov)

GC305
27 Mar 2018 1:00 PM - 2:15 PM

Katerina Petrova (University of St Andrews)

"Robust Bayesian inference in the presence of distributional misspecification in VAR models"

GC305
13 Mar 2018 1:00 PM - 2:15 PM

Jean-Michel Zakoian (CREST)

"Noncausal heavy-tailed autoregressive process and the modeling of bubbles"

 

GC305
6 Mar 2018 1:00 PM - 2:15 PM

Irene Botosaru (University of Bristol)

"Binarization for panel models with fixed effects"

GC305
27 Feb 2018 1:00 PM - 2:15 PM

Benedikt Pötscher (University of Vienna)

"Controlling the Size of Autocorrelation Robust Tests" (joint with David Preinerstorfer)

GC305
14 Feb 2018 1:00 PM - 2:15 PM

Cisil Sarisoy (Northwestern University)

"Variance Dynamics in Term Structure Models"

GC305
17 Jan 2018 2:30 PM - 3:45 PM

Didier Nibbering (Erasmus University Rotterdam)

"A high-dimensional multinomial choice model with an application to holiday destinations"

 

GC305
16 Jan 2018 1:00 PM - 2:30 PM

Ekaterina Smetanina (University of Cambridge)

"Forecast Evaluation Tests - A New Approach"

GC305
12 Dec 2017 1:00 PM - 2:15 PM

Emanuele Bacchiocchi (University of Milan)

"Uncertainty across volatility regimes"

GC305
28 Nov 2017 1:00 PM - 2:15 PM

Jungyoon Lee (Royal Holloway)

"Adaptive estimation and testing in pure spatial models"

GC305
21 Nov 2017 1:00 PM - 2:15 PM

George Kapetanios (King's College)

"Topics in time varying coefficient models"

GC305
15 Nov 2017 11:30 AM - 12:30 PM

Dario Caldara (The Fed)

"Measuring Geopolitical Risk"

GC305
14 Nov 2017 1:00 PM - 2:15 PM

Christian Brownlees (University Pompeu Fabra)

"Detecting Granular Time Series in Large Panels" (joint with Geert Mesters)

GC305
31 Oct 2017 1:00 PM - 2:15 PM

Abhimanyu Gupta (University of Essex)

"Nonparametric specification testing via the trinity of tests"

GC305
24 Oct 2017 1:00 PM - 2:15 PM

Ron Smith (Birkbeck University of London)

"Tests of Policy Interventions in DSGE Models" (joint with Hashem Pesaran)

GC305
3 Oct 2017 1:00 PM - 2:15 PM

Walter Distaso (Imperial College Business School)

"Testing for jump spillovers without testing for jumps"

 

GC305
24 Nov 2016 1:00 PM - 2:15 PM

Bent Nielsen (Oxford University)
"Testing for Normality in Robust Regressions" (joint with Vanessa Berenguer Rico)

W316
24 Oct 2016 1:00 PM - 2:15 PM

Raffaella Giacomini (UCL)
"Uncertain identification" (joint with Toru Kitagawa and Alessio Volpicella)

W316
26 Sep 2016 1:00 PM - 2:15 PM Marcelo J. Moreira (Getulio Vargas Foundation)
" Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors"
W316
2 Jun 2016 1:00 PM - 2:15 PM

Dennis Kristensen (UCL)
"Bayesian Indirect Inference and the Approximate Bayesian Computation of GMM"

W316
24 Mar 2016 1:00 PM - 2:15 PM

Taisuke Otsu (LSE)
"Measurement Errors in Non/Semiparametric Econometric Problems"

W316
10 Dec 2015 1:00 PM - 2:15 PM

Mark Jensen (Federal Reserve Bank of Atlanta)
"Cross-Sectional Mutual Fund Performance"

W316
5 Nov 2015 1:00 PM - 2:15 PM

Abderrahim Taamouti (Durham University)
"Measuring Nonlinear Granger Causality in Mean"

W316
8 Oct 2015 1:00 PM - 2:15 PM

Offer Lieberman (Bar-Ilan University)
"A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing [PDF 38KB]"

W316
1 Oct 2015 1:00 PM - 2:15 PM

Hyungsik Roger Moon (University of Southern Califonia)
"Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects [PDF 548KB]"

W316
18 May 2015 1:00 PM - 2:30 PM

Barbara Rossi (University Pompeu Fabra)
"Alternative Tests for Correct Specification of
Conditional Predictive Densities
"

W316
9 Mar 2015 1:00 PM - 2:30 PM

Timo Terasvirta (Aarhus University)

"A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market"

W316
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