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Past seminars

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

Didier Nibbering (Erasmus University Rotterdam)

Title: "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)

Title: "Forecast Evaluation Tests - A New Approach"

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

Emanuele Bacchiocchi (University of Milan)

Title: "Uncertainty across volatility regimes"

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

Jungyoon Lee (Royal Holloway)

Title: "Adaptive estimation and testing in pure spatial models"

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

George Kapetanios (King's College)

Title: "Topics in time varying coefficient models"

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

Dario Caldara (The Fed)

Title: "Measuring Geopolitical Risk"

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

Christian Brownlees (University Pompeu Fabra)

Title: "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)

Title: "Nonparametric specification testing via the trinity of tests"

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

Ron Smith (Birkbeck, University of London)

Title: "Tests of Policy Interventions in DSGE Models", joint with H Pesaran

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

Walter Distaso (Imperial College Business School)

Title: "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" with Vanessa Berenguer Rico

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

Raffaella Giacomini (UCL)
"Uncertain identification" (with T. Kitagawa and A. 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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