Events

Tuesday, September 20 2016| 2:00pm to 3:30pm

  • VC Salle A

    Centre de la Vieille-Charité - Salle A
  • Thematic seminars
  • big data and econometrics seminar

University of Oxford
Econometric methods to model non-stationary climate systems: The equivalence of energy balance models and cointegrated VARs
Monday, October 3 2016| 2:30pm to 4:00pm

  • joint seminars
  • amse seminar
  • big data and econometrics seminar

IPAG Business School Paris
Global financial spillovers: A non-linear assessment of the uncertainty channel
Tuesday, October 11 2016| 2:00pm to 3:30pm

  • VC Salle B

    Centre de la Vieille-Charité - Salle B
  • Thematic seminars
  • big data and econometrics seminar

BI Norwegian Business School
An equation-by-equation estimator of a multivariate Log-GARCH-X model of financial returns
Tuesday, October 18 2016| 2:00pm to 3:30pm

  • VC Salle A

    Centre de la Vieille-Charité - Salle A
  • Thematic seminars
  • big data and econometrics seminar

University of Cambridge
Tests of additional conditional moment restrictions
Tuesday, November 15 2016| 2:00pm to 4:00pm

  • Thematic seminars
  • big data and econometrics seminar

CREST, Lille University
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Tuesday, November 22 2016| 2:00pm to 4:00pm

  • Thematic seminars
  • big data and econometrics seminar

Durham University Business School
Measuring (nonlinear) granger causality in quantiles
Tuesday, January 3 2017| 2:30pm to 4:30pm

  • Thematic seminars
  • big data and econometrics seminar

Tuesday, January 10 2017| 2:00pm to 3:30pm

  • Thematic seminars
  • big data and econometrics seminar

AMSE
A flexible and tractable state-space model with application to stochastic volatility
Tuesday, March 7 2017| 2:00pm to 3:30pm

  • VC Salle A

    Centre de la Vieille-Charité - Salle A
  • Thematic seminars
  • big data and econometrics seminar

Aarhus University, CREATES
Testing for heteroscedasticity in jumpy and noisy high frequency data: A resampling approach
Tuesday, April 4 2017| 2:00pm to 3:30pm

  • VC Salle A

    Centre de la Vieille-Charité - Salle A
  • Thematic seminars
  • big data and econometrics seminar

KULeuven
Profile score adjustments for incidental parameter problems