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School of Economics and Finance

Past seminars

DateTimeEventVenue
24 Nov 2020 4:00 PM - 5:15 PM

Ruixuan Liu (Emory University)

"Bayesian estimation and inference with generated regressors"

Online
17 Nov 2020 3:00 PM - 4:15 PM

Michele Modugno (Federal Reserve Board)

"Monetary Policy Uncertainty and Monetary Policy Surprises"

Online
27 Oct 2020 1:00 PM - 2:15 PM

Karim Chalak (University of Virginia)

"Gini-Frisch Bounds: Generalizations and Applications"

Online
20 Oct 2020 1:00 PM - 2:15 PM

Cristina Gualdani (Toulouse School of Economics)

"Identification and inference in discrete choice models with imperfect information"

Online
13 Oct 2020 1:00 PM - 2:15 PM

Robin Bruan (Bank of England)

"The importance of supply and demand for oil prices: evidence from a SVAR identified by non-Gaussianity"

Online
6 Oct 2020 1:00 PM - 2:15 PM

Christophe Gaillac (Toulouse School of Economics)

"Robust Ecological Inference with an Application to Voting Experiments"

Online
21 Feb 2020 1:00 PM - 2:15 PM

Bruno Ferman (Sao Paulo School of Economics)

"On the properties of the synthetic control estimator"

GC305
18 Feb 2020 1:00 PM - 2:30 PM

Sukjin Han (University of Texas)

"Optimal Dynamic Treatment Regimes and Partial Welfare Ordering [PDF 564KB]"

GC305
28 Jan 2020 1:00 PM - 2:30 PM

Harold Chiang (Vanderbilt University)

"Many average partial effects: with an application to text regression [PDF 660KB]"

GC305
27 Jan 2020 2:45 PM - 4:15 PM

Xuetao Shi (University of Washington)

"Testing When Parameters are Subject to Linear Inequality Constraints [PDF 797KB]"

GC305
22 Jan 2020 2:45 PM - 4:15 PM

Seok Young Hong (University of Nottingham)

"Nonparametric estimation of infinite order regression and its application to risk-return tradeoff [PDF 1,991KB]"

GC305
16 Jan 2020 1:00 PM - 2:30 PM

Martin Almuzara (CEMFI)

"Heterogeneity in Transitory Income Risk"

GC305
14 Jan 2020 1:00 PM - 2:30 PM

Simon Smith (University of Southern California)

"Break Risk [PDF 1,995KB]"

GC305
10 Dec 2019 1:00 PM - 2:15 PM

Menelaos Karanasos (Brunel University London)

"A Theory for the ARMA(infinity,q) model" (joint work with Baillie R., Paraskevopoulos A., Sibbertsen P.)

GC305
3 Dec 2019 1:00 PM - 2:15 PM

Carlos Velasco (University Carlos III de Madrid)

"Identification of possibly nonfundamental Structural VARMA models using higher order moments"

GC305
12 Nov 2019 1:00 PM - 2:15 PM

Riccardo Masolo (Bank of England)

"Ambiguity, Monetary Policy and Trend Inflation [PDF 537KB]"

 

GC305
29 Oct 2019 1:00 PM - 2:15 PM

Weining Wang (City, University of London)

"Inference of Break-Points in High-Dimensional Time Series"

GC305
15 Oct 2019 1:00 PM - 2:15 PM

Ryo Okui (Seoul National University)

"Estimation of a break point in group membership structure" (joint with Robin L. Lumsdaine and Wendun Wang)

GC305
8 Oct 2019 1:00 PM - 2:15 PM

George Kapetanios (King's College London)

"Making text count"

GC305
28 May 2019 1:00 PM - 2:15 PM

Joachim Freyberger (University of Wisconsin-Madison)

"Inference under shape restriction"

GC305
21 May 2019 1:00 PM - 2:15 PM

Ronand Gallant (Penn State University)

"Cash Flows Discounted Using a Model Free SDF Extracted under a Yield Curve Prior"

GC305
14 May 2019 1:00 PM - 2:15 PM

Yuichi Kitamura (Yale University)

"Methods for nonparametric counterfactual analysis with (or without) convex structure"

GC305
7 May 2019 1:00 PM - 2:15 PM

Majid Al Sadoon (Durham University)

"The Identification Problem for Linear Rational Expectation Models"

GC305
9 Apr 2019 1:00 PM - 2:15 PM

Jan Beran (University of Konstanz)

"On ridge estimation for strongly dependent data"

GC305
26 Mar 2019 1:00 PM - 2:15 PM

Arturas Juodis (University of Groningen)

"The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation"

GC305
19 Mar 2019 1:00 PM - 2:15 PM

Roger Koenker (UCL)

"Nonparametric maximum likelihood methods for binary response models with random coefficients"

GC305
12 Mar 2019 1:00 PM - 2:15 PM

Mingli Chen (University of Warwick)

"Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk"

GC305
11 Feb 2019 1:00 PM - 2:30 PM

Michaela Kesina (ETH)

"Estimation of models with an endogenous spatial weights matrix - transformation approaches for cross-sectional and panel data"

GC305
6 Feb 2019 1:00 PM - 2:30 PM

Wendun Wang (EUR)

"Latent Group Structures with Heterogeneous Distributions: Identification and Estimation"

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

Wendun Wang (Erasmus University Rotterdam)

"Heterogeneous structural breaks in panel data models" (joint with Ryo Okui)

GC305
20 Nov 2018 1:00 PM - 2:15 PM

Shin Kanaya (University of Aarhus)

"Demand and Welfare Analysis in Discrete Choice Models under Social Interactions" (joint with Debopam Bhattacharya and Pascaline Dupas)

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

Ivan Fernandez-Val (Boston University)

"Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK" (joint with Victor Chernozhukov and Siyi Luo)

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

Andrea Tamoni (London School of Economics)

"Mind the (Convergence) Gap: Forward Rates Strike Back! [PDF 787KB]"

GC305
30 Oct 2018 1:00 PM - 2:15 PM

Mingli Chen (University of Warwick)

"Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk"

GC305
16 Oct 2018 1:00 PM - 2:15 PM

Stefan Hubner (University of Oxford)

"It’s complicated: A Non–parametric Test of Preference Stability between Singles and Couples [PDF 313KB]"

GC305
9 Oct 2018 1:00 PM - 2:15 PM

Daniele Bianchi (Warwick Business School)

"Large-Scale Dynamic Predictive Regressions [PDF 1,958KB]"

GC305
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