ARC SEMINARS 2011 - 2012
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Friday, October 21, 2011 at ISBA room c-115
Joint seminar ISBA/CORE (in the frame of the ARC project on Time Series)
Axel Bücher, Rhur-University of Bochum, Germany
"New estimators of the Pickands dependence function and a test for extreme-value dependence"
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Monday, November 21, 2011 at Core room b-135
Joint seminar ISBA/CORE (in the frame of the ARC project on Time Series)
Melanie Schienle, Humboldt-University of Berlin, Germany
"Semiparametric Estimation with Generated Covariates
Paper"
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Friday, December 16, 2011 at ISBA room c-115
Joint seminar ISBA/CORE (in the frame of the ARC project on Time Series)
Paul Doukhan, University of Cergy-Pontoise, Member of the French Universitary Institute (IUF), France
"Modeling integer valued time series"
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Monday, February 6, 2012 at Core room b-135
Joint CORE-ISBA Seminar (in the frame of the ARC project on Time Series)
Jean-Marie DUFOUR, McGill University, Quebec
"Exogeneity tests, weak identification and IV estimation:Is the cure worse than the illness? "
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Monday, February 27, 2012 at Core room b-135
Joint seminar ISBA/CORE (in the frame of the ARC project on Time Series)
Abdelaati Daouia, ISBA, UCL, Belgium
"On Projection-Type Estimators of Multivariate Isotonic Functions"
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Monday, March 26, 2012 at Core room b-135
Joint CORE-ISBA Seminar (in the frame of the ARC project on Time Series)
Dennis KRISTENSEN, University College of London, United Kingdom
"Optimal Sampling and Bandwidth Selection for Kernel Estimators of Diffusion Processes" (joint with Shin Kanaya, CREATES)
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Monday, April 16, 2012 at Core room b-135
Joint CORE-ISBA Seminar (in the frame of the ARC project on Time Series)
Martin WAGNER, Institute for Advanced Studies, Vienna, Austria
"On the Econometric Analysis of the Environmental Kuznets Curve"
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Monday, April 23, 2012 at Core b-135
Joint CORE-ISBA seminar (in the frame of the ARC project on Time Series)
Jean-Marie Dufour, McGill University, Montreal, Quebec
"Exogeneity tests, weak identification and IV estimation:Is the cure worse than the illness?"
ARC SEMINARS 2010 - 2011
- Wednesday, September 22, 2010 at Core room b-135
Joint seminar ISBA/CORE (in the frame of the ARC project on Time Series)
Lars Stentoft, HEC, Montréal
"Option pricing with asymmetric heteroskedastic normal mixture models"
- Wednesday, December 8, 2010 at 14h30
Joint CORE-ISBA and LSM Finance Seminar (in the frame of the ARC project on time series)
Anthony G. BELLOTTI, Imperial College London
Support vector machines in finance: application to the prediction of bank ratings
- Wednesday, December 15, 2010
Joint seminar CORE/ISBA and LSM Finance Room Core b-135
Karim Abadir, Imperial College, London, United Kingdom
"Lies, damned lies, and statistics? Examples from finance and economics"
- Wednesday, February 16, 2011
Joint seminar CORE/ISBA (in the frame of ARC project on time series) Room Core b-135
Dimitris Korobilis, Core, UCL
"On adaptative shrinkage priors for forecasting with many predictors"
- Wednesday, March 9, 2011
Joint seminar CORE/ISBA (in the frame of ARC project on time series) Room Core b-135
Timothy J. Vogelsang, Michigan State University, USA
"Integrated Modified OLS estimation and Fixed-b inference for cointegrating regressions
Paper"
- Friday, April 1, 2011
Joint seminar ISBA/CORE (in the frame of ARC project on time series) Room ISBA c-115
Piotr Fryzlewicz, London School of Economics (LSE)
"Haar-Fisz methodology for interpretable estimation of large, sparse, time-varying volatility matrices"Olivier Wintenberger, Paris, France (in collaboration with J.M. Bardet and W. Kengne)
"Detecting multiple change points using Quasi Likelihood"