Previous seminars

• 8 Nov. 2024, 14:00-15:00

  Peter Reinhard Hansen, University of North Carolina at Chapel Hill

  "Option Pricing with Time-Varying Volatility Risk Aversion". Seminar arranged by ETMU (Econometric Theory and Methods Unit) seminar arranged by the Department of Economics

• 6 Nov. 2024, 15:00-16:00

  Dennis Kristensen, UCL

  "Penalised Continuous-Updating GMM Estimators: Shrinking the No-moment Problem". Seminar arranged by ETMU (Econometric Theory and Methods Unit) seminar arranged by the Department of Economics

• 31 Oct. 2024, 14:00-15:30

  Jonas Striaukas, CBS

  "Testing for sparse idiosyncratic components in factor-augmented regression models". ETMU (Econometric Theory and Methods Unit) seminar arranged by the Department of Economics.

• 19 Sept. 2024, 13:00-14:15

  Robert Adamek, Aarhus BSS

  "Sparse High-Dimensional Vector Autoregressive Bootstrap".  ETMU (Econometric Theory and Methods Unit) seminar arranged by the Department of Economics

• 4 July 2024, 15:30-16:30

  Giuseppe Cavaliere, University of Bologna

  "Bootstrap Diagnostic Tests". Seminar arranged  by ETMU (Econometric Theory and Methods Unit) seminar arranged by the Department of Economics)

• 4 June 2024, 15:00-16:00

  Paolo Paruolo, European Commission Joint Research Centre

  "Specification tools for time fixed effects in country panels". ETMU (Econometric Theory and Methods Unit) seminar arranged by the Department of Economics

• 7 Mar. 2024, 14:00-15:15

  Mikkel Sølvsten, Aarhus BSS

  "Linear Regression with Weak Exogeneity". ETMU (Econometric Theory and Methods Unit) seminar arranged by the Department of Economics

• 5 Oct. 2023, 14:30-15:30

  Massimo Franchi, Sapienza University of Rome and Paolo Paruolo, Joint Research Centre

  "Estimating the number of common trends in large T and N factor models via canonical correlations analysis". Econometrics seminar arranged by the Department of Economics.

• 10 May 2023, 14:00-15:00

  Mikkel Bennedsen, Aarhus Universitet

  "A New Statistical Reduced Complexity Climate Model". Climate Econometrics seminar arranged by the Department of Economics

• 9 May 2023, 14:00-15:00

  Dalia Ghanem, University of California

  "On model selection criteria for climate change impact studies". Climate Econometrics seminar arranged by the Department of Economics

• 23 Feb. 2023, 13:30-14:45

  Phillip Heiler, Department of Economics and Business Economics - CREATES

  Econometrics seminar arranged by the Department of Economics.

• 18 Nov. 2022, 14:00-15:00

  Leopoldo Catania, Aarhus University

  "The Leverage Effect and Propagation in Stochastic Volatility Models". Econometrics seminar arranged by the Department of Economics.