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Research Seminar - Winter term 19/20

Lectures

Date
Speaker
Subject of the lecture

15.10.2019,
4:00 pm,

S241, WiSo-Erweiterungsbau

Andrè Portela Santos

(Universidade Federal de Santa Catarina, Campus Universitário Trindade)

„Characteristics-based investment in mutual funds: which characteristics matter, and why?“

29.10.2019,
4:00 pm,

S241, WiSo-Erweiterungsbau

Matei Demetrescu

(University of Kiel)    

„Testing the predictability of tock returns with smoothly varying deterministic mean“ 

19.11.2019,
4:00 pm,

S241, WiSo-Erweiterungsbau

Philipp Hansen

(University of Cologne)

"Alternative Approaches for Estimating Factor Augmented Panel Data Models"

26.11.2019,
4:00 pm,

S241, WiSo-Erweiterungsbau

Arturas Juodis

(University of Groningen)

"Quantifying Noise"

03.12.2019,
4:00 pm,

S241, WiSo-Erweiterungsbau

Keyan Liu

(Humboldt University Berlin)

"Variational Inference for Stationary ARMA model"

10.12.2019,
4:00 pm,

S241, WiSo-Erweiterungsbau

Tim Kutzker

(University of Cologne)

"Using Penalized Splines for Specification Testing in Quantile Regression Models"

17.12.2019,
4:00 pm,

Hörsaal VIIb, Hauptgebäude

Hans Manner

(University of Graz)

"Model and Moment Selection in Factor Copula Models"

07.01.2020,
4:00 pm,

S241, WiSo-Erweiterungsbau

Simon Umbach

(University of Cologne)

„Improving the Diebold Mariano test under rational forecasts”

14.01.2020,
4:00 pm,

S241, WiSo-Erweiterungsbau

Christian Aßmann

(University of Bamberg)

"Bayesian analysis of confirmatory item factor models with missing values"

21.01.2020,
4:00 pm,

S241 WiSo-Erweiterungsbau

Javier Hualde

(Universidad Pública de Navarra)

"Estimation of fractional time series models with deterministic trends"

28.01.2020,
4:00 pm, 

S241, WiSo-Erweiterungsbau

Hartmut Stenz

(University of Cologne)

"Supervised factor models for forecasting within a rich data environment"

04.02.2020,
4:00 pm, 

S16,
Seminargebäude

Ji Eun Choi

(Ewha Womans University)

"A correlation matrix break test based on self-normalization method"

05.02.2020,
12:30 pm,

S21, Seminargebäude

Workshop

"Recent Developments in Time Series and Panel Econometrics"