HKMetrics - Seminars
Joint seminar series in Econometrics.
For further information on speakers who are listed below and talk at the KIT please contact Prof. Melanie Schienle.
You can find the following information on the official website of HKMetrics as well.
| date | title | speaker | location | time |
|---|---|---|---|---|
December 16th, 2019 |
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Setting the Record Straight | Christiane Baumeister (University of Notre Dame) |
Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
13:30 - 14:30 |
December 2nd, 2019 |
Time-varying Vector Autoregressive Models with Structural Dynamic Factors | Julia Schaumburg (Vrije Universiteit Amsterdam) |
Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
13:30 - 14:30 |
November 4th, 2019 |
Permutation Tests for Equality of Distributions of Functional Data | Joel Horowitz (Northwestern University) |
Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
16:15 - 17:15 |
| date | title | speaker | location | time |
|---|---|---|---|---|
July 22nd, 2019 |
tba | Ana Galvao (Warwick Business School) |
Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
13:30 - 14:30 |
July 8th, 2019 |
tba | Markus Pelger (Stanford University) |
Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
13:30 - 14:30 |
June 26th, 2019 |
Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings | Anne Opschoor (Vrije Universiteit Amsterdam) |
Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 01.030 |
17:00 - 18:00 |
May 23rd, 2019 |
tba | Hajo Holzmann (Universität Marburg) |
University of Mannheim, L7, 3-5, Room S031 |
15:30 - 16:40 |
May 16th, 2019 |
tba | Dmitry Arkhangelsky (CEMFI Madrid) |
University of Mannheim, L7, 3-5, Room S031 |
15:30 - 16:40 |
May 9th, 2019 |
*TAGUNG* | Matt Masten (Duke University) |
University of Mannheim, L7, 3-5, Room S031 |
| date | title | speaker | location | time |
|---|---|---|---|---|
November 14th, 2018 |
Limits to Arbitrage in Markets with Stochastic Latency | Stefan Voigt (Vienna Graduate School of Finance) |
Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 01.030 |
17:00 - 18:00 |
November 7th, 2018 |
Employment Effects of Unconventional Monetary Policy: Evidence from QE | Tom Zimmermann (University of Cologne) |
Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 01.030 |
14:00 - 15:00 |
October 22nd, 2018 |
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors | Elmar Mertens (Bank for International Settlements) |
Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
13:30 - 14:30 |
September 07, 2018 |
Textual Sentiment, Option Characteristics, and Stock Return Predictability | Wolfgang Haerdle (TU Berlin) |
KIT Campus B (Bdg. 09.21), Bluecherstr. 17, Room 320 |
15:00 - 16:00 |
| date | title | speaker | location | time |
|---|---|---|---|---|
July 9th, 2018 |
Community Detection in Partial Correlation Network Models | Christian Brownlees (Universitat Pompeu Fabra) |
Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
13:30 - 14:30 |
June 1st, 2018 |
Econometrics Workshop | Stefan Wager (Stanford University) |
Heidelberg University, Mathematikon, conference room, 5th floor |
09:00 - 11:30 |
May 28th, 2018 |
Double/De-Biased Machine Learning with Regularized Riesz Representers | Victor Chernozhukov (Massachusetts Institute of Technology) |
Heidelberg University, Mathematikon, Room SR C |
11:15 - 12:15 |
April 26th, 2018 |
Risk endogeneity at the lender-/investor-of-last-resort | Bernd Schwaab (European Central Bank) |
KIT Campus B (Bdg. 09.21), Bluecherstr. 17, Room 320 |
11:45 - 13:00 |
| date | title | speaker | location | time |
|---|---|---|---|---|
February 22, 2018 |
Bootstrapping for Vector Autoregression Estimates in Generalized Dynamic Factor Models | Alexander Braumann (TU Braunschweig) |
16:20 - 17:00 |
|
February 22nd, 2018 |
Generalized Linear Dynamic Factor Models - A Structure Theory | Manfred Deistler (TU Vienna) |
University of Mannheim, L7, 3-5, Room S 031 |
15:30 - 16:10 |
January 10th, 2018 |
TBA | Joerg Breitung (University of Cologne) |
TBA |
TBA |
December 18th, 2017 |
Factor State-Space Models for High-Dimensional Realized Covariance Matrices of Asset Returns | Roman Liesenfeld (University of Cologne) |
Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
13:30 - 14:30 |
| The Macroeconomic Impact of Money Market Freezes | Marie Hoerova (European Central Bank) |
Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
13:30 - 14:30 |
|
October 25th, 2017 |
TBA | Michael Rockinger (University of Lausanne) |
TBA |
17:00 |
| date | title | speaker | location | time |
|---|---|---|---|---|
May 30th, 2017 |
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso | Anders Bredahl Kock (Aarhus University and CREATES) |
University of Mannheim, L9, 1-2, R002 |
12:00-13:00 |
March 21st, 2017 |
Cumulated Sum of Squares Statistics for Nonlinear Non-stationary Regressions | Vanessa Berenguer-Rico (University of Oxford) |
University of Mannheim, L9, 1-2, R002 |
12.00 - 13.00 |
April 25th, 2017 |
Detecting Granular Time Series in Large Panels | Christian Brownlees (Universitat Pompeu Fabra) |
University of Mannheim, L9, 1-2, 002 |
12:00 - 13:00 |
| date | title | speaker | location | time |
|---|---|---|---|---|
November 29th, 2016 |
Measuring Dynamic Connectedness with Bayessian VAR Models | Kamil Yilmaz (Koc University) |
University of Mannheim, L7, 3-5 - P043 |
12.00 |
November 22nd, 2016 |
Semiparametric Analysis of Network Formation | Koen Jochmans (SciencesPo) |
University of Mannheim, L7, 3-5 - P043 |
12.00 |
November 14th, 2016 |
Tail event driven networks of SIFIs | Yarema Okhrin |
Heidelberg, AWI |
17:15-18:15 |
October 4th, 2016 |
Some Extensions of Regression Based Cointegration Analysis: Theory for Applications | Martin Wagner (TU Dortmund) |
University of Mannheim, L7, 3-5 - P043 |
12.00 |
| date | title | speaker | location | time |
|---|---|---|---|---|
July 7th, 2016 |
Bank business models at zero interest rates | Julia Schaumburg |
KIT, Geb. 20.14. Room 103.1 |
11.45 - 13.00 |
May 27th, 2016 |
Is Robust Inference with OLS Sensible in Time Series Regressions? Investigating Bias and MSE Trade-offs with Feasible GLS and VAR Approaches. | Richard Baillie |
Heidelberg, AWI Room 01.034 |
13:30-14:30 |
May 19th, 2016 |
A Bootstrap Stationarity Test for Predictive Regression Invalidity | Robert Taylor |
KIT, Geb. 20.14 Room 103.1 |
11.45 - 13.00 |
April 28th, 2016 |
Revisiting the Stealth Trading Hypothesis - Does Time - Varying Liquidity Explain the Size Effect? | Nikolaus Hautsch |
KIT, Geb. 20.14 Room 103.1 |
11.45 - 13.00 |
March 22nd, 2016 |
Factorisable Sparse Tail Event Curves | Wolfgang Härdle |
KIT, Geb. 20.14 Room 103.1 |
11.45 - 13.00 |