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 HeiKaMEtrics as well.
HeiKaMEtrics-Seminars
| date | title | speaker | location | time |
|---|---|---|---|---|
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 |
September 7th, 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 |
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 |
June 1st, 2018 |
Econometrics Workshop | Stefan Wager (Stanford University) |
Heidelberg University, Mathematikon, conference room, 5th floor |
09:00 - 11:30 |
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 22nd, 2018 |
Bootstrapping for Vector Autoregression Estimates in Generalized Dynamic Factor Models | Alexander Braumann (TU Braunschweig) |
University of Mannheim, L7, 3-5, Room S 031 |
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 |
Asymmetric Impulse Responses | Joerg Breitung (University of Cologne) |
Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 01.030 |
17:00 - 18:00 |
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 |
November 27th, 2017 |
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 |
Predicting Long-Term Financial Returns: VAR vs. DSGE Model - A Horse-Race | Michael Rockinger (University of Lausanne) |
Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 01.030 |
17:00 - 18:00 |
| 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 |
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 |
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 |
| 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 |
12.00-13.30 |
November 22nd, 2016 |
Semiparametric Analysis of Network Formation | Koen Jochmans (SciencesPo) |
University of Mannheim, L7, 3-5, P043 |
12.00-13.30 |
November 14th, 2016 |
Tail event driven networks of SIFIs | Yarema Okhrin joint with Cathy Chen and Wolfgang Härdle |
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 |
12.00-13.30 |
| 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 |
