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Faculty of Economics

Econometrics Seminars

Seminars This Term

For more information or to attend online please contact seminars@econ.cam.ac.uk

24 Apr

Professor Giuseppe Cavaliere (University of Bologna)

"The econometrics of financial duration modeling" based on joint works with Thomas Mikosch, Anders Rahbek and Frederik Vilandt, U Copenhagen
Wednesday 24th April 2024 2:00pm
Hybrid Keynes (Econometrics)

01 May

Professor Yuya Sasaki (Vanderbilt University)

"On the Inconsistency of Cluster-Robust Inference and How Subsampling Can Fix It"
Wednesday 1st May 2024 2:00pm
Hybrid Keynes (Econometrics)

08 May

Professor Jack Porter (University of Wisconsin)

"Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits" joint with Keisuke Hirano
Wednesday 8th May 2024 2:00pm
Hybrid Meade (Econometrics)

15 May

Professor Martin Weidner (Oxford University)

"A Neyman-Orthogonalization Approach to the Incidental Parameter Problem" joint with Stephane Bonhomme & Koen Jochmans
Wednesday 15th May 2024 2:00pm
Hybrid Keynes (Econometrics)

22 May

Professor Dennis Kristensen (UCL)

"Penalised Continuous-Updating GMM Estimators: Shrinking the No-moment Problem"
Wednesday 22nd May 2024 2:00pm
Hybrid Keynes (Econometrics)

29 May

Professor Tiziano Arduini (Tor Vergata University of Rome )

"Estimation and Inference in the Presence of Neighborhood Unobservables"
Wednesday 29th May 2024 2:00pm
Hybrid Keynes (Econometrics)

12 Jun

Dobrislav Dobrev (Federal Reserve Board) Janeway Institute logo

"A Randomized Missing Data Approach to Robust Filtering and Forecasting" joint with Derek Hansen and Pawel Szerszen
Wednesday 12th June 2024 2:00pm
Keynes Room (Econometrics)

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