ECONOMETRICS SEMINAR SERIES 2017-2018

Coordinator: Barbara Rossi 
Day: Tuesday

Time: 17.00 18.15 

Room: 20.137

 

October 13

Dante Amengual (CEMFI)

"Is a normal copula the right copula?" (Joint with E. Sentana)

October 31 

Mikkel Plagborg-Moller (Princeton University)

"Instrumental Variable Identification of Dynamic Variance Decompositions" (Joint with C. K. Wolf)

November 7 

Kevin Sheppard (Oxford)

"Portfolio-based testing of Multivariate Volatility Models"

March 6 -Room 24.019

Andrew Patton (Duke University)

"Estimation and Inference for Large Panel Copula Models" (Joint with D. Hwan Oh and C.Pakel)