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Joint Econometrics and Statistics Workshop

This seminar series is a joint partnership between the Department of Statistics and the STICERD Econometrics Programme.

During Michaelmas term, they take place on Friday mornings at 12pm in 32L.LG.03. In Lent term they will be held in the Leverhulme Library (COL 6.15). All are very welcome to attend and refreshments are provided.

Seminar Organisers: Dr Marcia Schafgans and Dr Matteo Barigozzi.

Please note that you can subscribe or unsubscribe to our mailing list (stats).

For past seminars, please check this file: Joint Econometrics and Statistics Seminars

 

Seminars 2015-2016

Fri, 11 March 2016, - -- TBA
TBA
Speaker: Valentina Corradi (Exeter University)

Leverhulme Library, COL 6.17, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
Fri, 11 March 2016, -

Fri, 26 February 2016, - -- TBA
TBA
Speaker: Rajen Shah (University of Cambridge)

Leverhulme Library, COL 6.17, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
Fri, 26 February 2016, -

Fri, 12 February 2016, - -- The Practice of FX Spot Trading and Competition amongst Liquidity Providers
The Practice of FX Spot Trading and Competition amongst Liquidity Providers
Speaker: Roel Oomen (LSE)

Leverhulme Library, COL 6.17, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
Fri, 12 February 2016, -

Fri, 29 January 2016, - -- TBA
TBA
Speaker: Andrew Harvey (University of Cambridge)

Leverhulme Library, COL 6.17, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
Fri, 29 January 2016, -

Fri, 15 January 2016, - -- Structural Change Detection for M-estimation Regression Under Time Series Non-stationarity
Structural Change Detection for M-estimation Regression Under Time Series Non-stationarity
Speaker: Weichi Wu (UCL)

Leverhulme Library, COL 6.17, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
Fri, 15 January 2016, -

Fri, 11 December 2015, - -- TBA
TBA
Speaker: Denis Nekipelov (UC Berkeley)

Leverhulme Library, COL 6.17, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
Fri, 11 December 2015, -

Fri, 04 December 2015, - -- Data-driven GMM test for parameter instability
Data-driven GMM test for parameter instability
Speaker: Stepana Lazarova (Queen Mary University)

Leverhulme Library, COL 6.17, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
Fri, 04 December 2015, -

Fri, 27 November 2015, - -- Welfare Analysis for Discrete Choice with Interval-Data on Income
Welfare Analysis for Discrete Choice with Interval-Data on Income
Speaker: Ying-Ying Lee (Oxford University)

Leverhulme Library, COL 6.17, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
Fri, 27 November 2015, -

Fri, 20 November 2015, - -- Nonparametric Insturmental Variable Estimation under Monotonicity
Nonparametric Insturmental Variable Estimation under Monotonicity
Speaker: Daniel Wilhelm (UCL)
Paper: http://www.ucl.ac.uk/~uctpdwi/papers/cwp391515.pdf
Leverhulme Library, COL 6.17, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
Fri, 20 November 2015, -

Fri, 13 November 2015, - -- Estimation of Nonlinear Panel Modles with Multiple Unobserved Effects
Estimation of Nonlinear Panel Modles with Multiple Unobserved Effects
Speaker: Mingly Chen (University of Warwick)

Leverhulme Library, COL 6.17, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
Fri, 13 November 2015, -

Fri, 23 October 2015, - -- Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models
Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models
Speaker: Sebastian Kripfganz (University of Exeter Business School)
Paper: http://www.kripfganz.de/research/Kripfganz_time-space.pdf
Leverhulme Library, COL 6.17, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
Fri, 23 October 2015, -

Fri, 16 October 2015, - -- Robust Confidence Regions for Incomplete Methods
Robust Confidence Regions for Incomplete Methods
Speaker: Hiroaki Kaido (Boston University)
Paper: http://www.lse.ac.uk/economics/newsEventsSeminars/seminars/seminarPapers/EpsteinKaidoSeoPaper.pdf
Leverhulme Library, COL 6.17, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
Fri, 16 October 2015, -

 

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