Home > Department of Statistics > Events > 2014-15 Seminar Series > Joint Econometrics and Statistics Seminar Series 2014-15

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Joint Econometrics and Statistics Seminar Series 2014-15

The Departments of Statistics and Economics jointly organise these seminars throughout the year. All are welcome to attend.

Please contact Dr Marcia Schafgans| and Dr Matteo Barigozzi| for further information or visit the Department of Economics Website|

Please address general enquiries to Sarah McManus|.


uni_logoFriday 24 October 2014, 12pm - 1pm, Room LG.03, 32 Lincoln's Inn Fields, Department of Economics
Maps and directions|

David Preinerstorfer
Universität Wien|

Title: On size and power of heteroskedasticity and autocorrelation robust tests


MSchafgansFriday 7 November 2014, 12pm - 1pm, Room LG.03, 32 Lincoln's Inn Fields, Department of Economics
Maps and directions|

Marcia Schafgans
LSE|

Title: Inference and homogeneity in large dynamic panels with strong cross sectional dependence


VHajivassiliouFriday 21 November 2014, 12pm - 1pm, Room LG.03, 32 Lincoln's Inn Fields, Department of Economics
Maps and directions|

Vassilis Hajivassiliou
LSE|

Title: Establishing the coherency of dynamic LDV models


AGuptaFriday 28 November 2014, 12pm - 1pm, Room LG.03, 32 Lincoln's Inn Fields, Department of Economics
Maps and directions|

Abhimanyu Gupta
University of Essex|

Title: to be confirmed


SSokullujpegFriday 5 December 2014, 12pm - 1pm, Room LG.03, 32 Lincoln's Inn Fields, Department of Economics
Maps and directions|

Senay Sakullu
University of Bristol|

Title: Analysis of two-sided markets: an application to local American newspapers


LGiraitis

Friday 30 January 2015: 12pm - 1pm, Room COL 6.15, Columbia House (sixth floor), Department of Statistics
Maps and directions|

Liudas Giraitis
Queen Mary University of London|

Title: to be confirmed

Abstract: to be confirmed


AbadirFriday 13 February 2015: 12pm - 1pm, Room COL 6.15, Columbia House (sixth floor), Department of Statistics
Maps and directions|

Karim Abadir
Imperial College London|  

Title: Link of moments before and after transformations, with an application to resampling from fat-tailed distributions

Abstract: Let x be a transformation of y. We derive an expansion formulating the expectations of x in terms of the expectations of y. Apart from the intrinsic interest in such a fundamental relation, our results can be applied to calculating E(x) by the low-order moments of a transformation which can be chosen to give a good approximation for E(x). To do so, we generalize the approach of bounding the terms in expansions of characteristic functions, and use our result to derive an explicit and accurate bound for the remainder when a finite number of terms are taken. We illustrate one of the implications of our method by providing accurate naïve bootstrap confidence intervals for the mean of a fat-tailed distribution with an infinite variance, in which case currently-available bootstrap methods are asymptotically invalid and unreliable in finite sample.

Keywords: Expansion of functions; Remainder's bound; Complex analysis, Moments; Bootstrap confidence interval; Infinite variance; Stable law.

Joint work with Adriana Cornea-Madeira


MFernandesFriday 27 February 2015: 12pm - 1pm, Room COL 6.15, Columbia House (sixth floor), Department of Statistics
Maps and directions

Marcelo Fernandez
Queen Mary University of London|

Title: to be confirmed

Abstract: to be confirmed


DLaVecchiaFriday 13 March 2015: 12pm - 1pm, Room COL 6.15, Columbia House (sixth floor), Department of Statistics
Maps and directions|

Davide La Vecchia
University of St Gallen| and Monash University|

Title: to be confirmed

Abstract: to be confirmed


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