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STICERD Econometrics Seminar Series


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These seminars are held on Thursdays in term time at 14.00-15.30, in 32L 3.05 (3rd floor, 32 Lincolns Inn Fields, London), unless specified otherwise.

Entry is on a first-come first-served basis. No registration is required but places are limited. 

Seminar organisers: Dr Tai Otsu

For more information please contact Jane Dickson.

You can subscribe or unsubscribe to our mailing list (emetrics). 

calendar
Thursday  27 April 2017  12:30 - 14:00
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Testing the Number of Regimes in Markov Regime Switching Models

Hiro Kasahara (UBC)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Friday  12 May 2017  13:00 - 14:30
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Quantile Factor Models

Jesus Gonzalo (Carlos III, Madrid)

32L 2.04, 2nd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
calendar
Thursday  18 May 2017  12:30 - 14:00
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Cross Sectional Dependence in Idiosyncratic Volatility

Ilze Kalnina (UCL)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  25 May 2017  12:30 - 14:00
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Optimal Auxiliary Priors and Reversible Jump Proposals for a Class of Variable Dimension Models

Andriy Norets (Brown University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH