Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Joint Econometrics and Statistics Workshop


feed/rss  Webfeed

This seminar series is organised jointly by the Department of Statistics and the STICERD Econometrics Programme.

During Michaelmas term, seminars take place on Fridays at 12pm in 32L.B.11. In Lent term, they are held in the Leverhulme Library (COL 6.15).

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

Seminar Organisers: Dr Tatiana Komarova and Dr Yunxiao Chen.

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



calendar
Friday  30 November 2018  12:00 - 13:00

A New Approach for Detecting Shifts in Forecast Accuracy’’

Jeremy Chiu (Bank of England) , joint with S. Hayes, G. Kapetanios, K. Theodoridis

32L B.11, Basement, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
calendar
Friday  02 November 2018  12:00 - 13:00

Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk

Mingly Chen (University of Warwick) , joint with A. Belloni and V. Chernozhukov

[pdf] Download Paper


32L B.11, Basement, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
calendar
Friday  16 November 2018  12:00 - 13:00

Fixed-Effects Models with Interval Censored Variables

David Pacini (University of Bristol) , joint with C Bontemps and T Magnac

[pdf] Download Paper


32L B.11, Basement, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
calendar
Friday  30 November 2018  12:00 - 13:00

A New Approach for Detecting Shifts in Forecast Accuracy’’

Jeremy Chiu (Bank of England) , joint with S. Hayes, G. Kapetanios, K. Theodoridis

32L B.11, Basement, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
calendar
Friday  07 December 2018  12:00 - 13:00

Forest through the trees: Building cross-sections of stock returns

Svetlana Bryzgalova (London Business School) , joint with M Pelger and J Zhu

[pdf] Download Paper


32L B.11, Basement, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
calendar
Friday  14 December 2018  12:00 - 13:00

TBC

Luke Taylor (Aarhus University)

32L B.11, Basement, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue