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

Past Seminars:
Joint Econometrics and Statistics Workshop


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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.LG.03. 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 Marcia Schafgans and Dr Matteo Barigozzi.

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Friday  24 March 2017  12:00 - 13:00

TBC

Esther Ruiz (Universidad Carlos III)

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  10 March 2017  12:00 - 13:00

Sequential Testing for Structural Stability in Approximate Factor Models

Lorenzo Trapani (Cass Business School) , joint with Matteo Barigozzi

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  24 February 2017  12:00 - 13:00

Detection of periodicity in functional time series

Siegfried Hörmann (Université libre de Bruxelles)

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  10 February 2017  12:00 - 13:00

Testing uniformity on high-dimensional spheres against monotone rotationally symmetric alternatives

Davy Paindaveine (Université libre de Bruxelles) , joint with Christine Cutting and Thomas Verdebout

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  27 January 2017  12:00 - 13:00

Some recent progress on nonlinear spatial modelling: A personal review

Zudi Lu (University of Southampton)

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  13 January 2017  12:00 - 13:00

Bootstrap inference under random distributional limits

Giuseppe Cavaliere (University of Bologna) , joint with Iliyan Georgiev

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  09 December 2016  12:00 - 13:00

Testing for stability of the correlation structure

Javier Hidalgo (LSE)

32L LG.03, Lower Ground Floor, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
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Friday  02 December 2016  12:00 - 13:00

Inference on trending panel data

Peter Robinson (LSE) , joint with C. Velasco

32L LG.03, Lower Ground Floor, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
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Friday  25 November 2016  12:00 - 13:00

Misspecification testing in spatial autoregressive models

Jungyoon Lee (Royal Holloway, University of London)

32L LG.03, Lower Ground Floor, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
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Friday  18 November 2016  12:00 - 13:00

Nonseparable Unobserved Hetereogeneity and Partial Identificaion in IV models for Count Outcomes

Dongwoo Kim (UCL)

32L LG.03, Lower Ground Floor, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
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Friday  11 November 2016  12:00 - 13:00

A New Approach for Dynamic Event Count Data Models

Namhyun Kim (Exeter University)

32L LG.03, Lower Ground Floor, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
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Friday  04 November 2016  12:00 - 13:00

Partial Independence in Nonseparable Models

Matt Masden (Duke University) , joint with Alexandre Poirier

[pdf] Download Paper


32L LG.03, Lower Ground Floor, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
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Friday  07 October 2016  12:00 - 13:00

Quantile Methods for first-price auctions: a signal approach

Emmanuel Guerre (QMW) , joint with Nathalie Gimenes

[pdf] Download Paper


32L LG.03, Lower Ground Floor, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
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Friday  30 September 2016  12:00 - 13:00

Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors

Marcelo Moreira (Fundação Getúlio Vargas (FGV/EPGE)) , joint with Humberto Moreira

[pdf] Download Paper


32L LG.03, Lower Ground Floor, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
calendar
Friday  11 March 2016  12:00 - 13:00

TBA

Valentina Corradi (Exeter University)

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  26 February 2016  12:00 - 13:00

TBA

Rajen Shah (University of Cambridge)

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  12 February 2016  12:00 - 13:00

The Practice of FX Spot Trading and Competition amongst Liquidity Providers

Roel Oomen (LSE)

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  29 January 2016  12:00 - 13:00

TBA

Andrew Harvey (University of Cambridge)

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  15 January 2016  12:00 - 13:00

Structural Change Detection for M-estimation Regression Under Time Series Non-stationarity

Weichi Wu (UCL)

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  11 December 2015  12:00 - 13:00

TBA

Denis Nekipelov (UC Berkeley)

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  04 December 2015  12:00 - 13:00

Data-driven GMM test for parameter instability

Stepana Lazarova (Queen Mary University)

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  27 November 2015  12:00 - 13:00

Welfare Analysis for Discrete Choice with Interval-Data on Income

Ying-Ying Lee (Oxford University)

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  20 November 2015  12:00 - 13:00

Nonparametric Insturmental Variable Estimation under Monotonicity

Daniel Wilhelm (UCL)

[pdf] Download Paper


Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  13 November 2015  12:00 - 13:00

Estimation of Nonlinear Panel Modles with Multiple Unobserved Effects

Mingly Chen (University of Warwick)

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  23 October 2015  12:00 - 13:00

Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models

Sebastian Kripfganz (University of Exeter Business School)

[pdf] Download Paper


Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  16 October 2015  12:00 - 13:00

Robust Confidence Regions for Incomplete Methods

Hiroaki Kaido (Boston University)

[pdf] Download Paper


Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR