Seminar on Statistics and Econometrics

summer term 2017

This provides a forum for state-of-the-art research in empirical economics and econometric/statistical methodology. Its purpose is to disseminate and discuss the results of ongoing research. Guests are welcome to participate. To sign up for the mailing list, please contact Prof. Dr. Uwe Jensen.

Room Time
Thursdays, 16:00-17:30 Uhr

 

Date Speaker Topic
26.10.2017   Internal meeting
02.11.2017 Andreas Lagemann (HWWI) Gender- and occupation-specific lifetime earnings – evidence from the Sample of Integrated Labor Market Biographies (SIAB)
16.11.2017 Patrik Guggenberger
(UPenn)
On the power of the subvector Anderson and Rubin test in linear instrumental variables regression
23.11.2017 Lena Dräger (Universität Mainz) Is the Anchoring of Consumers‘ Inflation Expectations Shaped by Inflation Experience?
30.11.2017 Thies Rossian
(CAU Kiel)
Comparing the Forecast Performance of Different Shrinkage Methods for a VAR
 
07.12.2017 Sebastian Link (LMU) Disaggregate Information and Firms' Expectation Formation
14.12.2017 Michael Boehm
(Universität Bonn)
The Polarization of Task Prices in Germany, 1985–2010
11.01.2018 Leonardo Morales-Arias (CAU) A Copula-Based Markov Switching Multifractal Model of Global Yield Curves
18.01.2018 Cristian Conrad (Universität Heidelberg) Two are better than one: volatility forecasting using multiplicative component GARCH models
25.01.2018 Mu-Chun Wang (Universität Hamburg)
 
Choosing hyperparameters: with applications to time-varying parameter models
01.02.2018 Markus Heinrich (CAU Kiel)