The Granger Centre for Time Series Econometrics
The Granger Centre for Time Series Econometrics

Seminars 2020/2021

 

 

Granger Centre Seminar: Helmut Lütkepohl (DIW Berlin)

Date
25 February 2021 (12:30-14:00)
Location:
Zoom
Description
Heteroskedastic proxy vector autoregressions

Granger Centre Seminar: Monica Bilio (Ca' Foscari University of Venice)

Date
04 March 2021 (13:30-15:00)
Location:
Zoom
Description
Bayesian dynamic tensor regression

Granger Centre Seminar: Anton Skrobotov (RANEPA, Russia)

Date
11 March 2021 (12:30-14:00)
Location:
Zoom
Description
Time-transformed test for the explosive bubbles under non-stationary volatility

Granger Centre Seminar: Yuqian Zhao (Essex Business School)

Date
18 March 2021 (12:30-14:00)
Location:
Zoom
Description
Detecting common breaks in the means of high dimensional cross-dependent panels

Granger Centre Seminar: Christian Brownlees (UPF)

Date
22 April 2021 (12:30-14:00)
Location:
Zoom
Description
Performance of empirical risk minimization for linear regression with dependent data

Granger Centre Seminar: Lorenzo Trapani (University of Nottingham)

Date
29 April 2021 (12:30-14:00)
Location:
Zoom
Description
Change point detection in random coefficient autoregression models

Granger Centre Seminar: Jihyun Kim (Toulouse School of Economics)

Date
06 May 2021 (14:30-16:00)
Location:
Zoom
Description
Robust inferences for financial time series

Granger Centre Seminar: Andreas Joseph (Bank of England)

Date
27 May 2021 (12:30-14:00)
Location:
Zoom
Description
An interpretable machine learning workflow with an application to economic forecasting

Granger Centre Seminar: Ke-Li Xu (Indiana University)

Date
03 June 2021 (14:30-16:00)
Location:
Zoom
Description
On local projection based inference

 

The Granger Centre for Time Series Econometrics

School of Economics
University of Nottingham
University Park
Nottingham, NG7 2RD


lorenzo.trapani@nottingham.ac.uk