VTSS
VTSS
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Fitting Dynamically Misspecified Models: An Optimal Transportation Approach
Speaker: Zhongjun Qu (Boston)
Guest Panellist: Alfred Galichon (NYU)
มุมมอง: 68

วีดีโอ

Detecting Giver and Receiver Spillover Groups in Large Vector Autoregressions42:24Detecting Giver and Receiver Spillover Groups in Large Vector Autoregressions
Detecting Giver and Receiver Spillover Groups in Large Vector Autoregressions
มุมมอง 4414 วันที่ผ่านมา
Speaker: Stefán Guðmundsson (Aarhus) Guest Panellist: Bjarni Einarsson (Central Bank of Iceland)
Common Trends and Long-Run Identification in Nonlinear Structural VARs1:03:33Common Trends and Long-Run Identification in Nonlinear Structural VARs
Common Trends and Long-Run Identification in Nonlinear Structural VARs
มุมมอง 14821 วันที่ผ่านมา
Speaker: James Duffy (Oxford) Guest Panellist: Peter Boswijk (Amsterdam)
Intervention analysis, causality and generalized impulse responses in VAR models: theory & inference56:30Intervention analysis, causality and generalized impulse responses in VAR models: theory & inference
Intervention analysis, causality and generalized impulse responses in VAR models: theory & inference
มุมมอง 79หลายเดือนก่อน
Speaker: Jean-Marie Dufour (McGill) Guest Panellist: Carlos Velasco (UC3M)
High-Dimensional Dynamic Factor Models: A Selective Survey1:00:56High-Dimensional Dynamic Factor Models: A Selective Survey
High-Dimensional Dynamic Factor Models: A Selective Survey
มุมมอง 107หลายเดือนก่อน
Speaker: Manfred Deistler (Vienna) Guest Panellist: Marco Lippi (EIEF)
Optimal Granular Instrumental Variables55:57Optimal Granular Instrumental Variables
Optimal Granular Instrumental Variables
มุมมอง 84หลายเดือนก่อน
Full Title: Optimal Granular Instrumental Variables: Sequential Estimation of Long Panels with Finite Cross Section Speaker: Kenichi Nagasawa (Warwick) Guest Panellist: Prosper Dovonon (Concordia)
Testing Predictive Accuracy with Penalized Regression49:16Testing Predictive Accuracy with Penalized Regression
Testing Predictive Accuracy with Penalized Regression
มุมมอง 47หลายเดือนก่อน
Speaker: Valentina Corradi (Surrey) Guest Panellist: Daniele Massacci (KCL)
Efficient two-sample instrumental variable estimators with change points & near-weak identification59:23Efficient two-sample instrumental variable estimators with change points & near-weak identification
Efficient two-sample instrumental variable estimators with change points & near-weak identification
มุมมอง 632 หลายเดือนก่อน
Speaker: Bertille Antoine (Simon Fraser) Guest Panellist: Daniel Lewis (UCL).
Perceived shocks and impulse responses46:48Perceived shocks and impulse responses
Perceived shocks and impulse responses
มุมมอง 1772 หลายเดือนก่อน
Speaker: Raffaella Giacomini (UCL). Guest Panellist: Tatevik Sekhposyan (TAMU)
Inference on breaks in weak location models with quasi Fisher scores1:01:20Inference on breaks in weak location models with quasi Fisher scores
Inference on breaks in weak location models with quasi Fisher scores
มุมมอง 802 หลายเดือนก่อน
Speaker: Lorenzo Trapani (Leicester) Guest Panellist: Alessandro Casini (Rome Tor Vergata)
Conformal Quantile Estimation in Economics18:44Conformal Quantile Estimation in Economics
Conformal Quantile Estimation in Economics
มุมมอง 4287 หลายเดือนก่อน
Speaker: Martin Fankhauser (Bocconi)
The causal interpretation of Panel Vector Autoregressions17:16The causal interpretation of Panel Vector Autoregressions
The causal interpretation of Panel Vector Autoregressions
มุมมอง 2197 หลายเดือนก่อน
Speaker: Raimondo Pala (Rome Tor Vergata)
NIRVAR: Network Informed Restricted Vector Autoregression19:39NIRVAR: Network Informed Restricted Vector Autoregression
NIRVAR: Network Informed Restricted Vector Autoregression
มุมมอง 1037 หลายเดือนก่อน
Speaker: Brendan Martin (Imperial)
Integration of European electricity markets in a reverse mixed-frequency panel17:26Integration of European electricity markets in a reverse mixed-frequency panel
Integration of European electricity markets in a reverse mixed-frequency panel
มุมมอง 517 หลายเดือนก่อน
Speaker: Andrea Viselli (Milan)
Empirical Research on ESG Factor-Optimized Asset Pricing and Multifactor Models16:56Empirical Research on ESG Factor-Optimized Asset Pricing and Multifactor Models
Empirical Research on ESG Factor-Optimized Asset Pricing and Multifactor Models
มุมมอง 417 หลายเดือนก่อน
Speaker: Sinian Zheng (UCD)
An Unconditional-Quantile Vector Error Correction Model to Analyze Climate Heterogeneity20:27An Unconditional-Quantile Vector Error Correction Model to Analyze Climate Heterogeneity
An Unconditional-Quantile Vector Error Correction Model to Analyze Climate Heterogeneity
มุมมอง 467 หลายเดือนก่อน
An Unconditional-Quantile Vector Error Correction Model to Analyze Climate Heterogeneity
Asymptotic Properties of the MLE for Markov-switching Observation-driven Models17:35Asymptotic Properties of the MLE for Markov-switching Observation-driven Models
Asymptotic Properties of the MLE for Markov-switching Observation-driven Models
มุมมอง 977 หลายเดือนก่อน
Asymptotic Properties of the MLE for Markov-switching Observation-driven Models
New rank-based tests and estimators for Common Dynamic Factors17:13New rank-based tests and estimators for Common Dynamic Factors
New rank-based tests and estimators for Common Dynamic Factors
มุมมอง 327 หลายเดือนก่อน
New rank-based tests and estimators for Common Dynamic Factors
Estimating high-dimensional Markov-switching VARs18:21Estimating high-dimensional Markov-switching VARs
Estimating high-dimensional Markov-switching VARs
มุมมอง 1067 หลายเดือนก่อน
Estimating high-dimensional Markov-switching VARs
Realized Candlestick Wicks19:37Realized Candlestick Wicks
Realized Candlestick Wicks
มุมมอง 437 หลายเดือนก่อน
Realized Candlestick Wicks
Intraday Variation in Systematic Risks and Information Flows23:35Intraday Variation in Systematic Risks and Information Flows
Intraday Variation in Systematic Risks and Information Flows
มุมมอง 967 หลายเดือนก่อน
Intraday Variation in Systematic Risks and Information Flows
Bespoke Realized Volatility: Tailored Measure of Risk for Volatility Prediction1:16:27Bespoke Realized Volatility: Tailored Measure of Risk for Volatility Prediction
Bespoke Realized Volatility: Tailored Measure of Risk for Volatility Prediction
มุมมอง 1268 หลายเดือนก่อน
Bespoke Realized Volatility: Tailored Measure of Risk for Volatility Prediction
The Extremum Monte Carlo Filter for Nonlinear Non-Gaussian State Space Models1:02:18The Extremum Monte Carlo Filter for Nonlinear Non-Gaussian State Space Models
The Extremum Monte Carlo Filter for Nonlinear Non-Gaussian State Space Models
มุมมอง 1458 หลายเดือนก่อน
The Extremum Monte Carlo Filter for Nonlinear Non-Gaussian State Space Models
Asymptotic Properties of the Gauge and Power of Step-Indicator Saturation58:39Asymptotic Properties of the Gauge and Power of Step-Indicator Saturation
Asymptotic Properties of the Gauge and Power of Step-Indicator Saturation
มุมมอง 838 หลายเดือนก่อน
Asymptotic Properties of the Gauge and Power of Step-Indicator Saturation
Forecasting with Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity1:01:07Forecasting with Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity
Forecasting with Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity
มุมมอง 2689 หลายเดือนก่อน
Forecasting with Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity
Auto-Distance Covariance Function for Time Series Analysis53:18Auto-Distance Covariance Function for Time Series Analysis
Auto-Distance Covariance Function for Time Series Analysis
มุมมอง 8310 หลายเดือนก่อน
Auto-Distance Covariance Function for Time Series Analysis
Nonparametric Estimation of Trawl Processes: Theory and Applications52:27Nonparametric Estimation of Trawl Processes: Theory and Applications
Nonparametric Estimation of Trawl Processes: Theory and Applications
มุมมอง 10510 หลายเดือนก่อน
Nonparametric Estimation of Trawl Processes: Theory and Applications
Unravelling Dynamic Interactions of Economic Activity and Climate Change1:04:12Unravelling Dynamic Interactions of Economic Activity and Climate Change
Unravelling Dynamic Interactions of Economic Activity and Climate Change
มุมมอง 219ปีที่แล้ว
Unravelling Dynamic Interactions of Economic Activity and Climate Change
Inference in Non-stationary High-Dimensional VARs1:00:51Inference in Non-stationary High-Dimensional VARs
Inference in Non-stationary High-Dimensional VARs
มุมมอง 203ปีที่แล้ว
Inference in Non-stationary High-Dimensional VARs
Explicit Minimal Representation of Variance Matrices and Implication for Dynamic Volatility Models52:56Explicit Minimal Representation of Variance Matrices and Implication for Dynamic Volatility Models
Explicit Minimal Representation of Variance Matrices and Implication for Dynamic Volatility Models
มุมมอง 120ปีที่แล้ว
Explicit Minimal Representation of Variance Matrices and Implication for Dynamic Volatility Models

ความคิดเห็น

  • @curtiskennedy1481
    @curtiskennedy1481 11 หลายเดือนก่อน

    *PromoSM* 🍀

  • @ay5960
    @ay5960 ปีที่แล้ว

    I would be interested to know, what are the cointegration coefficients between the time series? Are they supposed to be given eigenvectors of the product of the four matrices? (doesn't seem to be the case)

  • @ay5960
    @ay5960 ปีที่แล้ว

    Is the third matrix among the four (page 10) X_{-1}M \Delta X^{t}? instead of the way it is written? the delta X should be transposed I think?

  • @rvanegasp
    @rvanegasp ปีที่แล้ว

    how funny! with data science and data models , these human biased mathematical verbatim is now obsolete

  • @pshr2447
    @pshr2447 ปีที่แล้ว

    thanks!

  • @sojinlee2665
    @sojinlee2665 2 ปีที่แล้ว

    I would really like to watch this talk, but the video seems all broken..

    • @ovtss
      @ovtss 2 ปีที่แล้ว

      Hi sojin lee, the video is working fine. Please check your settings.

  • @mathiasbarding8542
    @mathiasbarding8542 2 ปีที่แล้ว

    Exciting stuff!