Recent seminars

Conferences

20th OxMetrics Conference User Conference

10 - 11 September 2018
Centre for Econometric Analysis, Faculty of Finance
Cass Business School, UK

Seminars

26 February 2019 - Dr Andy Haldane (Chief Economist Bank of England, UK) and Professor David Hendry (Oxford University, UK)

Special Seminar on “Macroeconomics: theory and practice”.

Room: 6001, 6th Floor, Cass Business School, Bunhill Row 12:00 - 14:00

Programme

12:00-12:05
Welcome from Professor Sir Paul Curran (President, City University of London, UK)

12:00-14:00 Chair: Professor Marianne Lewis (Dean, Cass Business School, UK)
Andy and David will give their views on where the topics is now, and is leading to, with reference to the approach at the Bank of England

drawing on several contributions published in Oxford Review of Economic Policy (2018) volume on the Future of Macroeconomics. Q&A during the discussion.

19 November - Professor David F. Hendry (University of Oxford, UK)

“Deciding Between Alternative Approaches in Macroeconomics”

Room: Sala Bertocchi, Department of Management, Economics and Quantitative Methods, Via dei Caniana 2, Bergamo – 12:00-14:00

16 November 2018 - Professor David Drukker (Executive Director of Econometrics, Stata Corp, USA)

Room: Aula 16, Department of Management, Economic and Quantitative Methods, Via dei Caniana 2, Bergamo – 13:00-19:00

Programme

13:00-14:45
Estimating an endogenous treatment effect on an ordinal outcome from an endogenously selected sample

14:45-15:00 Break

15:00-17:00
Using GMM in Stata to solve the two-step estimation problem

17:00-17:15 Break

17:15-18:30
New results on the robustness of two-part model, hurdle models and zero-inflated models to endogeneity of selection between the parts.

26 October 2018 - Jan Novotny (HSBC and Centre for Econometric Analysis)

"Kdb+/q and Machine Learning in Finance (To boldly go where no man has gone before)" Abstract

Room: 5010, 5th Floor, Cass Business School, Bunhill Row from 14:00-16:00

14  September 2018 - Oghuzan Akgun (CRED, University Paris II Pantheon-Assas, France)

Heterogeneity and Cross-Sectional Dependence in Panels: Heterogeneous vs. Homogeneous Estimators”  (joint with A. Pirotte and G. Urga)

8 September 2018 - Lynda Khalaf (Carleton University, Canada)

Identification and Persistence-Robust Exact Inference in DSGE Models (joint with with Z. Lin and A. Reza)

26 January 2018 - Riccardo Borghi (Cass Business School, UK)

"High-Frequency Quoting and Liquidity Commonality”