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

Seminars 2021/2022

 

 

Granger Centre Seminar: Giuseppe Cavaliere (University of Bologna)

Date
30 September 2021 (11:30-13:00)
Location:
Zoom
Description
Bootstrap inference for Hawkes and general points processes

Granger Centre Seminar: Shuping Shi (Macquarie University)

Date
07 October 2021 (11:00-12:30)
Location:
Zoom
Description
Realized drift

*Cancelled* Granger Centre Seminar: Luca Fanelli (University of Bologna)

Date
14 October 2021 (10:30-12:00)
Location:
Zoom
Description
*Cancelled* An identificiation strategy for proxy-SVARs with weak proxies

Granger Centre Seminar: Stephan Smeekes (University of Maastricht)

Date
21 October 2021 (12:30-14:00)
Location:
Zoom
Description
Lasso inference for high-dimensional time series

Granger Centre Seminar: Christian Francq (ENSAE)

Date
04 November 2021 (12:30-14:00)
Location:
Zoom
Description
Testing the existence of moments and estimating the tail index of Augmented GARCH processes

Granger Centre Seminar: Xinbing Kong (Soochow University)

Date
11 November 2021 (10:30-12:00)
Location:
Zoom
Description
Projected estimation for large-dimensional matrix factor models

Granger Centre Seminar: Yong Song (University of Melbourne)

Date
18 November 2021 (10:00-11:30)
Location:
Zoom
Description
Identification and forecasting of bull and bear markets using multivariate returns

Granger Centre Seminar: Andros Kourtellos (University of Cyprus)

Date
25 November 2021 (12:30-14:00)
Location:
Zoom
Description
Threshold spatial Durbin model

Granger Centre Seminar: George Kapetanios (King's College London)

Date
02 December 2021 (12:30-14:00)
Location:
Zoom
Description
High dimensional generalised least squares inference

Granger Centre Seminar: Olivier Scaillet (University of Geneva)

Date
09 December 2021 (12:30-14:00)
Location:
Zoom
Description
A penalized two-pass regression to predict stock returns with time-varying risk premia

Granger Centre Seminar: Tassos Magdalinos (University of Southampton)

Date
03 March 2022 (12:30-14:00)
Location:
TBC

Granger Centre Seminar: Jean-Michel Zakoian ( ENSAE)

Date
17 March 2022 (12:30-14:00)
Location:
TBC

Granger Centre Seminar: Marc Hallin (Universite Libre de Bruxelles)

Date
31 March 2022 (12:30-14:00)
Location:
TBC

 

The Granger Centre for Time Series Econometrics

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


lorenzo.trapani@nottingham.ac.uk