Previous Events

Econometrics Knowledge Platform 4th Annual Workshop

12:00-19:00 | 27th March, 2015 |

Programme:

12:00 – 13:25     Registration and Lunch Reception (ULMS Atrium)

13:25 – 13:30     Welcome Address (ULMS Seminar Room 5)

13:30 – 15:30     Session One (ULMS Seminar Room 5)

Oliver Linton (University of Cambridge)

“Title TBC”

Kees Jan van Garderen (Universiteit van Amsterdam)

“Title TBC”

15:30 – 16:00     Coffee Break (ULMS Atrium)

16:00 – 18:00     Session Two (ULMS Seminar Room 5)

Paolo Zaffaroni (Imperial College London)

“Title TBC”

Olan Henry (University of Liverpool)

“Title TBC”

18:00 – 18:45     Wine Reception (ULMS Atrium)

19:00                 Workshop Dinner

Please confirm your intention to participate and in particular state whether or not you wish to join the workshop dinner by emailing Dr. Ruijun Bu at ruijunbu@liv.ac.uk before 15th March at the very latest.

Econometrics Knowledge Platform 3rd Annual Workshop

The Econometrics of Financial Markets

4pm | 4th April, 2014 |

Programme:

12:00 – 13:25     Registration and Lunch Reception (ULMS Atrium)

13:25 – 13:30     Welcome Address (ULMS Seminar Room 5)

13:30 – 15:30     Session One (ULMS Seminar Room 5)

                       Robert Taylor (University of Essex) 

                       René Garcia (EDHEC Business School) 

15:30 – 16:00    Coffee Break 

16:00 – 18:00    Session Two (ULMS Seminar Room 5)

                       Raffaella Giacomini (University College London) 

                       Giovanni Urga (Cass Business School) 

18:00 – 18:45   Wine Reception 

19:00              Gala Dinner (Matou Pan Asian Restaurant)

 

Participation to this workshop including the dinner is free of charge and will be warmly welcomed. Please email Dr. Ruijun Bu for more information.

Econometrics Knowledge Platform 2nd Annual Workshop

| 22nd March, 2013 |

Distinguished Speakers:

Neil Shephard (Oxford University)

Martingale Component Models

Nour Meddahi (Toulouse School of Economics)

Time Aggregation Effects on Estimating Asset Pricing Models

Gael Martin (Monash University)

Approximate Bayesian Computation (ABC) in Latent Diffusion Models

Dennis Kristensen (University College London)

Simple Approximation Maximum-Likelihood Estimation of Multivariate Jump-Diffusion Models

Econometrics Knowledge Platform 1st Annual Workshop

| 23nd March, 2012 |

Distinguished Speakers:

Ivan Paya (Lancaster University)

Testing for Asset Price Bubbles: The Role of Fat Tails and Endogeneity

Alastair Hall (University of Manchester)

Bootstrap-based Tests for Multiple Structural Changes in Linear Models with Endogenous Regressors

Garry Phillips (Cardiff University)

The Robustness of the Higher-Order 2SLS and General k-Class Bias Approximations to Non-Normal Disturbances

Karim Abadir (Imperial College London)

Estimating Variance Matrices