Workshop 3M in Finance and Macroeconomics: Model Averaging, Model Specification and Model Risk
Speakers
Carlo Favero
Innocenzo Gasparini Institute for Economic Research (IGIER),
Bocconi University
Massimo Guidolin
Manchester Business School,
University of Manchester
Lucrezia Reichlin
ECB Directorate General Research,
European Central Bank
Peter Schotman
School of Business and Economics,
Maastricht University
Clive Granger
Division of Social Sciences,
University of California San Diego
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Abstract
The recent decade of research in econometrics, finance and macro-economics has shown a growing interest in combining predictions by different models. This workshop considers new advances in techniques to combine model estimates and model forecasts, and their implications for model (mis-) specification and model risk. It will bring together leading academics in applied econometrics, finance and macroeconomics. |
Confirmed speakers:
|
Please look at www.econometric-institute.org for updates on the list of speakers and the program. Participation in the workshop is free. Please register by sending an e-mail to Elli Hoek van Dijke (hoekvandijke@few.eur.nl) before Friday March 14. |
Contact information: |
Elli Hoek van Dijke |
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Information
- Type
- Research Workshop
- Programme
- Finance & Accounting
- Date
- Thu. 20 Mar. 2008
- Time
- 00:00
- Location
- Bayle Building J1-50
Coordinators
Professor of Finance
Rotterdam School of Management (RSM),
Erasmus University Rotterdam
Erik Kole
Erasmus School of Economics (ESE),
Erasmus University Rotterdam
Professor of Econometrics
Erasmus School of Economics (ESE),
Erasmus University Rotterdam
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