Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

 
Session Overview
Session
EEAE1: Empirical Economics and Applied Econometrics I
Time:
Tuesday, 19/Mar/2019:
9:00am - 10:40am

Session Chair: Robert Jung
Location: A 214
Verfügbar: Di-Fr, je 7-23 Uhr Plätze: 147 Technikausstattung: BE, CD, DIA, DVD, MF, MP, TE, V Bestuhlung: fest Grüne Tafel: ja Sonstiges: Musikw.

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Presentations
9:00am - 9:20am

Generic Conditions for Forecast Dominance

Fabian Krüger1, Johanna F. Ziegel2

1Heidelberg University, Germany; 2University of Bern, Switzerland



9:20am - 9:40am

Maximum likelihood analysis of high-dimensional reduced-rank regressions

C. S. Bos1, S. J. Koopman2, M. Massmann3

1Vrije Universiteit Amsterdam; 2Vrije Universiteit Amsterdam; 3WHU -- Otto Beisheim School of Management, Germany



9:40am - 10:00am

Selecting the Number of Factors in Approximate Factor Models using Group Variable regularization

Maurizio Daniele

Universität Konstanz, Germany



10:00am - 10:20am

Detecting periods of excessive credit in the EU - A structural counterfactual approach

Magnus Sass

FU Berlin, Germany



10:20am - 10:40am

Identification of structural shocks via common fractional components

Tobias Hartl1,2, Rolf Tschernig1, Enzo Weber1,2

1Universität Regensburg, Germany; 2Institut für Arbeitsmarkt- und Berufsforschung, Nürnberg



 
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