Events for February 15, 2018
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The Sociology Seminar: Thursdays Time: 11:00 am - 12:30 pm Date: 15th of february 2018 Place: Room 3105, ENSAE. Sarah VALDEZ (Linköping University) - "Finding ethnic enclaves with Swedish population registers" Discutant : Ognjen Obucina (INED) Abstract : The residential segregation of non-western immigrants in Europe and the US is similar in degree but different in terms of […]Find out more »
Matteo BARIGOZZI (LSE, UK) “Determining the Dimension of Factor Structures in Non-Stationary Large Dataset”.
FINANCIAL ECONOMETRICS SEMINAR Time: 16:15 pm - 17:15 pm Date: 15th of February 2018 Place: Room 3001. Matteo BARIGOZZI (LSE, UK) "Determining the Dimension of Factor Structures in Non-Stationary Large Dataset". Abstract: We propose a sequential, randomised testing procedure to determine the dimension of the common factor space in a large, possibly non-stationary, dataset. Our […]Find out more »
FINANCIAL ECONOMETRICS SEMINAR Time: 17:30 pm - 18h30 pm Date: 15th of February 2018 Place: Room 3001. Alexis DERUMIGNY (CREST) "About Kendall's Regression". Abstract: Conditional Kendall's tau is a measure of dependence between two random variables, conditionally on some observed covariates. We propose and study nonparametric estimators of such quantities using kernel smoothing techniques. Then, […]Find out more »