ºÚÁÏרÇø

Forthcoming and past events:

• 8 April 2025. Data Science seminar with  (KU Leuven). Title: TBA
• 18 March 2025. Data Science seminar with  (Bank of Iceland). Title: TBA
• 22 November 2024. Friday ECON seminar in econometrics seminar with  (University of Bologna). Title: Two projects on time series forecasting and factor models
• 19 November 2024. Data Science seminar with  (BI). Title: "Heteroskedasticity and Cluster-Robustness from a Bayesian Perspective"
• 5 November 2024. Statistics/econometrics seminar with  (University of Bayreuth). Title: "Debiased Fixed Effects Estimation with Three-Dimensional Panel Data"
• 22 October 2024. Statistics/econometrics seminar with  (University of Pittsburgh). Title: "Estimating Large Covariance Matrices with Unobserved Clustering"
• 15 October 2024. Statistics/econometrics seminar with  (University of Copenhagen). Title: "Selecting Penalty Parameters of High-Dimensional M-Estimators using Bootstrapping after Cross-Validation"
• 14 October 2024. CATE workshop: Econometric Models and Economic Policy Analysis ()
• 31 May 2024. Friday ECON seminar in econometrics seminar with  (BI). Title: TBA
• 22 April 2024. Statistics/econometrics seminar (Simula@bi) with  (Universitat Pompeu Fabra). Title: "Innovation Powered Narrative Inference"
• 9 April 2024. Statistics/econometrics seminar (Simula@bi) with (Universidad Carlos III de Madrid). Title: " On the Existence and Information of Orthogonal Moments"
• 12 March 2024. Statistics/econometrics seminar (Simula@bi) with (ESADE Business School). Title: "How to Bet on Winners"
• 6 February 2024. Statistics/econometrics seminar (Simula@bi) with (University of Oxford). Title: "Cointegration with Occasionally Binding Constraints"
• 23 January 2024. Statistics/econometrics seminar (Simula@bi) with (CREST-ENSAE). Title: "Testing Bayesian-Nash Behavior in Binary Games with Incomplete Information and Correlated Types"
• 5 December 2023. Statistics/econometrics seminar (Simula@bi) with (Copenhagen Business School). Title: "Tuning-free testing of factor regression against factor-augmented sparse alternatives"
• 14 November 2023. Statistics/econometrics seminar (Simula@bi) with (University of Lund). Title: "On Least Squares Estimation Under Random Breaks In Means For Panel Data"
• 19 October 2023. CATE workshop: Econometric Models and Economic Policy Analysis ()
• 10 October 2023. Statistics/econometrics seminar (Simula@bi) with Jack Fosten (King's College London). Title: "Predictive Ability Tests with Possibly Overlapping Models"
• 5 September 2023. Statistics/econometrics seminar (Simula@bi) with (Goethe University Frankfurt). Title: "Motivation and Diagnostics for Nonlinear Structural Equation Models Using Non-Parametric Regression Among Factor Scores"
• 27-30 June 2023: The IAAE 2023 conference is hosted by BI ºÚÁÏרÇø Business School at its campus in Oslo
• 23 May 2023. Statistics/econometrics seminar (Simula@bi) with (Stockholm School of Economics). Title: "Nonlinear Vector Autoregressive Models and Unit Roots"
• 18 April 2023. Statistics/econometrics seminar (Simula@bi) with (Aarhus University). Title: "Detecting giver and receiver spillover groups in large vector autoregressions"
• 14 March 2023. Statistics/econometrics seminar (Simula@bi) with Gabriele Martinelli (LSEG, Head of European Power Research). Title: "Modelling power markets in Europe towards 2030: Challenges and Results"
• 14 February 2023. Statistics/econometrics seminar (Simula@bi) with (Bielefeld University). Title: "Introduction to rough path theory and its relation to stochastic calculus"
• 24 January 2023. Statistics/econometrics seminar (Simula@bi) with (Universitat de les Illes Balears). Title: "Testing for the cointegration rank between periodically integrated processes"
• 6 December 2022. Statistics/econometrics seminar (Simula@bi) with (Lund University). Title: "High-dimensional CCE: The Cross-Sectionally Averaged Adaptive Lasso"
• 1-2 December 2022. Workshop: Stochastics and partial differential equations in macroeconomics ()
• 16 November 2022. Department seminar in econometrics by (University of Bologna). Title: "Individual Forecast Weighting"
• 8 November 2022. Statistics/econometrics seminar (Simula@bi) with (Central Bank of Greece). Title: "Reformulation and decomposition of Pearson and Spearman correlation coefficients into practical measures"
• 13 October 2022. CATE workshop: Econometric Models and Economic Policy Analysis ()
• 11 October 2022. Statistics/econometrics seminar (Simula@bi) with (Erasmus University Rotterdam). Title: "A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods"
• 7 September 2022. Department seminar in econometrics by (Glasgow University). Title: "Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models"
• 6 September 2022. Statistics/econometrics seminar (Simula@bi) with (University of Amsterdam). Title: "This Shock is Different: Estimation and Inference in Misspecified Two-Way Fixed Effects Panel Regressions"
• 24 August 2022. Department seminar in econometrics by (Michigan State University). Title: "The Effects of Economic Shocks on Heterogeneous Inflation Expectations"
• 19 May 2022. Statistics/econometrics seminar (Simula@bi) with (University of Cambridge). Title: "Mean field models in physics and social science – From micro to macro"
• 12 May 2022. Statistics/econometrics seminar (Simula@bi) with (amazon.com). Title: "Back to the Present: Learning about the Euro Area through a Now-casting Model"
• 28 April 2022. Statistics/econometrics seminar (Simula@bi) with (University of Amsterdam). Cancelled
• 14 March 2022. Department seminar in econometrics by (Michigan State University). Title: "Two-Way Fixed Effects, the Two-Way Mundlak Regression, and Difference-in-Differences Estimators"
• 3 March 2022. Statistics/econometrics seminar (Simula@bi) with (University of Verona). Title: "Jumps or staleness?"
• 3 February 2022. Statistics/econometrics seminar (Simula@bi) with (Free University of Bozen-Bolzano). Title: "Identifying dominant units using graphical models in panel time series data"
• 24 November 2021. Department seminar in econometrics by (Monash University). Title: "Random Subspace Local Projections"
• 10 November 2021. Department seminar in econometrics by (King's College London). Title: "Interpretability of machine learning models for asset pricing"
• 27 October 2021. Department seminar in econometrics by (University of Glasgow). Title: "A new algorithm for sign restrictions in vector autoregressions"
• 19 October 2021: CATE workshop: Econometric Models and Economic Policy Analysis ()
• 1-2 July 2021: (fully online). Confirmed keynote speakers: Stéphane Bonhomme (University of Chicago), Antonio Galvao (University of Arizona), Stefanie Schurer (University of Sydney) and Martin Weidner (University of Oxford)
• 13 October 2020: CATE workshop: Econometric Models and Economic Policy Analysis ()
• 10 October 2020: "MATIA sier..." A commentary on the national budget's forecasts ()
• 23 September 2020. Department seminar in econometrics by (Stockholm School of Economics). Title: "M-estimator based unit root tests in nonlinear dynamic models"
• 11 December 2019. Department seminar in econometrics by (Universidad Carlos III de Madrid). Title: "Identification of possibly nonfundamental Structural VARMA models using higher order moments"
• 8 October 2019: CATE workshop: Econometric Models and Economic Policy Analysis ()
• 8 October 2019: "MATIA sier..." A commentary on the national budget's forecasts ()
• 3 April 2019. Department seminar in econometrics by (Brunel University). Title: "A unifiÂ…ed theory for the large family of ARMA models with varying coefficients: One solution fiÂ…ts all"
• 29 August 2018. Department seminar in econometrics by Prof. Alain Hecq (Maastricht University). Title: "Detecting Time Irreversibility and Bubbles Using Quantile Autoregressive Models"
• 11 April 2018. Department seminar in econometrics by (Vlerick Business School). Title: "An overview of past and recent developments on inference for heavy tailed distributions: from univariate to multivariate"
• 22 - 25 January 2018: (Pont. Univ. Cat. de Valparaiso) visits CATE
• 13 December 2017. Department seminar in econometrics by (INET/Univ. of Oxford). Title: "Econometric Modelling of Climate Systems: The Equivalence of Energy Balance Models and Cointegrated Vector Autoregressions"
• 12 December 2017: CATE workshop on applied and theoretical econometrics ()
• 27 October 2017. Department seminar in statistics by Prof. Albert Satorra (Universitat Pompeu Fabra): Title "Univariate versus Multivariate Modeling of Panel Data: Model Specification and Goodness-of-Fit Testing"
• 23 - 27 October 2017: Prof. Albert Satorra (Universitat Pompeu Fabra) visits the department
• 22 March 2017. Department seminar in econometrics by (Ludwig-Maximilians Univ. of Munich): Title "Assessing stress-induced systemic risk"
• 17 February 2017. Department seminar (internal) by Genaro Sucarrat (BI): "Prognoseprisen: The ºÚÁÏרÇø Economists' Association Forecast Prize"
• 8 February 2017. Department seminar in statistics/econometrics by Dr. Hamdi Raissi (Pont. Univ. Cat. de Valparaiso): "Heteroscedastic vector autoregressive models"
• 6 - 10 February 2017: (Pont. Univ. Cat. de Valparaiso) visits CATE
• 11 January 2017. Department seminar in econometrics by (Univ. of Heidelberg): "Testing for an Omitted Multiplicative Long-Term Component in GARCH Models"
• 6 September 2016: CATE workshop on applied and theoretical econometrics ()
• 5 - 9 September 2016: (Univ. of Reading) visits CATE
• 24 August 2016. Department seminar in econometrics by Prof. Giuseppe Storti (Univ. of Salerno): "A dynamic component model for forecasting high-dimensional realized covariance matrices"
• 22 August - 11 September 2016: (Univ. of Salerno) visits CATE
• 7 June 2016, 11.30 - 12.45. Research seminar at Statistics Norway (SSB) by Genaro Sucarrat (BI): "Modelling Uncertainty in Macroeconomics"
• 6 April 2016. Department seminar in econometrics by (ESSEC): "Sparse Change-Point Time Series Models"