Archives for UCLOUVAIN

Research seminar organised by the GERMAC (CECRI & DVLP c/o ISPOLE & IACCHOS) in collaboration with the LaRHis and the GREG: “Gendering the politics of alienation: Arab revolution and women’s sentiments of loss and despair” by Prof. Dr Afaf Jabiri, University of...

Multiple Curve Interest Rate Modeling Allowing for Negative Rates Ernst Eberlein, University of Freiburg A multiple curve forward process as well as a multiple curve forward rate model is developed. In both approaches time-inhomogeneous Levy processes are used as drivers. Negative...

Thresholding tests Abstract: We propose new test statistics based on lasso to test a null-hypothesis in generalized linear models. We show that under $H_0$ the test statistics are pivotal in the Gaussian case and asymptotically pivotal otherwise in the exponential family. With these...

Sebastian Krautheim (University of Passau) will give a presentation on The International Organization of Production in the Regulatory Vacuum Abstract : Multinational firms can exploit cross-country differences in environmental and labor regulation in ways that some civil society...