Archives for CORE
From 05 to 06/10/2016
Joint Ph.D. course on Big-Data in Dynamic Predictive...
Francis X. Diebold is Paul F. and Warren S. Miller Professor of Social Sciences, and Professor of Economics, Finance and Statistics, at the University of Pennsylvania. He has published widely in econometrics, forecasting, finance, and macroeconomics, and he has served on the editorial boards of...
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October 05, 2016
CORE-Wide Seminar
Werner Hildenbrand (University of Bonn) will give a seminar on Piketty's chain of argument in Le capital au XXIe siècle.
His presentation will be followed by a discussion with the participation of:
Rigas Oikonomou (UCL-IRES)
Luca Pensieroso (UCL-IRES)
Etienne Wasmer...
Click to know more September 30, 2016
Seminar: Marc Hallin
R-Estimation in Semiparametric Dynamic Location-Scale Models
Marc HALLIN, ECARES, Université libre de Bruxelles
(with D. La Vecchia)
Ranks offer a flexible, powerful, and too often neglected alternative to quasi-likelihood methods in econometrics.Here we propose rank-based estimation...
Click to know more September 29, 2016
Seminar: Olivier Le Courtois
Credit Benchmarking, Risk Premium Adjustment Factors, and Credit Solvency Capital Requirements. A Recovery-based Approach
Olivier LE COURTOIS, EMLyon Business School
(with Jeremy Allali and Mohamed Majri)
This article constructs a recovery-based framework for computing the credit...
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September 29, 2016
Seminar: Valérie Smeets
Multi-product Firms, Import Competition and the Evolution of Firm-product Technical Efficiencies
Valérie Smeets (Aarhus University)
We study how increased import competition induced by falling Chinese import tariffs affects the evolution of firm-product technical efficiencies in the small...
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