Forthcoming and past events:
- 22 April 2024. Statistics/econometrics seminar (Simula@bi) with Geert Mesters (Universitat Pompeu Fabra). Title: TBA
- 9 April 2024. Statistics/econometrics seminar (Simula@bi) with Juan Carlos Escanciano (Universidad Carlos III de Madrid). Title: TBA
- 12 March 2024. Statistics/econometrics seminar (Simula@bi) with Andre B.M. Souza (ESADE Business School). Title: TBA
- 6 February 2024. Statistics/econometrics seminar (Simula@bi) with James Duffy (University of Oxford). Title: TBA
- 23 January 2024. Statistics/econometrics seminar (Simula@bi) with Elia Lapenta (CREST-ENSAE). Title: TBA
- 5 December 2023. Statistics/econometrics seminar (Simula@bi) with Jonas Striaukas (Copenhagen Business School). Title: "Tuning-free testing of factor regression against factor-augmented sparse alternatives"
- 14 November 2023. Statistics/econometrics seminar (Simula@bi) with Joachim Westerlund (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 (program)
- 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 Julien P. Irme (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 Norwegian Business School at its campus in Oslo
- 23 May 2023. Statistics/econometrics seminar (Simula@bi) with Rickard Sandberg (Stockholm School of Economics). Title: "Nonlinear Vector Autoregressive Models and Unit Roots"
- 18 April 2023. Statistics/econometrics seminar (Simula@bi) with Stefan Gudmundsson (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 Florian Bechtold (Bielefeld University). Title: "Introduction to rough path theory and its relation to stochastic calculus"
- 24 January 2023. Statistics/econometrics seminar (Simula@bi) with Tomas del Barrio Castro (Universitat de les Illes Balears). Title: "Testing for the cointegration rank between periodically integrated processes"
- 6 December 2022. Statistics/econometrics seminar (Simula@bi) with Luca Margaritella (Lund University). Title: "High-dimensional CCE: The Cross-Sectionally Averaged Adaptive Lasso"
- 1-2 December 2022. Workshop: Stochastics and partial differential equations in macroeconomics (program)
- 16 November 2022. Department seminar in econometrics by Silvia Sarpietro (University of Bologna). Title: "Individual Forecast Weighting"
- 8 November 2022. Statistics/econometrics seminar (Simula@bi) with Savas Papadopoulos (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 (program)
- 11 October 2022. Statistics/econometrics seminar (Simula@bi) with Herman van Dijk (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 Kenichi Shimizu (Glasgow University). Title: "Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models"
- 6 September 2022. Statistics/econometrics seminar (Simula@bi) with Arturas Juodis (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 Yoosoon Chang (Michigan State University). Title: "The Effects of Economic Shocks on Heterogeneous Inflation Expectations"
- 19 May 2022. Statistics/econometrics seminar (Simula@bi) with Avi Mayorcas (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 Domenico Giannone (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 Arturas Juodis (University of Amsterdam). Cancelled
- 14 March 2022. Department seminar in econometrics by Jeffrey Wooldridge (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 Roberto Renò (University of Verona). Title: "Jumps or staleness?"
- 3 February 2022. Statistics/econometrics seminar (Simula@bi) with Jan Ditzen (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 Dr. Benjamin Wong (Monash University). Title: "Random Subspace Local Projections"
- 10 November 2021. Department seminar in econometrics by Prof. George Kapetanios (King's College London). Title: "Interpretability of machine learning models for asset pricing"
- 27 October 2021. Department seminar in econometrics by Prof. Dimitris Korobilis (University of Glasgow). Title: "A new algorithm for sign restrictions in vector autoregressions"
- 19 October 2021: CATE workshop: Econometric Models and Economic Policy Analysis (program)
- 1-2 July 2021: The 26th International Panel Data Conference (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 (program)
- 10 October 2020: "MATIA sier..." A commentary on the national budget's forecasts (report)
- 23 September 2020. Department seminar in econometrics by Dr. Rickard Sandberg (Stockholm School of Economics). Title: "M-estimator based unit root tests in nonlinear dynamic models"
- 11 December 2019. Department seminar in econometrics by Prof. Carlos Velasco (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 (program)
- 8 October 2019: "MATIA sier..." A commentary on the national budget's forecasts (report)
- 3 April 2019. Department seminar in econometrics by Prof. Menelaos Karanasos (Brunel University). Title: "A unifi ed theory for the large family of ARMA models with varying coefficients: One solution fi 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 Prof. David Veredas (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: Dr. Hamdi Raissi (Pont. Univ. Cat. de Valparaiso) visits CATE
- 13 December 2017. Department seminar in econometrics by Dr. Felix Pretis (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 (program)
- 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 Prof. Stefan Mittnik (Ludwig-Maximilians Univ. of Munich): Title "Assessing stress-induced systemic risk"
- 17 February 2017. Department seminar (internal) by Genaro Sucarrat (BI): "Prognoseprisen: The Norwegian 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: Dr. Hamdi Raissi (Pont. Univ. Cat. de Valparaiso) visits CATE
- 11 January 2017. Department seminar in econometrics by Prof. Christian Conrad (Univ. of Heidelberg): "Testing for an Omitted Multiplicative Long-Term Component in GARCH Models"
- 6 September 2016: CATE workshop on applied and theoretical econometrics (program)
- 5 - 9 September 2016: Dr. James Reade (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: Prof. Giuseppe Storti (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 Prof. Jeroen Rombouts (ESSEC): "Sparse Change-Point Time Series Models"
