Past seminars

2 Sessions in 2020

• Pedro Soares (Politechnika Gdanska)
  Homoclinic orbits in a class of perturbed Hamiltonian systems (live video seminar). (27/3/20)
• Pedro Soares (Politechnika Gdanska)
  Homoclinic orbits in a class of perturbed Hamiltonian systems (CANCELADO). (13/3/20)

16 Sessions in 2019

• Arnaldo Nogueira (Aix-Marseille Université)
  Dynamics of 2-interval piecewise affine maps and Hecke-Mahler series. (18/12/19) pdf
• Carlos Martins (CEMAPRE; Create Business S.A.)
  Redesign of a Sustainable Food Bank Supply Chain. (4/12/19) pdf
• Rúben Sousa (CMUP - Faculdade de Ciências, Universidade do Porto)
  Generalized convolutions and Laplacian eigenfunctions. (20/11/19)
• Paulo M.D.C. Parente (CEMAPRE - ISEG - ULISBOA)
  The Kernel Block Bootstrap. (13/11/19) pdf
• Mike Todd (University of St Andrews, UK)
  Escape of entropy. (11/11/19)
• Romain Aimino (CMUP)
  Random Lorentz gas and deterministic walks in random environments. (28/10/19)
• Stefan Sperlich (Institute of Economics and Econometrics - Université de Genève)
  Varying coefficient models for exploring the heterogeneity of treatment effects. (9/10/19)
• Mário Bessa (Universidade da Beira Interior)
  Entropia topológica positiva para bilhares. (10/7/19)
• Keonhee Lee (Chungnam National University, Daejeon Korea)
  Dynamics of Flows with Expansive Measures. (4/7/19)
• Özlem Türkşen (Ankara University)
  SOFT COMPUTING BASED OPTIMIZATION TOOLS: METAHEURISTICS. (25/6/19)
• Marta Castellini (University of Brescia - Department of Economics and Management)
  Photovoltaic Smart Grids in the prosumers investment decisions: a real option model. (7/6/19)
• Martin Huber (University of Fribourg, Dept. of Economics)
  Direct and Indirect Effects based on Changes-in-Changes. (6/5/19)
• Gonzalo Garcia-Donato (Universidad de Castilla-La Mancha)
  Model Averaging techniques with Economic applications: a Bayesian perspective. (25/2/19)
• Patrícia Gonçalves (Instituto Superior Técnico)
  How to obtain deterministic laws from a random motion of particles. (13/2/19)
• William Schmidt (Michigan State University)
  Statistical and econometric studies of education: The Role of Schooling (Curriculum) in Social Economic Inequality. (22/1/19)
• William Schmidt (University of Michigan)
  Statistical and econometric studies of education The Role of Schooling (Curriculum) in Social Economic Inequality. (17/1/19)

11 Sessions in 2018

• Pierre Hoonhout (ISEG - Universidade de Lisboa)
  Reproducible Research at REM. (30/10/18) pdf
• Véronique Maume-Deschamps (Université Grenoble Alpes - UGA)
  Estimation of conditional risk measures for elliptic distributions. (17/10/18)
• Laura Ballotta (Faculty of Finance, Cass Business School, City, University of London)
  Smiles & Smirks: a tale of factors. (17/5/18)
• Andrew Chesher (University College London)
  Incomplete Models of English Auctions. (14/5/18) pdf
• Yuriy Krvavych (PwC UK)
  Insurance Enterprise Risk Management: Selected Topics. (10/4/18)
• Suhang Dai (University of Liverpool)
  Viscosity Solutions of the Optimal Stopping Problems for Feller Processes and their Applications. (28/3/18)
• Manuel Ramalhete (ISEG - Universidade de Lisboa)
  A PROGRAMAÇÃO LINEAR NO APOIO ÀS DECISÕES OPERACIONAIS NA REFINAÇÃO DE PETRÓLEOS. (14/3/18) pdf
• Arnaldo Nogueira (Aix Marseille Université)
  Rotation number of contracted rotations. (7/3/18)
• Miguel Ferreira (Instituto Politécnico do Porto)
  On the convergence to Walrasian prices in random matching Edgeworthian economies. (27/2/18)
• Carlos Vázquez Cendón (Universidade A Coruña)
  Pricing Swing options in electricity markets with jump-diffusion models and PDEs. (25/1/18)
• Richard Smith (University of Cambridge)
  GEL-Based Inference with Unconditional Moment Inequality Restrictions. (10/1/18)

5 Sessions in 2017

• Manuel Cabral Morais (Universidade de Lisboa- IST)
  GARCH processes and the phenomenon of misleading signals. (30/11/17)
• Glória Carvalho (Universidade do Porto)
  Asymptotic Behavior of Compact Skew-product Semiflows on Hilbert Spaces. (17/3/17)
• Carlos Vázquez (Universidade A Coruña)
  Models, mathematics and numerics for pension plans indexed to average salary. (16/3/17)
• Arnaldo Nogueira (Aix-Marseille Université)
  Dinâmica das contrações afins por parte do intervalo. (3/3/17)
• Caspar Richter (SolvencyTool ApS, Denmark)
  Making Solvency II Work. (22/2/17)

10 Sessions in 2016

• Antonio Sodre (Department of Mathematics, University of Texas at Austin)
  Stochastic Dynamics on Point Processes. (27/9/16)
• Robert W. Faff (University of Queensland Business School)
  Pitching Research. (21/6/16)
• António Armando Antunes (Banco de Portugal, Departamento de Estudos Económicos)
  Perspetivas sobre investigação económica num banco central. (29/4/16) pdf
• Gianluigi Del Magno (Universidade Federal da Bahia)
  Asymptotic stability of the nonlinear filter for random chaotic maps. (26/4/16)
• Fernando Diogo (Universidade dos Açores)
  Precariedade no emprego e RSI: teoria e alguns resultados. (22/4/16)
• João Rodrigues (Institute of Environmental Sciences CML, Leiden University)
  Bayesian selection of supply-use technology assumptions. (15/4/16)
• Davide Azevedo (Institute of Mathematics of the Polish Academy of Sciences)
  Clustering of extreme events created by multiple correlated maxima. (26/2/16)
• João Cadete de Matos (Banco de Portugal, Departamento de Estatística)
  The Banco de Portugal's statistical function and its response to the global financial crisis. (19/2/16)
• Almudena Sanchez (Universidad Pablo de Olavide)
  Modelling and prediction with uncertainty quantification in mathematical models. (12/2/16)
• Colin O'Hare (Department of Econometrics and Business Statistics, Monash University Melbourne)
  Modelling Australian Retirement Outcomes. (11/2/16)

4 Sessions in 2015

• David Dickson (University of Melbourne)
  The time of ruin in a Markov-modulated risk model. (8/10/15)
• Angela Slavova (Institute of Mathematics and Informatics, Bulgarian Academy of Sciences)
  Generalizations of Black-Scholes Model. Exact Solutions. Numerical Implementations. (22/5/15) pdf
• Teresa Melo (Institute for Supply Chain and Operations Management, Saarland University of Applied Sciences, Germany)
  Elective surgery planning and scheduling: A case study of a German hospital. (2/2/15)
• Diogo Pinheiro (CUNY, USA)
  An optimization criteria for the existence of risk neutral measures and absence of arbitrage. (16/1/15)

8 Sessions in 2014

• Paulo Varandas (Universidade Federal da Bahia)
  Rapid mixing and statistical limit laws for time-1 maps for suspension flows and Lorenz attractors. (5/12/14)
• Howard R. Waters (Heriot-Watt University)
  Modelling Critical Illness Insurance data. (30/10/14)
• Gonçalo Reis (School of Mathematics, University of Edinburgh, UK)
  Securitization and equilibrium pricing under relative performance concerns. (8/10/14)
• Gonzalo Garcia-Donato (Dept of Economics and Finance, Universidad de Castilla-La Mancha, Spain)
  Bayesian variable selection. (20/6/14)
• Qi Zhou (Paris 6)
  Almost reducibility of quasi-periodic cocycles and its applications to almost Mathieu operators. (2/6/14)
• Juan Rodriguez-Poo (Universidad de Cantabria)
  Nonparametric Estimation of Fixed Effects Panel Data Varying Coefficient Models. (26/5/14)
• Simeon Hill (British Antarctic Survey, Cambridge)
  Modelling the Southern Ocean Ecosystem. (21/5/14)
• Julie Le Gallo (Université de Franche-Comté CRESE)
  Unobserved terroir effects and the hedonics of geographical indications: Evidence fromvineyard sales in Burgundy (France). (17/3/14)

13 Sessions in 2013

• Manuel Ramalhete (Direcção de Assessoria e Fusões e Aquisições da GALP e ISEG/Universidade de Lisboa)
  A programação linear no apoio às decisões operacionais na refinação de petróleos. (28/11/13)
• Nicola Cantarutti (ISEG-Multi-ITN STRIKE e CEMAPRE)
  Application of Lie group analisys. (22/11/13)
• Miguel Portela (Universidade do Minho e NIPE)
  Sectoral labor market exibility in a small open economy. (9/11/13)
• Paulo Rodrigues (Banco de Portugal e Universidade Nova de Lisboa/SBE)
  Quantile Regression for Long Memory Testing: A case of Realized Volatility. (25/10/13)
• Stephane Loisel (Laboratoire de Science Actuarielle et Financière, Université Lyon 1)
  Ruin probability for some particular correlated claims, for worsening risks, and risks with infinite mean. (27/9/13)
• João Santos Silva (University of Essex)
  Testing non-nested models for non-negative data with many zeros. (20/5/13)
• Arturo Vieiro (Universitat de Barcelona)
  Dynamics of 4D symplectic maps near a doubly resonant point. (2/5/13)
• Claire Chavaudret (Université de Nice Sophia Antipolis)
  Reducibility of quasi-periodic cocycles under a Brjuno-Rüssmann arithmetical condition. (2/5/13)
• Eugene Gutkin (Nicolaus Copernicus University)
  Mathematics of orbit blocking. (2/5/13)
• Jesus M Carro (Universidad Carlos III de Madrid, Department of Economics)
  The onset of female labor market participation and the role of the mothers. (22/4/13)
• Gonçalo Reis (Technische Universitat, Berlin)
  Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs. (19/4/13)
• Teresa Melo (Saarland University of Applied Sciences (HTW))
  Refuel decisions and driver time management in long-haul freight transportation. (8/4/13)
• Nuno Luzia (Universidade Federal do Rio de Janeiro)
  Hausdorff dimension of certain self-affine sponges. (15/3/13)

18 Sessions in 2012

• Hassan Alishah (Instituto Superior Técnico - UTL)
  A KAM type theorem for presymplectic mappings. (17/12/12)
• Ana Rodrigues (KTH - Stockholm)
  Averaging Theory and Differential Equations. (12/12/12)
• Mohammad Soufi (Universidade do Porto)
  Statistical stability for Lorenz attractors. (12/12/12)
• Joana Torres (Universidade do Minho)
  Stability and Shades of Hyperbolicity for Hamiltonians. (12/12/12)
• Cristina Amado (Universidade do Minho e NIPE)
  Modelling time-varying volatility in financial returns: evidence from the bond markets. (26/11/12) pdf
• Pierre Hoonhout (ISEG, Technical University of Lisbon)
  Identification of Panel Data Models With Attrition. (16/11/12)
• Felipa de Mello-Sampayo (ISCTE -IUL University Institute of Lisbon)
  Financing Health Care Expenditure in the OECD Countries: Evidence from a Heterogeneous, Cross-Sectionally Dependent Panel. (1/10/12) pdf
• Albert N. Shiryaev (Steklov Mathematical Institute and Moscow State University)
  Classical and recent results on the stochastic differential equations. (10/7/12) pdf
• Sílvia Gonçalves (Département de sciences économiques, CIREQ and CIRANO, Université de Montréal)
  Bootstrapping factor-augmented regression models. (19/6/12)
• Johannes Voit (German Savings Banks Association, Berlin)
  Harnessing the Fat Tails - The Case of Operational Risk Measurement. (6/6/12)
• Michiel J.J. Janssen (University of Amsterdam, Netspar and Achmea)
  Optimal Allocation of Diversification Benefits. (24/5/12)
• Luis F. Rivera Galicia (Department of Statistics, Economic Structure and International Economic Organization, University of Alcalá (Spain))
  Teaching of quantitative methods in Economics and Business Studies: The case of University of Alcalá. (27/4/12)
• Christian Benes (Department of Mathematics, Brooklyn College / CUNY, USA)
  The Schramm-Loewner Evolution. (13/4/12)
• Roberto Markarian (IMERL, Universidad de la República, Uruguay)
  Structure and evolution of strange attractors in non-elastic triangular billiards. (28/3/12)
• Rui A. P. Perdigão (Instituto Dom Luiz, Universidade de Lisboa, Portugal)
  Error Dynamics in Nonlinear Prediction Systems - an Analytical Approach to a Numerical Problem. (10/2/12)
• Raquel M. Gaspar (ISEG,Technical University of Lisbon)
  Expectation Hypothesis bias: Risk Aversion versus Stochastic adjustments. (27/1/12) pdf
• Nuno Luzia (Universidade Federal do Rio de Janeiro)
  Dynamical Borel-Cantelli lemma for non-uniformly hyperbolic systems. (18/1/12)
• Cláudia Nunes (IST, Mathematics Department and CEMAT)
  Some questions about investment policies. (6/1/12) pdf

9 Sessions in 2011

• Delger Enkhbayar (LSE and Cemmap)
  Nonparametric demand estimation subject to shape restrictions. (14/12/11)
• Umberto Triacca (University of L'Aquila, Faculty of Economics, Italy)
  A distance measure between VAR processes. (2/12/11)
• Stefan Voß (University of Hamburg, Germany)
  Container Terminal Operations and Scalability: Efficiency means Quality. (21/11/11) pdf
• Angela Slavova (Institute of Mathematics and Informatics, Bulgarian Academy of Sciences)
  Mathematical Model of Risk Management and their CNN Realization. (23/9/11) pdf
• Barbara Choros-Tomczyk (University of Berlin)
  Dynamics of Dependence in Collateralized Debt Obligations. (9/9/11)
• Alexey Osipov (Saint Petersburg State University)
  Theory of shadowing and its applications. (18/5/11) pdf
• Walther Neuhaus (Zabler-Neuhaus AS, Norway)
  Claim development with random development patterns. (24/3/11)
• Sandra Haas (Faculté des Hautes Etudes Commerciales (HEC) - Université de Lausanne)
  Ruin Theory with Excess of Loss Reinsurance with Reinstatements. (3/3/11)
• Pedro Freitas and António Pacheco (FMH-UTL and IST-UTL (resp.))
  The 81st European Study Group with Industry: information session. (13/1/11)

21 Sessions in 2010

• Margarida Rodrigues (FE - UNL)
  Evaluating the effect of maternal time on child development using the generalized propensity score. (3/12/10)
• José Pedro Gaivão (CEMAPRE)
  The inner problem of the Hamiltonian-Hopf bifurcation. (26/11/10)
• Andrei Toom (Universidade Federal de Pernambuco)
  Word problems in school math. (12/11/10)
• Paulo Pinto (Universidade do Porto)
  Periodic orbits and density of first Poincaré returns inside of some chaotic attractor. (4/11/10)
• Miguel Mendes (Universidade do Porto)
  Medidas de risco financeiro e integrais de funções quantil distorcidas. (29/10/10)
• Manuel Cabral Morais (IST/CEMAT - UTL)
  Stochastic Ordering: from the Lorenz curve to Quality Control. (22/10/10)
• Patrícia Costa (ISEC/Algoritmi - Universidade do Minho)
  Modelos de Resposta ao Item: Construção de escala de desempenho a Matemática. (15/10/10)
• André Valente (Unidade de Sistemas Biológicos, Biocant e Centro de Neurociências e Biologia Celular (Coimbra))
  Prediction in the Hypothesis-Rich Regime. (8/10/10)
• Tomas Bjork (Stockholm School of Economics)
  Time inconsistent stochastic control. (27/9/10)
• J.M.C. Santos Silva (University of Essex)
  Regression towards the mode. (24/9/10) pdf
• Katrien Antonio (University of Amsterdam)
  Micro–level stochastic loss reserving for general insurance. (16/9/10) pdf
• Helena Veiga (Department of Statistics, Universidad Carlos III Madrid)
  Outliers in GARCH models and the estimation of risk measures. (28/5/10)
• Daniele Checchi (University of Milan)
  Income inequality and opportunity inequality in Europe. (25/5/10)
• José Pedro Gaivão (University of Warwick)
  Splitting of invariant manifolds for the Hamiltonian-Hopf bifurcation. (19/5/10)
• Tobias Wichtrey (Universität Augsburg)
  Harmonic limits of dynamical systems. (12/5/10)
• Jerome Rousseau (Université de Bretagne Occidentale)
  Poincaré recurrence for observations and applications to random dynamical systems. (5/5/10)
• Antoni Espasa (Department of Statistics and Econometrics of Universidad Carlos III)
  Modeling monthly electicity demand: interaction between monthly econometric and daily time series models. (23/4/10)
• Luís Martins (ISCTE)
  Testing for Persistence Change in Fractionally Integrated Models. (15/4/10)
• Fernando Gonçalves (CEMAPRE/ISEG-UTL)
  On the localization of PDE problems arising in financial option pricing. (12/3/10)
• Célia Ferreira (FCUP-CMUP)
  On the stability of the set of hyperbolic closed orbits and equilibria for Hamiltonians. (24/2/10)
• Pablo Amster (Universidad de Buenos Aires)
  On some generalizations of the Black and Scholes model. (12/1/10)

16 Sessions in 2009

• Walther Neuhaus (Zabler-Neuhaus AS, Norway (Actuarial Consulting))
  Calculating lump sum compensation for future income loss. (26/11/09)
• Manuel Ramalhete (ISEG e Galp Energia)
  A Programação Linear no Apoio às Decisões Operacionais na Refinação de Petróleos. (26/11/09)
• Aiying Rong (CEMAPRE - ISEG)
  Modeling and solution approaches to practical scheduling problems in manufacturing and service industry. (9/10/09)
• Jochen Broecker (Max-Planck Institut for the Physics of Complex Systems)
  Nonlinear Filtering -- Applications and Problems. (25/9/09)
• Esmeralda Ramalho (Departamento de Economia e CEFAGE-UE, Universidade de Évora)
  Alternative estimating and testing empirical strategies for fractional regression models. (23/6/09)
• Raymond J. Carroll (Department of Statistics, Texas A&M University)
  General Semiparametric Analysis of Repeated Measures Data. (19/6/09)
• Mike Todd (Universidade do Porto)
  Thermodynamic formalism for unimodal maps. (16/6/09)
• Marc Goovaerts (Catholic University of Leuven, Belgium)
  Risk Measures and Decisions in Insurance. (21/5/09) pdf
• João Bastos (CEMAPRE/ISEG - UTL)
  Forecasting bank loan loss-given-default. (15/5/09)
• Enrico Biffis (Imperial College Business School, Imperial College London)
  Optimal insurance demand and investment in a dynamic mean-variance framework. (16/3/09)
• Kairat T. Mynbaev (International School of Economics, Kazakh-British Technical University)
  Lp-approximable sequences of vectors. (13/3/09)
• Samuel Vazquez (Perimeter Institute for Theoretical Physics)
  Gauge Invariance, Bounded Rationality and Non-Equilibrium Economics. (6/3/09)
• Gianluigi Del Magno (ISEG-CEMAPRE/UTL)
  Billiard dynamics. (27/2/09)
• Alberto Pinto (Departamento de Matemática, Universidade do Minho)
  Extending the Hotelling model: Incomplete information and Networks. (13/2/09)
• Patrícia Gonçalves (Universidade do Minho)
  The simple exclusion process. (15/1/09)
• Simone Severini (University of Waterloo, Canada)
  Conservative networks: dynamics in worlds where nothing is lost. (9/1/09)

16 Sessions in 2008

• Jorge Caiado (CEMAPRE - ISEG)
  Comparison of times series with unequal length in the frequency domain. (5/12/08)
• Walther Neuhaus (Zabler-Neuhaus AS, Norway (Actuarial Consulting))
  Specific Valuation Issues in Non-Life Insurance. (27/11/08)
• Diogo Pinheiro (CEMAPRE - ISEG)
  Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets. (14/11/08)
• Rosário Oliveira (IST - UTL)
  Telecomunicações: uma fonte de inspiração, um mar de desafios. (24/10/08)
• Ana Diniz (FMH - UTL)
  Mudança de regime no controlo motor. (15/10/08)
• Walther Neuhaus (Zabler-Neuhaus AS, Norway (Actuarial Consulting))
  A view of Solvency II from the receiving end. (1/10/08)
• Enrique ter Horst (Instituto de Estudios Superiores en Administración, Venezuela)
  Bayesian nonparametric methods in finance. (20/6/08)
• Carla Machado (Gabinete de Estratégia e Planeamento, Ministério do Trabalho e da Solidariedade Social)
  Análise multidimensional da pobreza em Portugal com base em Modelos Bayesianos de Classes Latentes. (30/5/08)
• Gonzalo García-Donato (Universidad de Castilla-La Mancha)
  Divergence-based priors for the problem of hypothesis testing. (16/5/08)
• Rui M. R. Cardoso (CMA and Departamento de Matemática, FCT-UNL)
  Dividends and ruin problems in finite time. (11/4/08)
• Amélia Bastos (ISEG)
  Analysis of school failure based on Portuguese micro data. (28/3/08)
• Hung-Hsi Wu (UC Berkeley Mathematics)
  The decline of school mathematics education in the US. (25/3/08)
• Saša Kocić (CEMAPRE - ISEG)
  Renormalization of flows, invariant tori and reducibility. (14/3/08)
• João Lopes Dias (ISEG)
  Zero Lyapunov exponents or uniform hyperbolicity in generic 4-dimensional Hamiltonian dynamical systems. (29/2/08)
• Stefan Sperlich (Georg-August Universität Göttingen)
  Multi-level Regression Between Fixed Effects and Mixed Effects Models. (13/2/08)
• Cristina Amado (Universidade do Minho and Stockholm School of Economics)
  Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure. (18/1/08)

16 Sessions in 2007

• Isabel Proença (ISEG)
  Are USA Citizens’ at risk of terrorism in Europe? (7/12/07)
• Lourdes B. Afonso (FCT-Universidade Nova de Lisboa)
  Ruin and Credibility. (22/11/07)
• Guglielmo Maria Caporale (Brunel University, London)
  A comparison between tests for changes in the adjustment coefficients in cointegrated systems. (9/11/07)
• Jorge Garcia (ISEG)
  Finite time survival probabilities under renewal risk models. (26/10/07)
• José António Santos (ISEGI-UNL)
  A semiparametric framework for the generalized linear models: the logistic regression case. (19/10/07)
• Olga Cantó (Universidade de Vigo)
  Measuring the effect of spell recurrence on poverty dynamics: Evidence from Spain. (12/10/07)
• Thorsten Schmidt (University of Leipzig)
  The term structure of CDO losses. (17/9/07)
• Walther Neuhaus (Zabler - Neuhaus AS, Norway)
  Credibility models for RBNS. (14/9/07)
• Marco Ferreira (University of Missouri-Columbia)
  Objective Bayesian analysis for the Student-t regression model. (30/5/07)
• Nicoletta Rosati (ISEG)
  The dynamics of handball: panel data with time-varying parameters under stochastic restrictions. (18/5/07)
• João Guerra (Universitat de Barcelona)
  Stochastic differential equations with respect to fractional Brownian motion. (4/5/07)
• Maria de Lourdes Centeno (ISEG)
  Optimal reinsurance for convex premium calculation principles. (27/4/07)
• Diogo Alagador (ISA and Museo Nacional de Ciencias Naturales, Madrid)
  Designing spatially-explicit reserve networks in the presence of mandatory sites. (20/4/07)
• Paulo Bárcia (Universidade Nova de Lisboa)
  Sudoku e Programação Linear. (17/4/07)
• Mário Bessa (Universidade do Porto)
  Dynamics of generic multidimensional linear differential systems. (23/3/07)
• Rui Paulo (ISEG)
  Bayesian model selection. (16/3/07)

24 Sessions in 2006

• José Manuel Corcuera (Universitat de Barcelona)
  The martingale method in a Lévy market. (9/11/06)
• Manuel Ramalhete (ISEG)
  A programação linear no apoio às decisões operacionais na refinaçãode petróleos. (9/11/06)
• Andrey Sarychev (University of Florence)
  Geometric methods for nonlinear controllability. (31/10/06)
• Maarten Lindeboom (Free University of Amsterdam)
  Socio-economic status, macro economic conditions and Individual mortality. (19/10/06)
• Raquel Gaspar (ISEG)
  Forward price models and implied volatility term structures. (10/10/06)
• Luis Martins (ISCTE)
  Modeling and testing dramatic shifts with infinite variance processes. (25/9/06)
• Pierre Perron (Boston University)
  An analytical evaluation of the log-periodogram estimate in the presence of level shifts and its implications for stock returns volatility. (5/9/06)
• Herman J. Bierens (Pennsylvania State University)
  Semi-nonparametric interval-censored mixed proportional hazard models. (22/5/06)
• Silvia Gonçalves (Université de Montréal)
  Block bootstrap HAC robust tests: the sophistication of the naive bootstrap. (15/5/06)
• Stephen Pudney (ISER/University of Essex)
  Estimation of dynamic linear models in short panels with ordinal observation. (2/5/06)
• Dmitrii Silvestrov (Mdlardalen University)
  Optimal stopping strategies for american type options. (26/4/06)
• Paulo Guimarães (Medical University of South Carolina)
  Dirichlet-multinomial regression. (18/4/06)
• Mónica Costa Dias (Institute for Fiscal Studies)
  Evaluating dynamic treatment: The swedish active labour market programmes. (7/4/06)
• Miguel Martinez Panero (Universidad de Valladolid)
  On scoring rules in voting theory: a new proposal. (31/3/06)
• Filomena Garcia (ISEG)
  Endogenous heterogeneity in strategic models. (29/3/06)
• Paulo Brito (ISEG)
  The dynamics of growth and distribution in a spatially heterogeneous world. (21/3/06)
• Iliyan Georgiev (Universidade Nova de Lisboa)
  Unit root tests in autoregressions with multiple level shifts. (13/3/06)
• Walther Neuhaus (Gabler & Partners, Norway)
  Loss reserving in 3D. (9/3/06)
• Andrew Harvey (University of Cambridge)
  Testing for trend. (6/3/06)
• Peter Moffatt (University of East Anglia)
  Dealing with subject heterogeneity in economic experiments. (3/3/06)
• Joana Pais (ISEG)
  Incentives in decentralized random matching markets. (22/2/06)
• Mário Bessa (Universidade do Minho & CMUP)
  Expoentes de Lyapunov zero versus hiperbolicidade em fluxos tridimensionais. (9/2/06)
• André Monteiro (Vrije Universiteit Amsterdam)
  Nonparametric estimation for non-homogeneous semi-Markov processes: an application to credit risk. (31/1/06)
• Ana Galvão (Banco de Portugal)
  Macroeconomic forecasting with mixed frequency data. (25/1/06)

15 Sessions in 2005

• Mark Steel (University of Warwick)
  A constructive representation of univariate skewed distributions. (7/12/05)
• Erich Battistin and Barbara Sianesi (University of Padova & IFS)
  Misreported schooling and returns to education: Evidence from the UK. (25/11/05)
• Stefan Sperlich (Universidad Carlos III Madrid)
  Comparison of separable components in different samples. (28/6/05)
• Rui Paulo (University of Bristol)
  Processos gaussianos em inferência bayesiana. (24/6/05)
• Filipe Moura (Service de Physique Théorique, CEA Saclay, France)
  Econofísica: poderá a Física contribuir para a Economia enquanto ciência? (23/6/05)
• Howard R. Waters (Heriot-Watt University)
  Optimal dynamic reinsurance. (8/6/05)
• James MacKinnon (Queens)
  Applications of the fast double bootstrap. (6/6/05)
• Fátima Fabião (ISEG)
  Delay differential equations and the Solow model. (31/5/05)
• Adriaan Kalwij (Tilburg University)
  Unemployment durations of british males over the business cycle. (6/5/05)
• Kostya Khanin (Heriot-Watt University)
  Random walks in random potentials. (13/4/05)
• John Mullahy (University of Wisconsin-Madison)
  Evaluating interventions to improve health in heterogeneous populations. (12/4/05)
• Peter Schmidt (Michigan State University)
  Likelihood based estimation in a panel setting. (6/4/05)
• Alfonso Miranda (University of Keele)
  Are young cohorts of women delaying first birth in Mexico? (9/3/05)
• João Janela (ISEG)
  Navier-Stokes equations: a million dollar problem. (3/3/05)
• Geert Dhaene (K.U.Leuven)
  Indirect and GMM-based inference for the stochastic volatility model: Some closed-form results. (25/2/05)

12 Sessions in 2004

• Kees Jan van Garderen (University of Amsterdam)
  Conditional inference in cointegrating vector autoregressive models. (6/12/04)
• Winfried Pohlmeier (University of Konstanz)
  Causal effects of schooling: The case of the structured German school system. (23/11/04)
• Manuel Guerra (ISEG)
  Geometric control theory: some singular cases. (16/11/04)
• Bjorn Sundt (Vital Forsikring ASA, Norway)
  From Panjer to De Pril: An example of unification. (26/10/04)
• Stefan Boes (University of Zurich)
  Empirical Likelihood in Count Data Models: The Case of Endogenous Regressors. (14/10/04)
• Bradley Efron (Stanford University)
  Automatic model building and degrees of freedom. (4/10/04)
• Esther Ruiz (Universidad Carlos III de Madrid)
  Spurious and hidden volatility. (18/6/04)
• Richard Smith (University of Warwick)
  Generalized empirical likelihood estimators and tests under partial, weak and strong identification. (4/6/04)
• Chiara Monfardini (Università di Bologna)
  Testing exogeneity in the bivariate probit model: a Monte Carlo investigation with application to health economics. (25/5/04)
• Emmanuel Flachaire (Université Paris I)
  More eficient tests robust to heteroskedasticity of unknown form. (14/5/04)
• Charles F. Manski (Northwestern University)
  Statistical treatment rules for heterogeneous populations. (22/3/04)
• Walther Neuhaus (Gabler Partners)
  Equalisation of the burden of regulatory restrictions. (19/3/04)

4 Sessions in 2003

• Daniel Peña (Universidad Carlos III Madrid)
  The SAR procedure for finding heterogeneity and clusters in data. (21/11/03)
• Thomas Mack (Munich Reinsurance Company)
  Exposure rating in liability reinsurance. (10/11/03)
• Arnstein Aassve (University of Leicester)
  Modelling poverty transitions as the outcome of employment, family union, and childbearing decisions in the United Kingdom. (22/9/03)
• Andreas Heinen (CORE)
  Multivariate autoregressive modelling of time series counts using Copula. (23/5/03)

4 Sessions in 2002

• Uwe Hassler
  Nonsense correlation and biased estimation. (22/3/02)
• Walther Neuhaus
  Alternative risk transfer. (19/3/02)
• Andrew J. G. Cairns
  A multifactor, term-structure model for long-term risk management. (22/2/02)
• Robert Taylor
  Tests of stationarity against a change in persistence. (30/1/02)

6 Sessions in 2001

• José Garrido (Concordia University)
  Robust logistic regression for insurance risk classification. (7/12/01)
• Paulo M.M. Rodrigues (Universidade do Algarve)
  On tests for double differencing: some extensions and the role of initial values. (28/11/01)
• Ann De Schepper (University of Antwerp)
  On the approximation of present value functions with stochastic interest rates and stochastic volatility. (16/11/01)
• Bronwyan H. Hall (University of Oxford)
  Testing for unit roots in panel data: an exploration using real and simulated data. (23/4/01)
• Hans Buhlmann
  Risk adjusted yield assets. (4/4/01)
• Kevin Denny (University College Dublin)
  Approximate inference with measurement error contaminated survey data. (12/3/01)

7 Sessions in 2000

• Sevend Hylleberg
  Seasonality in economic models. (9/10/00)
• Denise Osborn
  Interest rate effects in smooth transition models for UK output. (4/10/00)
• Myoung-Jae Lee
  Ordered treatment effect on count response under self-selection. (29/9/00)
• Philip Hans Franses
  Seasonality in Panels of Quarterly Time Series. (21/7/00)
• David Dickson
  Some results for Erlang(2) risk model. (11/7/00)
• Frank Windmeijer
  Criterion-based inference for GMM in linear dynamic panel data models. (31/5/00)
• Juan M. Rodriguez Póo
  Semiparametric three step estimation methods in labor supply models. (8/2/00)

4 Sessions in 1999

• Maria Melkersson (University of Stockholm)
  The Returns to Childhood Dental Visits - Analyzing Count Data with Excess Zeros and Excess Ones. (13/12/99)
• Marc Goovaerts (Katholieke Universiteit Leuven)
  Application of comonotone risks to problems of actuarial mathematics. (4/11/99)
• João Nicolau (ISEG)
  Unit Root Test Based on the Range of Random Walk and Wiener Process. (19/10/99)
• Andrew Chesher (UCL)
  Approximate inference with measurement error contaminated survey data. (8/9/99)