Past seminars


Future seminars

2 Sessions in 2020

16 Sessions in 2019

11 Sessions in 2018

5 Sessions in 2017

10 Sessions in 2016

4 Sessions in 2015

8 Sessions in 2014

13 Sessions in 2013

18 Sessions in 2012

9 Sessions in 2011

21 Sessions in 2010

16 Sessions in 2009

16 Sessions in 2008

16 Sessions in 2007

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)