Essex Centre for Macro and Financial Econometrics

Our Seminar Series

a girl sits in a seminar room

Join us for our regular Seminar Series and hear from experts across the Macro and Financial Econometrics community

Currently run over Zoom - video conferencing software, our Seminar Series showcases the cutting-edge research in modern econometrics from leading experts across the field, and helps facilitate and encourage the exchange of ideas between all attendees.

Upcoming schedule

Date Seminar title Speaker
Wednesday 26 January
New Results on Correlation Matrices  Peter Reinhard Hansen
Wednesday 2 February Inference on the dimension of the nonstationary subspace in functional time series
Morten ├śrregaard Nielsen
Wednesday 9th February A Review on Semiparametric Model Averaging for Dynamic Time Series Forecasting: Methodology and Applications
Zudi Lu

More details on the seminar topic and how to attend, will be added to our website approximately 2 weeks before the date of the seminar.

Highlights of all our events and seminars can be found on our homepage.

Previous seminars

Autumn 2021

Date Seminar title  Speaker 
Wednesday 27 October Estimating and Testing Long-Run Risk Models: International Evidence
Junye Li
Wednesday 24 November
Uniform and distribution-free inference with general autoregressive processes Katerina Petrova

Summer 2021

Date Seminar title  Speaker 
Wednesday 19 May 2021 Dynamic Network Analysis via Diffusion Multipliers Michael Thorton

Spring 2021

Date Seminar title Speaker
Wednesday 10 February
A dynamic conditional score model for the log correlation matrix Christian Hafner
Wednesday 3 March
Tests for Equal Forecast Accuracy Under Unconditional Heteroskedasticity  David Harvey
Wednesday 10 March
Modeling for Volatility Yingying Li

Autumn 2020

Date Seminar title Speaker
Wednesday 16 December
Time series models for the difference of counts Jon Michel
Wednesday 2 December
An Order Book Dependent Hawkes Process for Large Datasets
Alessio Sancetta
Wednesday 25 November
New ideas in econometrics Mingli Chen
Wednesday 11 November Identification and inference in Discrete Choice Models with imperfect information Cristina Gualdani
Wednesday 4 November  The Econometrics of Portfolio Sort  Valentina Corradi
Wednesday 21 October
Factor models with downside risk Lorenzo Trapani