Probability & Statistics Group Heidelberg-Mannheim

Seminar in Mathematical Econometrics

The seminar on mathematical econometrics is organized by the quantitative working groups of the Department of Economics of the University of Mannheim. Responsible organizers are the groups of Carsten Jentsch, Daniel Gutknecht and Carsten Trenkler. The seminar takes place on Tuesdays, 12.00-13.00, in L7, 3-5, P 043.

Spring 2017

03.08.2017 Jonas Krampe (TU Braunschweig) Time Series Modeling on Dynamic Networks
30.05.2017 Anders Bredahl Kock (Aarhus, CREATES) Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso
23.05.2017 Katharina Strohriegl (Bayreuth) An Introduction to Support Vector Machines and a View on Qualitative Robustness of Estimators
16.05.2017 Daniel Gutknecht (Mannheim) Testing Nowcast Monotonicity with Estimated Factors
09.05.2017 Ulrike Schneider (Vienna) Statistical Inference after Lasso Estimation
25.04.2017 Christian Brownlees (Pompeu Fabra) Detecting Granular Time Series in Large Panels
28.03.2017 Fabian Dunker (Göttingen) Multiscale tests for shape constraints in linear random coefficient models
21.03.2017 Vanessa Berenguer-Rico (Oxford) Cumulated Sum of Squares Statistics for Non-linear Non-stationary regressions
14.02.2017 Toru Kitagawa (London) Who should be treated? Empirical Welfare Maximization Methods for Treatment Choice

Fall 2016

Date Speaker Title
04.10.2016 Martin Wagner (Dortmund) Some Extensions of Regression Based Cointegration Analysis: Theory for Applications
02.11.2016 Dominik Schuhmacher (Göttingen) Convergence Rates for the degree distribution in a dynamic network model
15.11.2016 Hajo Holzmann (Marburg) Nonparametric Identification and Estimation in a Triangular Random Coefficient Regression Model
22.11.2016 Koen Jochmans (SciencesPo) Analysis of Network Formation
29.11.2016 Kamil Yilmaz (Istanbul) Measuring Dynamic Connectedness with Bayesian VAR Models
06.12.2016 Emre Aylar (Lund) Tests for a Broken Trend with Stationary or Integrated Shocks

Spring 2016

Date Speaker Title
31.05.2016 Nestor Parolya (Hannover) Shrinkage Estimation Techniques for Large Dimensional Data
24.05.2016 Christoph Meineidig (Frankfurt) Equilibrium Asset Pricing in Directed Networks
10.05.2016 Valentina Corradi (Surrey) Robust Forecast Comparison
10.05.2016 Marco Oesting (Siegen) Simulation of Max-Stable Processes via Extremal Functions
03.05.2016 Stanislav Nagy (Leuven) Statistical Depth in Functional Data Analysis
05.04.2016 Shahina Rahman (Freiburg) Efficient Single-Index Modeling for Mean and Variance Function
15.03.2016 Matthias Hartmann (Mannheim, Heidelberg) When does information on forecast variance improve the performance of a combined forecast?
08.03.2016 Oliver Brockhaus (MathFinance AG) Local Stochastic Correlation

Fall 2015

01.12.2015 Alexander Schnurr (Siegen) Analyzing structural breaks in the dependence between time series via ordinal patterns
24.11.2015 Melanie Birke (Bayreuth) Significance and shape constraint testing in nonparametric quantile regression
17.11.2015 Rainer von Sachs (Louvain) Functional mixed effect models for spectra of subject-replicated time series
27.10.2015 Ruodu Wang (Waterloo) Recent advances in risk aggregation and dependence uncertainty
20.10.2015 Maria Marchenko (Mannheim) Endogenous Shocks in the Social Networks: Effect of Students’ Exam Retakes on their Friends’ Future Performance.
13.10.2015 Martin Wendell (Greifswald) Subsampling - to use or not to use
06.10.2015 Moritz Jirak (Berlin) Uniform change point tests in high dimension
29.09.2015 Yuliya Mishura (Kiev) Between two self-similarities

Spring 2015

28.07.2015 Christoph Kühn (Frankfurt) Modeling capital gains taxes in continuous time
26.05.2015 Yoosoon Chang (Indiana) Regime Switching Model with Endogenous Autoregressive Latent Factor
19.05.2015 Ioannis Papastathopoulos (Edinburgh) Conditional independence and the conditional extreme value model
13.05.2015 Jens-Peter Kreiß and Efstathios Paparoditis (Braunschweig) Bootstrap Methods for Univariate and Multivariate Time Series
28.04.2015 Alexandre Tsybakov (Paris) Estimation of linear and quadratic functionals under sparsity constraints
14.04.2015 Rainer Dahlhaus (Heidelberg) Empirical process techniques for locally stationary processes
19.03.2015 Jonathan Tawn (Lancaster) Multivariate extremes value methods for univariate and spatial flood risk assessment
17.03.2015 Harry Zheng (London) Dual representation of value function and applications
12.02.2015 Anna Simoni (Mannheim) Adaptive Bayesian estimation in indirect Gaussian sequence space models

Fall 2014

09.12.2014 Florian Sarnetzki (Mannheim University) A Network Centrality Measure and Consistency of ML-Estimation in a Latent Space Model
18.11.2014 Karl Bruce Gregory (Mannheim) A Smooth Block Bootstrap for Statistical Functionals and Time Series
11.11.2014 Andreas Dzemski (Mannheim) An empirical model of dyadic link formation in a network with unobserved heterogeneity
07.10.2014 Florian Sarnetzki (Mannheim)  
02.09.2014 Andrea Krajina (Göttingen) An M-estimator of spatial tail dependence

Spring 2014

07.02.2014 Susan Wei (Chapel Hill) Latent Supervised Learning
18.02.2014 Shih-Kang Chao (Berlin) Confidence Corridors for Multivariate Generalized Quantile Regression
25.02.2014 Brenda Lopez-Cabrera (Berlin) A consistent two-factor model for pricing temperature derivatives
04.02.2014 Alexandre Tsybakov (Paris) Comparison of minimax approaches in statistics and machine learning
18.03.2014 Christoph Breunig (Yale) Semi/Nonparametric estimation in case of endogenous selection
01.04.2014 Maria Dolores Martinez-Miranda (London) Do-validating Local Linear Hazards
29.04.2014 Cornelia Wichelhaus (Heidelberg) Nonparametric inference for stochastic networks
06.05.2014 Robert Schabeck (Göttingen) Generalized Whittle-Matern and Polyharmonic Kernels
07.05.2014 Sebastian Engelke (Lausanne) Max-stable Processes on River Networks
20.05.2014 Stefan Hoderlein (Boston) tab
22.05.2014 Sofia Olhede (London) Frequency domain inference
27.05.2014 Giovanni Motta (New York) Semi-parametric dynamics factor models for non-stationary time series
29.07.2014 Sylvain Le Corff (Paris) Convergence of a particle based online estimation procedure in hidden Markov models.