CEMFI Summer School was created in 1997. Its aim is to provide practitioners and academics from all over the world with an opportunity to update their training in fields within CEMFI's range of expertise.
26 May 2015 (13:30)
Dacheng Xiu (Chicago Booth) presents "Principal Component Estimation of a Large Covariance Matrix with High-Frequency Data"
27 May 2015 (13:30)
Bernhard Ganglmair (The University of Texas at Dallas) presents "Strategic Secrecy of Pending Patents"
2 June 2015 (13:30)
Martin Weidner (UCL) presents Instrumental Variable Quantile Regressions in Large Panels with Fixed Effects (with Manuel Arellano)