Econometrics Lunch Seminar (PhD Seminar): Frederik Krabbe
Title: Modelling regime switching with score-driven time series models
Info about event
Time
Location
Fuglesangs Allé 4, Building 2632(L), Room 242
Presenter: Frederik Krabbe
Title: Modelling regime switching with score-driven time series models
Main supervisor: Leopoldo Catania
Field committee member: Morten Ørregaard Nielsen
PhD presentation as part of mandatory 1st or 3rd year presentation. The presenter has 40 minutes to the presentation, 5-10 minutes for the discussant, and 10-15 minutes for questions. The PhD seminar is hosted by the PhD student’s main supervisor.