Aarhus-Rotterdam bilateral workshop in Econometrics

This workshop is intended as a focused and collaborative meeting to strengthen academic ties, share ongoing work, and discuss new developments in econometric theory and applications.

Date: Monday 13 Apr 2026, 09:00 - Tuesday 14 Apr 2026, 17:00
Type: Conference
Spoken Language: English
Building: Polak Building

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By bringing together researchers from both institutions, we seek to promote constructive feedback, open discussion, and a genuine exchange of ideas. We hope that these conversations will foster closer research collaboration and help build lasting professional connections between our universities.

Time	Session Type	Speaker(s)	Title / Topic
09:00–09:15	Registration	-	-
09:15–10:35	Presentations	Gabriele Mingoli	TBA
		Alexander Mayer	Local Gaussian copula inference with structural breaks
10:35–10:50	Coffee	-	-
10:50–12:10	Presentations	Frederik Bjerg Krabbe	Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models
		Evgenii Vladimirov	An Extended Score-Driven Dynamic Factor Model: Recovering Composite Indicators from the Pandemic
12:10–13:10	Lunch	-	-
13:10–14:30	Presentations	Edoardo Zanelli	Improved inference for nonparametric regression and regression-discontinuity designs
		Timo Schenk	Inference in Event Studies with Approximately Parallel Trends
14:30–14:45	Coffee	-	-
14:45–16:05	Presentations	Leopoldo Catania	TBA
		Mariia Artemova	Realized autoregressive conditional betas
16:05–16:20	Coffee	-	-
16:20–17:40	Presentations	Bent Jesper Christensen	Econometric Analysis of General Term Structure Models (with Michel van der Wel)
		Rutger-Jan Lange	Implicit score-driven filters
18:30–	Dinner	-	-

Time	Session Type	Speaker(s)	Title / Topic
09:15–10:35	Presentations	Andreas Alfons	Robust estimation of latent variable models for ordinal data
		Chen Huang	Inference on Semiparametric Single-index Conditional Factor Models with Instrument Selection
10:35–10:50	Coffee	-	-
10:50–12:10	Presentations	Robin Lumsdaine	Restricted Large Bayesian Vector Autoregressions
		Peter Korsbakke Christensen	The “rough” HAR model
12:10–13:30	Lunch	-	-

Registration

When registering for the conference, please indicate whether you intend to attend the lunch and/or the drinks, and if so, whether you have any dietary wishes.

If you wish to change or cancel your registration, please contact the organisation via office.ei@ese.eur.nl.

About the Econometric Institute

The Econometric Institute at ��Ů��ӰԺ��ҹ has a strong research tradition in econometrics, statistics, data science and operations research. It is the oldest research institute in the field of econometrics in the world.
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