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  3. June
  4. Leverhulme Lecture

Jun

23

Tuesday

Leverhulme Lecture

12.00pm

Lectures

Public, Staff, Students, Alumni, Prospective Postgraduates, Prospective Undergraduates, Academics

Speaker: Professor Lynda Khalaf, Department of Economics, Carleton University, Ottawa, Canada

Weak beta, strong beta: factor proliferation and rank restrictions

About

The Leverhulme Trust offers a limited number of Visiting Professorship grants each year to enable outstandingly distinguished academics based in overseas universities to spend time in at UK universities.  Professor Giovanni Urga in the Faculty of Finance and Director of the Centre for Econometric Analysis at Cass Business School has been awarded a Visiting Professorship grant to allow Professor Lynda Khalaf from the Department of Economics at Carleton University, Ottawa, Canada to visit Cass Business School in 2015 and 2016.  Visiting Professors are expected to offer ‘Leverhulme Lectures’ to mark their residence in a UK institution and the first of Prof. Khalaf’s lectures will be concerned with factor proliferation and rank restrictions and will be of interest to econometricians from the financial sector and from regulatory bodies, as well as student and academics interested in the subject area.  The lecture is open to the public and will be followed by refreshments and the possibility to discuss the themes raised in the lecture.

Speaker

Professor Lynda Khalaf, Department of Economics, Carleton University, Ottawa, Canada

Professor Lynda Khalaf is a specialist in econometrics.  She received her PhD from l’Université de Montréal in 1997.  She held a faculty position at l’Université Laval from 1996 to 2008 and a Canada Research Chair from 2004 to 2008.  She has been a Full Professor in the Department of Economics at Carleton University since 2006 and served as its PhD Programme Supervisor from 2010 to 2013.

Professor Khalaf’s current research covers econometric issues arising in the formulation, fitting, and checking of economic models for environmental (resources and energy) and financial (mainly asset pricing) analysis, with particular focus on exact inference, re-sampling-based tests, inference in multivariate models, structural stability, specification tests, inference with heavy-tailed and asymmetric distributions, identification-robust methods, and weak-inference-robust methods.  Her work has been published in many leading journals in the field, including the Journal of Econometrics, the Journal of Applied Econometrics, the Journal of Economic Dynamics and Control, the Review of Economic Studies, and the Journal of Monetary Economics.

Registration

To book, please contact:

Prof. Giovanni Urga  via email: g.urga@city.ac.uk

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When & where

12.00pm - 1.00pmTuesday 23rd June 2015