Econometrics & Statistics

Seminars, workshops & conferences:

2018-2019 Program:


  • November 22, 2018 - 1:00 pm to 3:00 pm - ESSEC Cergy (N305)   
          Prof. Taoufik Bouezmarni (Laval University)
         Extended Lorenz curves for general random variables
              Prof. Matei Demetrescu (Kiel University)
            Nonlinear Predictability of Stock Returns? Parametric vs. non parametric inference in                 predictive regressions 


  • October 16, 2018  - 5:15 pm to 6:15 pm - ESSEC LA Défense (CNIT), s. 344
            Prof. Arijit Chakrabarty (Indian Statistical Institute, Kolkata)
          Spectra of Adjacency and Laplacian Matrices of inhomogeneous Erdös-Rényi Graphs

2017-2018 Program:
        Prof. Xavier D’haultfoeuille (ENSAE - CREST)
          Testing Rational Expectations Using Data Combination
           Prof. Artem Prokhorov (University of Sydney)
          On Semiparametric Estimation using Bernstein Copulas

2016-2017 Program: 
  • July 4, 2017 - from 10:30 am to 12:00 pm - Cergy Room N105:     
           Prof. Aurore Delaigle (University of Melbourne)                                               
           Analyzing Partially  Observed Functional Data
  • April 21, 2017 - from 1:00 pm to 4:00 pm - Cergy Room N305:    

Prof. Valentina Corradi (University of Surrey)

Improved Tests for robust forecast comparison

Prof. Jean-David Fermanian (CREST)

The behavior of dealers and clients on the European corporate bond market: the case of Multi-dealer-to-client platforms

Prof. Bas Werker (Tilburg University)

Arbitrage Pricing Theory for Idiosyncratic Variance Factors

           Prof. Karim ABADIR (Imperial College London)
            Macro and financial markets: The memory of an elephant

           Prof. Joerg Breitung (University of Cologne)

            Multivariate tests for asset price bubbles

  • February 24, 2017 - from 2:00 pm to 5:00 pm - IBM Bois Colombes :          Internet of Things & Predictive Analytics                                                                Reda Gomery (Deloitte)                                                                                              Marc Van Der Laan (AT&T)                                                                                         Thomas Watteyne (INRIA)                                                                                    Georges Uzbelger (IBM)
  • November 25, 2016 - from 11:45 am to 1:15 - Cergy, Room N405: 
         Prof. Juhyun Park, (Lancaster University)

           Estimation of functional sparsity in nonparametric varying coefficient models

  • November 17-18, 2016:  The 2016 8th French Econometrics Conference  (FEC2016)
  • November 15, 2016, from 1:15 to 4:00 pm (Room E125):                          
         Yu-Wei Hsieh (University of Southern California)                                                                    Seminar on the Econometrics of  Matching models                                                                           

2015-2016 Program

  • March 16, 2016: 3rd Empirical Finance Workshop
  • May 31, 2016: 

    Prof. Christophe CROUX (Katholieke Universiteit Leuven)

    Sparse Cointegration

    Prof. Nikolay GOSPODINOV (Federal Reserve Bank of Atlanta)

    Spurious Inference in Reduced-Rank Asset-Pricing Models 

    Prof. Otilia BOLDEA (Tilburg University)                                                           Break-point Estimation in Panel data with fixed effects

  • September 24, 2015: 

Prof. Cristina DAVINO (Università de Macerata, Italy) -Quantile Regression an overview of properties and applications

2014-15 Program

2013-14 Program LINK HERE