Econometrics & Statistics

Workshops & conferences run on a bi-monthly basis on average

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

  • March 30-31, 2017: 25th Annual Symposium of the Society for Nonlinear Dynamics and Econometrics (SNDE)
  • March 15, 2017 : 4th Empirical Finance Workshop - Cergy (KLAB)
  • March 2, 2017 - from 1:45 pm to 4:00 pm - Cergy Room N305:       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