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