ECONOMETRICS AND STATISTICS Research Seminar
2018-2019
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
TIME SERIES WORKSHOP 2018, Wednesday April 11 - 2018, 2:30 pm to 5:40 pm, Room N516
Organizers: Prof. Luc Bauwens, CORE - UCL, Fellow of the Institute of Advanced Studies UCP Université Paris-Seine, Guillaume Chevillon, ESSEC Business School, Prof. Jeroen Rombouts, ESSEC Business School
Archive 2013-2018
2017-2018 Program:
March 29, 2018 : 5th Empirical Finance Workshop - Cergy (KLAB)
December 14, 2017 - 1:00 pm to 3:00 pm - Cergy (Room N305):
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
November 5-6, 2015: Advances in Time Series and Forecasting Conference
September 25, 2015: Workshop on Time Series Econometrics
September 24, 2015:
Prof. Cristina DAVINO (Università de Macerata, Italy) -Quantile Regression an overview of properties and applications
2014-15 Program
June: Siem Jan Koopman (VU, Amsterdam)
May: Second Workshop on ICT and Innovation Forecasting; From Theory to Practice & Applications
April:
Esther Ruiz (UC3 Madrid)
Genaro Succarat (BI Norwegian Business School)
March: WORKSHOP ON MODELLING & FORECASTING MOMENT RISK PREMIA
Jan-March 2015: the seminars are part of the Working Group on Risk - CREAR
10th December (Banque de France): ESSEC/Banque de France workshop on Expectations and Forecasting
6th and 7th November (La Défense): European Seminar on Bayesian Econometrics
October:
Ingrid VAN KEILEGOM (Université Catholique de Louvain)
Paul DOUKHAN (Université de Cergy-Pontoise)
SUBPAGES (1): 2013-14 PROGRAM OF ECONOMETRICS & STATISTICS SEMINARS