ECONOMETRICS AND STATISTICS Research Seminar

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:

  • 1. Esther Ruiz (UC3 Madrid)

    2. 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:

  • 1. Ingrid VAN KEILEGOM (Université Catholique de Louvain)

    2. Paul DOUKHAN (Université de Cergy-Pontoise)

2013-14 Program LINK HERE

SUBPAGES (1): 2013-14 PROGRAM OF ECONOMETRICS & STATISTICS SEMINARS