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:

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

Yu-Wei Hsieh (University of Southern California)

Seminar on the Econometrics of Matching models

2015-2016 Program

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

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