Program

Week Thu. 14 Fri. 15 List

	Thu. 14	Fri. 15
08:00 09:00 10:00 11:00 12:00 13:00 14:00 15:00 16:00 17:00 18:00 19:00 20:00 21:00 22:00 23:00	Coffee break 8:30 - 9:00 (30min) Coffee break APPLIED ECONOMETRICS 1 9:00 - 10:30 (1h30) APPLIED ECONOMETRICS 1 › Quantile regression analysis of censored data with selection. An application to willingness to pay data - Olivier Chanel, AMSE 09:00-09:30 (30min) › The Dynamics of Individual Happiness - Lionel Wilner, INSEE, Centre de Recherche en Économie et Statistique (CREST) 09:30-10:00 (30min) › Spousal Preferences and Parental Search: Data from China - Eva Raiber, Aix-Marseille School of Economics 10:00-10:30 (30min) Coffee break 10:30 - 11:00 (30min) Coffee break Jean-Marie Dufour (McGill University) "Simple estimators and inference for higher-order stochastic volatility models and forecasting", with Nazmul Ahsan 11:00 - 12:00 (1h) Jean-Marie Dufour (McGill University) "Simple estimators and inference for higher-order stochastic volatility models and forecasting", with Nazmul Ahsan Keynote Lecture #1 Lunch and poster session 12:00 - 13:30 (1h30) Lunch and poster session › Complex Financial Networks: Measuring Contagion - Kumushoy Abduraimova, Imperial College Business School 12:00-13:30 (1h30) › Projected Dynamic Conditional Correlations - Jordi Llorens-Terrazas, Universitat Pompeu Fabra [Barcelona] 12:00-13:30 (1h30) › The effects of age on educational performances at the end of primary school : cross-sectional and regression discontinuity approach applications from Reunion Island - Daniel RAKOTOMALALA, Centre d\'Économie et de Management de lÓcéan Indien 12:00-13:30 (1h30) › The Impact of Prior Information on the Connectedness of Networks - Dmitrii Filatov, Bocconi University 12:00-13:30 (1h30) › Uncertainty is bad for Business. Really? - Nicolas Himounet, Centre d'économie de l'Université Paris Nord, UMR CNRS n° 7234 12:00-13:30 (1h30) FINANCE 13:30 - 15:30 (2h) FINANCE › Renewal Based Volatility Estimation - Yifan Li, Alliance Manchester Business School 13:30-14:00 (30min) › New robust inference for predictive regression - Anton Skrobotov, Saint Petersburg University 14:00-14:30 (30min) › Estimating Realized Variance: An Intrinsic Time Approach - Sina Streicher, ETH Zürich 14:30-15:00 (30min) › Noncausal Affine Process with Applications to Derivative Pricing - Yang Lu, Centre d'Économie de l'université Paris Nord 15:00-15:30 (30min) Coffee break 15:30 - 16:00 (30min) Coffee break Yacine Ait-Sahalia (Princeton University) "Implied Stochastic Volatility Models", with Chenxu Li and Chen Xu Li 16:00 - 17:00 (1h) Yacine Ait-Sahalia (Princeton University) "Implied Stochastic Volatility Models", with Chenxu Li and Chen Xu Li Keynote Lecture #2 MARKETS 17:00 - 18:00 (1h) MARKETS › Time and the price impact of trades in Australian banking stocks around interest rate announcements - Manh Cuong Pham, Lancaster University 17:00-17:30 (30min) › Time-Varying Risk Premia in Large International Equity Markets - Ines Chaieb, University of Geneva and Swiss Finance Institute 17:30-18:00 (30min) Dinner 19:30 - 23:00 (3h30) Dinner	Coffee break 8:30 - 9:00 (30min) Coffee break ECONOMETRICS 9:00 - 11:00 (2h) ECONOMETRICS › Specification tests for semiparametric models with generated covariates - Elia Lapenta, Toulouse School of Economics 09:00-09:30 (30min) › Iterations of random maps and exogeneity in nonlinear dynamics - Lionel Truquet, CREST-ENSAI 09:30-10:00 (30min) › Sign tests for dependent observations - Rustam Ibragimov, Imperial College Business School 10:00-10:30 (30min) › Mollication applied to nonparametric instrumental regression - Anne Vanhems, Toulouse Business School 10:30-11:00 (30min) Coffee break 11:00 - 11:30 (30min) Coffee break Jean Jacod (Université Pierre et Marie Curie) "High-Frequency Statistics for a Semimartingale with Jump Activity varying with time" 11:30 - 12:30 (1h) Jean Jacod (Université Pierre et Marie Curie) "High-Frequency Statistics for a Semimartingale with Jump Activity varying with time" Keynote Lecture #3 https://fec2019.sciencesconf.org/data/program/2019_Marseille_1.pdf Lunch and poster session 12:30 - 13:30 (1h) Lunch and poster session See the previous day Yongcheol Shin (University of York) "The Spatio-Temporal Autoregressive Distributed Lag Modelling Approach to an Analysis of Dynamic Networks" 13:30 - 14:30 (1h) Yongcheol Shin (University of York) "The Spatio-Temporal Autoregressive Distributed Lag Modelling Approach to an Analysis of Dynamic Networks" Keynote Lecture #4 https://fec2019.sciencesconf.org/data/program/_yc_STARDL_F4_2_1.pdf Linear models with interval-censored explanatory variables 14:30 - 15:00 (30min) Linear models with interval-censored explanatory variables Thierry Magnac, TSE Coffee break 15:00 - 15:30 (30min) Coffee break APPLIED ECONOMETRICS 2 15:30 - 17:00 (1h30) APPLIED ECONOMETRICS 2 › Fiscal reaction functions for advanced economies revisited - Stefano Fachin, 15:30-16:00 (30min) › Backtesting Global Growth-at-Risk - Andre Souza, Universitat Pompeu Fabra [Barcelona] 16:00-16:30 (30min) › Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems - Gilles de Truchis, Université Paris Nanterre 16:30-17:00 (30min)

Online user: 7