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