11th French Econometrics Conference

Coffee break

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

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

See the previous day

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

Thierry Magnac, TSE

Coffee break

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)

Program