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International Meeting: Statistics & Econometrics: Browsing the Past - Facing Future Challenges

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International Meeting: Statistics & Econometrics: Browsing the Past - Facing Future Challenges

Δημοσίευση από grstats Την / Το Τρι 2 Μαϊος 2017 - 23:18




MONDAY 15 MAY 2017

MORNING SESSION
09:30 – 10:00 Welcome
10:00 – 10:50 Adelchi Azzalini: On the quest for distributions, still worth the effort?
10:50 – 11:40 Fredos Papangelou: Random oscillations in economic and other entities

Coffee break

12:30 – 13:20 George Michailidis: Regularized estimation and testing for high- dimensional multi-block vector autoregressive modelsand its applications
13:20 – 14:10 Frank Coolen: Reproducibility of hypothesis tests AFTERNOON SESSION
17:00 – 17:50 Christian Francq: Modeling financial time series
17:50 – 18:40 Narayanaswamy Balakrishnan: Cure rate models and associated inference

Coffee break

19:10 – 20:00 Dimitris Asteriou: Are bank returns more sensitive during crises? A panel data differences-in-differences approach


TUESDAY 16 MAY 2017

MORNING SESSION

09:30 – 10:20 Petros Dellaportas: Financial modelling with Bayesian statistics
10:20 – 11:20 John Aldrich: Statistical inference theory (just) before our time

Coffee break

12:00 – 12:50 Constantin Yiannoutsos: Topic TBA
12:50 – 13:40 Yiannis Bilias: Exact computation of censored least absolute deviations estimator


Organizing Committee: Simos Meintanis, Apostolos Burnetas, Charalambos Charalambides, Yiannis Bassiakos

The organizers thank:


 The Bank of Greece
 The Dean of the School of
Economics and Political Sciences
 The Dean of the School of Science
 The Department of Economics


for their generous support
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