Vrennes2_GB

Scientific Programme

All the conferences will be held in the Amphitheatre at Ensai


November 22, 2012

10h30 : Welcome address

11h : Plenary Conference (chair Thierry Magnac)

Andrew Chesher (University College London)

Limited Information Econometrics

12h-13h : Lunch

13h-15h : Invited Session 1 (chair Valentin Patilea)

Eric Gautier (CREST Ensae)

High-dimensional instrumental variables regression and confidence sets

Anna Simoni (THEMA & CREST Ensae)

Semiparametric Bayesian Partially Identi ed Model Based on Support Function

Lionel Truquet (CREST Ensai & IRMAR)

Smoothing of the Gaussian contrast and parametric estimation for some degenerate ARCH processes

Michäel Visser (ERMES & CREST Ensae)

Sources of campaign funding and electoral outcomes: The legislative elections in France

15h : Coffee break

15h30-17h30 : Invited Session 2 (chair Hamdi Raïssi)

Jean-Michel Zakoian (CREST Ensae)

Risk-parameter estimation in volatility models

Stephen Bazen (GREQAM)

The Taylor decomposition: a unified generalization of the Oaxaca method to nonlinear models

Adriana Cornea (University Exeter)

Approximating moments by nonlinear transformations, with an application to resampling from fat-tailed distributions

Mathieu Rosenbaum (CREST Ensae & LPMA)

Large tick assets: implicit spread and optimal tick size

17h30 : Coffee break

17h45-18h45 : Plenary Conference (chair Pascal Lavergne)

Rustam Ibragimov (Harvard University & Imperial College London)

Correlation and heterogeneity robust inference using conservativeness of test statistics

19h00 : Shuttle to Rennes

19h30: Cocktail at Mayor’s House in Rennes

21h00 : Dinner at Le Coq Gadby


November 23, 2012

9h15-10h45 : Invited Session 3 (chair Irene Botosaru)

Koen Jochmans (SciencesPo. Paris)

Nonparametric estimation of finite-mixture models

Pascal Lavergne (TSE)

Model Equivalence Tests for Overidentification Restrictions

François Poinas (TSE)

Separating Risk Aversion from Psychological Traits in Schooling Decisions

10h45 : Coffee break

11h15-12h15 : Plenary Conference (chair Stéphane Auray)

Frank Schorfheide (University of Pennsylvania)

A New Class of Nonlinear Time Series Models for the Evaluation of DSGE Models

12h15-13h30 : Lunch

13h30-14h30 : Plenary Conference (chair Nour Meddahi)

Taisuke Otsu (London School of Economics)

Bayesian analysis of moment restriction models using nonparametric priors

14h30 : Coffee break

14h45-16h45 : Invited Session 4 (chair Alain Trognon)

Thierry Mayer (SciencesPo. Paris)

The Economic Incentives of Cultural Transmission: Spatial Evidence from Naming Patterns across France

Pierre Dubois (TSE)

Do Prices and Attributes Explain International Differences in Food Purchases?

Frédéric Dufourt (GREQAM)

Are monetary policy regime switches endogenous? Insights from an estimated Markov-Switching DSGE model.

Jean-Cyprien Heam (ACP & CREST Ensae)

Bilateral Exposures and Systemic Solvency Risk

16h45 : Coffee break

17h-18h15 : Plenary Conference Nobel Laureate (chair Jean-Michel Zakoïan)

Robert Engle (New-York University)

Dynamic Conditional Beta