Programme scientifique
Toutes les conférences auront lieu dans l’amphithéâtre de l’Ensai
22 novembre 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)
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
23 novembre 2012
9h15-10h45 : Invited Session 3 (chair Irene Botosaru)
Koen Jochmans (SciencesPo. Paris)
Nonparametric estimation of finite-mixture models
Model Equivalence Tests for Overidentification Restrictions
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)
Do Prices and Attributes Explain International Differences in Food Purchases?
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)