L’édition 2023 de cette conférence couvrira divers sujets d’économétrie avancée dont les quantiles, grands panels, macroéconométrie, méthodes robustes aux mauvaises spécifications et réseau.

Conference Program: Session 1: High-Frequency Data and Methods; Session 2: Identification and Uniform Inference; Session 3: Long-Run Risk and Dynamics; Session 4: Identification and Robust Inference; Poster Session; Session 5: Factor Models and Panel Data; Session 6: Identification in Macro-Finance...

This conference has been cancelled.

Conference program: Session I - Bootstrap-Based Asymptotic Refinements for High-Dimensional Nonlinear Models ; - Bootstrap Based Inference for Sparse High-Dimensional Time Series Models ; Session II - Testing for Selection ; - Identification and Persistence-Robust Exact Inference in...

Conference program: - Robust Inference under Moment Restrictions, - On Optimal Inference in the Linear IV Model, - Nonparametric Assessment of Hedge Fund Performance, - General Aggregation of Misspecified Asset Pricing Models, - Bayesian Indirect Inference and the ABC of GMM, - Gaussian...