SANTAMARIA Clara (Sciences Po) “t.b.a.”
Macro seminar Time : 12h15 - 13h30 Date : 13 Novembre 2023 Salle 3001 Clara SANTAMARIA (Sciences Po) "t.b.a." Abstract: Suzanne BELLUE (CREST)
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Yinchu Zhu (Brandeis University) – “t.b.a”
Paris Econometrics Seminar CREST - PSE - Sciences Po Time: 04:15 pm - 05:30 pm Date: 13th of November Zoom : Yinchu Zhu (Brandeis University) - Abstract : Coauthored with Organizers: Elia Lapenta - CREST/ENSAE Philipp Ketz - CNRS/PSE Clément de Chaisemartin – Sciences Po Sponsors: CREST
Elisabeth PROEHL (University of Amsterdam)
Macro seminar Time : 12h15 - 13h30 Date : 20 Novembre 2023 Salle 3001 Elisabeth PROEHL (University of Amsterdam) Abstract: Pablo WINANT (CREST)
Anindya De (University of Pennsylvania) – TO BE ANNOUNCED
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 20th November 2023 Place: 3001 Anindya De (University of Pennsylvania) - TO BE ANNOUNCED Abstract: Organizers: Cristina BUTUCEA (CREST), Karim LOUNICI (CMAP) , Jaouad MOURTADA (CREST) Sponsors: CREST-CMAP
FABI Michele (CREST) “t.b.a.”
Macro seminar Time : 12h15 - 13h30 Date : 27 November 2023 Salle 3001 FABI Michele (CREST) "t.b.a." Abstract: Alessandro RIBONI (CREST)
Zacharie Naulet (Université Paris-Saclay) “Frontiers to the learning (and clustering) of Hidden Markov Models”
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 27th November 2023 Place: 3001 Zacharie Naulet (Université Paris-Saclay) "Frontiers to the learning (and clustering) of Hidden Markov Models" Abstract: Hidden Markov models (HMMs) are flexible tools for clustering dependent data coming from unknown populations, allowing nonparametric identifiability of the population […]
Francesca ZUCCHI (European Central Bank) “Dynamic Carbon Emission Management”
Quantitative Sustainable Economics and Finance Time: 11.00 am Date: 30th of November 2023 Room 2036 Francesca ZUCCHI (European Central Bank) "Dynamic Carbon Emission Management" Abstract : The control of carbon emissions by policymakers poses the corporate challenge of developing an optimal carbon management policy. We provide a unified model that characterizes how firms should optimally manage […]
Sophocles MAUROEIDIS (Oxford) “t.b.a.”
Macro seminar Time : 12h15 - 13h30 Date : 04 Décembre 2023 Salle 3001 Sophocles MAUROEIDIS (Oxford) "t.b.a." Abstract: Grégory CORCOS (CREST)
Anindya DE (University of Pennsylvania) – “Testing convex truncation”
Statistical Seminar: Every Monday at 2:00 pm. Time: 3:00 pm - 4:00 pm Date: 4th December 2023 Place: ZOOM Anindya De (University of Pennsylvania) "Testing convex truncation" Abstract: We study the basic statistical problem of testing whether normally distributed n-dimensional data has been truncated, i.e. altered by only retaining points that lie in some unknown truncation […]
Jean-Jacques Forneron (Boston University) – “t.b.a”
Paris Econometrics Seminar CREST - PSE - Sciences Po Time: 04:15 pm - 05:30 pm Date: 4th of December Zoom : Jean-Jacques Forneron (Boston University) - Abstract : Coauthored with Organizers: Elia Lapenta - CREST/ENSAE Philipp Ketz - CNRS/PSE Clément de Chaisemartin – Sciences Po Sponsors: CREST
Massimiliano CAPORIN (Univ. Padova) “Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach”
Finance & Financial Econometrics : Time: 10.30 am Date: 07th of December 2023 Room 3001 Massimiliano CAPORIN (Univ. Padova) "Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach" Abstract : We address the construction of Realized Variance (RV) forecasts by exploiting the hierarchical structure implicit in available decompositions of RV. We propose a […]
Weifeng JIN (Univ. of Barcelona ) “Estimation of Time Series Models Using the Empirical Distribution of Residuals”
Finance & Financial Econometrics : Time: 11.30 am Date: 07th of December 2023 Room 3001 Weifeng JIN (Univ. of Barcelona ) "Estimation of Time Series Models Using the Empirical Distribution of Residuals" Abstract : Nonfundamental representations of univariate processes have been applied in the fields of Macroeconomics and Finance to describe nonlinear dynamics resulting from […]