Georgios ANGELIS (AMSE) “t.b.a.”
The Macro Seminar: Time: 12:15 pm - 13:30 pm Date: 09th of October 2023 Room 3001 Georgios ANGELIS (AMSE) "t.b.a." Abstract : t.b.a. Sponsors: Alessandro RIBONI (CREST)
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WASMER Etienne (Sciences-Po)”t.b.a.”
Macro seminar Time : 12h15 - 13h30 Date : 16 Octobre 2023 Salle 3001 WASMER Etienne (Sciences-Po)"t.b.a." Abstract: Julien PRAT (CREST)
PAPPADA Francesco (PSE) “t.b.a.”
Macro seminar Time : 12h15 - 13h30 Date : 06 Novembre 2023 Salle 3001 SAUMITRA Jha (Stanford GSB) "t.b.a." Abstract: Alessandro RIBONI (CREST)
Paolo GIORGI (Amsterdam University) “Conditional score residuals and diagnostic analysis of serial dependence in time series models”
Finance & Financial Econometrics : Time: 10.30 am Date: 09th of Novembre 2023 Room 3001 Paolo GIORGI (Amsterdam University) "Conditional score residuals and diagnostic analysis of serial dependence in time series models" Abstract : This paper introduces conditional score residuals and it provides a general framework for the diagnostic analysis of time series models. Conditional […]
Jordi LLORENS-TERRAZAS (UPF Barcelona) “An Oracle Inequality for Multivariate Dynamic Quantile Forecasting.”
Finance & Financial Econometrics : Time: 10.30 am Date: 09th of Novembre 2023 Room 3001 Jordi LLORENS-TERRAZAS (UPF Barcelona) "An Oracle Inequality for Multivariate Dynamic Quantile Forecasting" Abstract : I derive an oracle inequality for a family of possibly misspecified multivariate conditional autoregressive quantile models. The family includes standard specifications for (nonlinear) quantile prediction proposed […]
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)
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 […]