The Macro Seminar: Time: 12:15 pm - 13:30 pm Date: 11th of September 2023 Room 3001 Guillaume ROCHETEAU (University of California at Irvine) "t.b.a." Abstract : t.b.a. Sponsors: Julien PRAT (CREST)
The Macro Seminar: Time: 12:15 pm - 13:30 pm Date: 02th of October 2023 Room 3001 Francisco RUGE-MURCIA (Mc Gill) "t.b.a." Abstract : t.b.a. Sponsors: Alessandro RIBONI (CREST)
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)
Macro seminar Time : 12h15 - 13h30 Date : 16 Octobre 2023 Salle 3001 WASMER Etienne (Sciences-Po)"t.b.a." Abstract: Julien PRAT (CREST)
Macro seminar Time : 12h15 - 13h30 Date : 06 Novembre 2023 Salle 3001 SAUMITRA Jha (Stanford GSB) "t.b.a." Abstract: Alessandro RIBONI (CREST)
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 […]
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 […]
Macro seminar Time : 12h15 - 13h30 Date : 13 Novembre 2023 Salle 3001 Clara SANTAMARIA (Sciences Po) "t.b.a." Abstract: Suzanne BELLUE (CREST)
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
Macro seminar Time : 12h15 - 13h30 Date : 20 Novembre 2023 Salle 3001 Elisabeth PROEHL (University of Amsterdam) Abstract: Pablo WINANT (CREST)
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
Macro seminar Time : 12h15 - 13h30 Date : 27 November 2023 Salle 3001 FABI Michele (CREST) "t.b.a." Abstract: Alessandro RIBONI (CREST)