IRTG 1792 Conference
Modern Econometrics faces Machine Learning
Organization and Information
June 7, 2017, 10:00 – 18:00
Heilig-Geist-Kapelle (HGK), Spandauer Str. 1, 10178 Berlin
Organizing Committee: Weining Wang, Bernd Fitzenberger, Wolfgang Karl Härdle, Melanie Schienle
Program
Session 1 |
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10:00 – 10:15 |
Welcome Address by the Organizing Committee |
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10:15 – 11:45 |
Roger Koenker (UIUC) |
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11:45 – 12:15 |
Coffee Break |
Session 2 |
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12:15 – 13:15 |
Simone Manganelli (ECB) Deciding with Judgment |
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13:15 – 14:15 |
Blaise Melly (Unversity of Bern) Fixed effects quantile regression with an application to the public sector wage gap in France |
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14:15 – 15:15 |
Lunch Break |
Session 3 |
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15:15 – 16:15 |
Timo Terasvirta (Aarhus University, HU Berlin) Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model |
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16:15 – 17:15 |
Dennis Kristensen (University College London) |
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17:15 |
Dinner |