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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

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

Registration via Email

Poster


Program

Session 1

10:00 – 10:15
 

Welcome Address by the Organizing Committee

10:15 – 11:45
 

Roger Koenker (UIUC)

Unobserved Heterogeneity and Empirical Bayes Methods

11:45 – 12:15
 

Coffee Break

 

Session 2

12:15 – 13:15
 

Simone Manganelli (ECB)

Deciding with Judgment

13:15 – 14:15
 

Blaise Melly (Unversity of Bern)

Fixed effects quantile regression with an application to the public sector wage gap in France

14:15 – 15:15
 

Lunch Break

 

Session 3

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

16:15 – 17:15
 

Dennis Kristensen (University College London)

Bayesian Indirect Inference and the ABC of GMM

17:15
 

Dinner