L’édition 2023 de cette conférence couvrira divers sujets d’économétrie avancée dont les quantiles, grands panels, macroéconométrie, méthodes robustes aux mauvaises spécifications et réseau.

Conference Program: Session 1: High-Frequency Data and Methods; Session 2: Identification and Uniform Inference; Session 3: Long-Run Risk and Dynamics; Session 4: Identification and Robust Inference; Poster Session; Session 5: Factor Models and Panel Data; Session 6: Identification in Macro-Finance...

This conference has been cancelled.

Conference program: Session I - Bootstrap-Based Asymptotic Refinements for High-Dimensional Nonlinear Models ; - Bootstrap Based Inference for Sparse High-Dimensional Time Series Models ; Session II - Testing for Selection ; - Identification and Persistence-Robust Exact Inference in...

This conference aims at bringing together researchers in econometrics and quantitative analysis in economics for an opportunity to present and discuss theoretical and applied research problems as well as to foster research collaborations. The Theme of the TES2019 is "Structural changes and their...

Conference program: - Robust Inference under Moment Restrictions, - On Optimal Inference in the Linear IV Model, - Nonparametric Assessment of Hedge Fund Performance, - General Aggregation of Misspecified Asset Pricing Models, - Bayesian Indirect Inference and the ABC of GMM, - Gaussian...

TES2016 calls for academic papers in the field of theoretical and empirical econometrics. The theme of the conference in January 2016 is "Causal Inference in Econometrics". The conference also welcomes all deciplines in quantitative economics.

This conference aims at bringing together researchers in econometrics for an opportunity to present and discuss theoretical and applied research problems as well as to foster research collaborations. The main theme of this Fifth International Meeting is Financial Econometrics and the conference...