Name: Richard SAMWORTH (Université de Cambridge) – “High-dimensional principal component analysis with heterogeneous missingness”
Start: 2019-11-04T14:00:00+01:00
End: 2019-11-04T15:15:00+01:00

Economics

SeminarsEventsPast Seminars and Events

October 24, 12:30 pm - 1:30 pm

Germain Gauthier (CREST): “Mining Narratives in Large Text Corpora”

Firms and Markets Seminar Abstract: When making sense of the world, human beings often rely on narratives: simple, relatable, plausible stories of how the world works. Though these narratives are part of the public and political debate on many policy issues, empirical evidence on their determinants and impact is scarce. This is mainly due to
November 4, 12:15 pm - 1:30 pm

BERGEAUD Antonin (Banque de France) “A Theory of Falling Growth and Rising Rents”

Time: 12:15pm – 13:30 pm Date: 4th of November 2019 Place: Room 3001 BERGEAUD Antonin (Banque de France) “A Theory of Falling Growth and Rising Rents” Abstract : Growth has fallen in the U.S., while firm concentration and profits have risen. Meanwhile, labor’s share of national income is down, mostly due to the rising market
November 5, 12:15 pm - 1:30 pm

Simon JAGER (MIT) – “TBA”

The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 5 th of November 2019 Place: Room 3001 Simon JAGER (MIT) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
November 6, 12:15 am - 1:30 pm

Harry Di Pei (Northwestern University) – t.b.a.

CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 6th Nov. 2019 Place: Room 3001. Harry Di Pei (Northwestern University) – t.b.a. Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
November 12, 12:15 pm - 1:30 pm

Rafael LALIVE (University of Lausanne) – “TBA”

The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 12 th of November 2019 Place: Room 3001 Rafael LALIVE (University of Lausanne) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
November 13, 12:15 am - 1:30 pm

Maria Ana Vitorino (INSEAD) – t.b.a.

CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 13th Nov. 2019 Place: Room 3001. Harry Di Pei (Northwestern University) – t.b.a. Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
November 18, 12:15 pm - 1:30 pm

EECKHOUT Jan (UPF) “T.B.A”

Time: 12:15pm – 13:30 pm Date: 18th of November 2019 Place: Room 3001 EECKHOUT Jan (UPF) “T.B.A” Abstract : t.b.a
November 19, 12:15 pm - 1:30 pm

Natalie BAU (UCLA) – “TBA”

The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 19 th of November 2019 Place: Room 3001 Natalie BAU (UCLA) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
November 20, 12:15 am - 1:30 pm

Estelle Cantillon (Université libre de Bruxelles) – t.b.a.

CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 20th Nov. 2019 Place: Room 3001. Estelle Cantillon (Université libre de Bruxelles) – t.b.a. Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
November 21, 12:15 am - 1:30 pm

Camille Landais (LSE) – t.b.a.

CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 21th Nov. 2019 Place: Room 3001. Camille Landais (LSE) – t.b.a. Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
November 25, 12:15 pm - 1:30 pm

ZANETTI Francesco (Oxford) “T.B.A”

Time: 12:15pm – 13:30 pm Date: 25th of November 2019 Place: Room 3001 ZANETTI Francesco (Oxford) “T.B.A” Abstract : t.b.a
November 26, 12:15 pm - 1:30 pm

Roberto WEBER (University of Zurich) – “TBA”

The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 26 th of November 2019 Place: Room 3001 Roberto WEBER (University of Zurich) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
November 27, 12:15 am - 1:30 pm

Nathan Yang (McGill University) – t.b.a.

CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 27th Nov. 2019 Place: Room 3001. Nathan Yang (McGill University) – t.b.a. Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
December 2, 12:15 pm - 1:30 pm

AUCLERT Adrien (Stanford) “T.B.A”

Time: 12:15pm – 13:30 pm Date: 02th of December 2019 Place: Room 3001 AUCLERT Adrien (Stanford) “T.B.A” Abstract : t.b.a
December 3, 12:15 pm - 1:30 pm

James SNYDER (Harvard University) – “TBA”

The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 3rd of December 2019 Place: Room 3001 James SNYDER (Harvard University) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
December 4, 12:15 am - 1:30 pm

Anasuya Raj (CREST) – t.b.a.

CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 04th Dec. 2019 Place: Room 3001. Anasuya Raj (CREST) – t.b.a. Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
December 9, 12:15 pm - 1:30 pm

JUNG Philip (TU Dortmund) “T.B.A”

Time: 12:15pm – 13:30 pm Date: 09th of December 2019 Place: Room 3001 JUNG Philip (TU Dortmund) “T.B.A” Abstract : t.b.a
December 16, 12:15 pm - 1:30 pm

CHALLE Edouard (Ecole Polytechnique and CREST) “T.B.A”

Time: 12:15pm – 13:30 pm Date: 16th of December 2019 Place: Room 3001 CHALLE Edouard (Ecole Polytechnique and CREST) “T.B.A” Abstract : t.b.a
December 18, 12:15 am - 1:30 pm

Philipp Strack (UC Berkeley – Yale University) – t.b.a.

CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 11th Dec. 2019 Place: Room 3001. Philipp Strack (UC Berkeley – Yale University) – t.b.a. Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
March 30, 2020, 12:15 pm - 1:30 pm

BHANDARI Anmol (U Minnesota) “T.B.A”

Time: 12:15pm – 13:30 pm Date: 30th of March 2020 Place: Room 3001 BHANDARI Anmol (U Minnesota) “T.B.A” Abstract : t.b.a

There are no upcoming events at this time.

October 17, 12:15 am - 1:30 pm

Steven Berry (Yale University) – “Estimating Labor Market Power”
October 16, 12:15 am - 1:30 pm

Martin Oehmke (LSE) – “A Theory of Socially Responsible Investment”
October 15, 12:15 pm - 1:30 pm

Clément de CHAISEMARTIN (UCSB) – “The long-term effects of a boarding school for disadvantaged students”
October 14, 12:15 pm - 1:30 pm

MOSER Christian (Columbia Business School) “The Gender Gap: Micro Sources and Macro Consequences”
October 10, 12:15 pm - 1:15 pm

Yannick Guyonvarch (CREST): “Finite sample inference in linear regression without Normal errors”
October 9, 12:15 pm - 1:30 pm

ROSSI Pauline (University of Amsterdam) “Spillovers in childbearing decisions and fertility transitions: evidence from China’s family planning policies”
October 8, 12:15 pm - 1:30 pm

Gérard VAN DEN BERG (University of Bristol) – “Mandatory Integration Agreements for Unemployed Job Seekers: a Randomized Controlled Trial in Germany”
October 7, 12:15 am - 1:30 pm

Matthew Jackson (Stanford University) – “What Makes Financial Networks Special? Distorted Investment Incentives, Regulation, and Systemic Risk Measurement”
October 1, 12:15 pm - 1:15 pm

Vincenzo CAPONI (CREST, IZA) – “Assortative Mating and Migration”
September 30, 12:15 pm - 1:30 pm

VIOLANTE Gianluca (Princeton University) “Firm and Worker Dynamics in a Frictional Labor Market”
September 25, 12:15 am - 1:30 pm

Mattia Nardotto (KU Leuven) – “Price norms and consumption behavior”
September 24, 12:15 pm - 1:30 pm

Gregory JOLIVET (University of Bristol) – “A Structural Analysis of Health and Labor Market Trajectories”
September 23, 12:15 pm - 1:30 pm

MEDINA QUISPE Pamela (University of Toronto) “Capital-Reallocation Frictions and Trade Shocks”
September 18, 12:15 am - 1:30 pm

Roberto Galbiati (Sciences Po) – “Les Liaisons Dangereuses: Politics and Wealth in the Florentine Republic”
September 17, 12:15 pm - 1:30 pm

Clémence TRICAUD (CREST) – “Better alone? Evidence on the costs of intermunicipal cooperation”
September 16, 11:00 am - 12:00 pm

Julien Combe : “Unpaired Kidney Exchange: Overcoming Double Coincidence of Wants without Money”
September 13, 12:15 pm - 1:45 pm

Canceled : David DRUKKER (University of Michigan) – “An introduction to estimating causal parameters from high-dimensional models using the lasso in Stata”
September 11, 12:15 am - 1:30 pm

Dorothea Kubler (WZB Social Science Center Berlin) – “How to Avoid Black Markets for Appointments With Online Booking Systems”
September 10, 12:15 pm - 1:30 pm

Georg WEIZSÄCKER (Humboldt) – “Learning from unrealized versus realized prices”
September 5, 12:15 pm - 1:30 pm

Isaac SORKIN (Stanford University) – “Granular Search, Market Structure, and Wages”
September 4, 12:15 am - 1:30 pm

Mar Reguant (Northwestern University) – “Machine Learning from Schools about Energy Efficiency”
September 3, 12:15 pm - 1:15 pm

Milena SUAREZ-CASTILLO (CREST-INSEE) – “Disentangling the causal effects of air pollutants on health”
July 3, 12:15 am - 1:30 pm

Antoine Ferey (CREST) – “Generalized Capital Taxation with Sufficient Statistics”
July 2, 12:15 pm - 1:15 pm

Bérengère PATAULT (CREST) – “Are Pro-Worker Judges Detrimental to Firm Survival and Employment?”
June 26, 12:15 am - 1:30 pm

Frederic Koessler (PSE) – “Long Information Design “
June 25, 12:15 pm - 1:30 pm

Gregory VERDUGO (Université d’Evry Val d’Essonne) – “The Political Economy of Public Housing”
June 24, 12:15 pm

Marie Lalanne (SAFE Research Center, Goethe University of Frankfurt) “Social Networks and Job Referrals in Recruitment”
June 24, 11:00 am - 12:00 pm

Morgane Guignard – “How Innovation Affects Bargaining and Profit Sharing ? Evidence from the Margarine Market”
June 21, 12:15 pm - 1:30 pm

Johan VIKSTROM (Uppsala University) – “Caseworkers – do they matter, why, and for whom? Exploring caseworker value-added using random variation”
June 20, 12:30 pm - 1:30 pm

Arthur Bauer (CREST): “Has Market Power Risen in France?”
June 19, 12:15 am - 1:30 pm

Rossa O’Keeffe – O’Donovan (Oxford) – “Water, Spillovers and Free Riding: Provision of Local Public Goods in a Spatial Network”
June 18, 12:15 pm - 1:30 pm

Attila LINDNER (University College London) – “Technological Change and Skill Demand in Non-Competitive Labor Markets”
June 17, 12:15 pm

Pascal MICHAILLAT (Brown University) “Resolving New Keynesian Anomalies with Wealth in the Utility Function”
June 17, 11:00 am - 12:00 pm

David Benatia – “Strategic Reneging in Sequential Imperfect Markets”
June 14, 12:15 am - 1:30 pm

John Rust (Georgetown) – “Has dynamic programming improved decision making?”
June 12, 12:15 am - 1:30 pm

Larry Samuelson (Yale) – “The Wisdom of a Confused Crowd: Model-Based Inference”
June 11, 12:30 pm - 1:30 pm

Sander WAGNER (CREST) – “The Cost of Terror”
June 11, 11:00 am - 12:15 pm

Guillaume ROCHETEAU (University of California at Irvine) “Money mining and price dynamics “
June 6, 2:00 pm - 3:00 pm

Pierre-Edouard Collignon (CREST): “When is a life worth living ? A dynastic efficiency criterion for fertility decisions”
June 5, 12:15 am - 1:30 pm

Anasuya Raj (CREST) – “Optimal income taxation in the presence of networks of altruism”
June 4, 12:15 pm - 1:30 pm

Chris MURIS (University of Bristol) – “Binarization for Panel Models with Fixed Effects”
June 3, 12:15 pm

Russel COOPER (European University Institute) “MPC Heterogeneity in Europe: Sources and Policy Implications “
June 3, 11:00 am - 12:00 pm

Morgane Cure – “Price determinants and the effect of price parity in the hotel industry”
May 29, 12:15 am - 1:30 pm

Carol Propper (Imperial) – “The Impact of CEOs in the Public Sector: Evidence from the English NHS”
May 28, 12:15 pm - 1:30 pm

Julia CAGÉ (Sciences Po Paris) – “It Takes Money to Make MPs : New Evidence from 150 Years of British Campaign Spending”
May 27, 12:15 pm - 1:30 pm

Pablo WINANT (PSE) “Will Artificial Intelligence Replace Computational Economists Any Time Soon?”
May 27, 11:00 am - 12:00 pm

Rémi Avignon – “Buying Groups and Product Variety”
May 22, 12:15 am - 1:30 pm

Matthias Hunold (Dusseldorf) – “Vertical Financial Interest and Corporate Influence”
May 21, 12:15 pm - 1:15 pm

Anett JOHN (CREST) – “Can Simple Psychological Interventions Increase Preventive Health Investment?”
May 21, 10:30 am - 11:30 am

Jérémy Fouliard (LBS) – “Answering the Queen : online machine learning and financial crises”, joint work with Hélène Rey (LBS)

View All Events

Statistics

Sociology

SeminarsEventsPast Seminars and Events

October 24, 3:30 pm - 5:00 pm

Michael J. ROSENFELD (Stanford University) – “Disintermediating your friends : How online dating in the United States displaces other ways of meeting”

The Sociology Seminar: Thursdays Time: 3:30 pm – 5:00 pm Exceptionally Date: 24th of October 2019 Place: Room 3105, ENSAE. Michael J. ROSENFELD (Stanford University) “Disintermediating your friends : How online dating in the United States displaces other ways of meeting” Abstract : We present data from a nationally representative 2017 survey of American adults. For
November 21, 12:00 pm - 1:15 pm

Philipp BRANDT (Sciences Po) – “Fast bucks, good money and public service : optimizing and experimenting in NYC’s yellow cab industry”

The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 21th of November 2019 Place: Room 3105, ENSAE. Philipp BRANDT (Sciences Po) – “Fast bucks, good money and public service : optimizing and experimenting in NYC’s yellow cab industry” Abstract : Social scientists have long studied taxi drivers, their markets, risks and personal struggles.
January 16, 2020, 12:00 pm - 1:15 pm

Antonio CASILLI (Telecom Paris) et Paola TUBARO (CNRS, LRI, CMH) – “TBA”

The Sociology Seminar: Thursdays Time: 12:00 pm – 13:15 pm Date: 16th of January 2020 Place: Room 3105, ENSAE. Antonio CASILLI (Telecom Paris) et Paola TUBARO (CNRS, LRI, CMH) “TBA“ Abstract : Organizers : Jeanne GANAULT, Céline GOFFETTE, Sébastien MICHIELS, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST
February 6, 2020, 12:00 pm - 1:15 pm

Torkyld LINGSTAD (University of Oslo) – “TBA”

The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 6th of February 2020 Place: Room 3105, ENSAE. Torkyld LINGSTAD (University of Oslo) – “TBA” Abstract : Organizers : Jeanne GANAULT, Céline GOFFETTE, Sébastien MICHIELS, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST
March 19, 2020, 12:00 pm - 1:15 pm

Anette FASANG (Humbolt-University Berlin) – “TBA”

The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 19th of Mars 2020 Place: Room 3105, ENSAE. Anette FASANG (Humbolt-University Berlin) – “TBA” Abstract : Organizers : Jeanne GANAULT, Céline GOFFETTE, Sébastien MICHIELS, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST
June 25, 2020, 12:00 pm - 1:15 pm

Marion FOURCADE (Berkeley University) – “TBA”

The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 25th of June 2020 Place: Room 3105, ENSAE. Marion FOURCADE (Berkeley University) – “TBA” Abstract : Organizers : Jeanne GANAULT, Céline GOFFETTE, Sébastien MICHIELS, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST

There are no upcoming events at this time.

September 26, 12:00 pm - 1:15 pm

Charles RAHAL et Aaron REEVES (University of Oxford) – “The Legacy of Longevity : Persistent inequalities in UK life expectancy 1500-2016”
June 20, 12:00 pm - 1:15 pm

Thomas GRUND (University College Dublin) – “Public Denunciation and the Limits of Scandal”
May 16, 12:00 pm - 1:15 pm

Alyson VAN RAALTE (Max Planck Institute for Demographic Research) – “The case for monitoring lifespan inequality “
May 9, 12:00 pm - 1:15 pm

Stine MOLLEGAARD (University of Copenhagen) “The Genetics of Education and the role of Cognitive and Non-Cognitive Skills”
March 14, 12:00 pm - 1:15 pm

Etienne OLLION (CNRS-Université de Strasbourg) – “Vivre en politique. Carrières et pratiques après le second moment de professionnalisation politique “
February 14, 12:00 pm - 1:15 pm

Man-Yee KAN (Oxford University) – “Lagged Adaptation in the Association between Women’s and Men’s Gender Attitudes and Housework Time in 24 countries”
January 17, 12:00 pm - 1:15 pm

-Canceled- Camille Peugny (UVSQ) – “La polarisation de l’emploi en Europe à partir des enquêtes EU-LFS”
December 13, 2018, 12:00 pm - 1:15 pm

Henning Hillmann (Universität Mannheim, MZES) – “Careers and Cohesion in Economic Networks”
November 28, 2018, 12:00 pm - 1:00 pm

Felix TROPF (University of Oxford) – “How gene-environment interaction shapes genetic discovery in the social sciences”
November 7, 2018, 12:30 pm - 1:45 pm

Haley McAvay (Ined) – “Pathways out of the Parental Home: Contextual Determinants of Home-Leaving Patterns Across Second Generation Immigrant Origins in France”
October 18, 2018, 12:00 pm - 1:15 pm

Pierre MERCKLE (Université de Grenoble-Alpes) – “Mesurer, analyser (et corriger ?) les incohérences de réponses dans les enquêtes longitudinales”
July 12, 2018, 12:00 pm - 1:15 pm

Diederik BOERTIEN (Centre for Demographic Studies, Barcelona) – “Same-sex parent families and school progress of children:an association that disappeared over time”
July 5, 2018, 12:00 pm - 1:15 pm

Léa PESSIN (Pennsylvania State University) – “Race and class differences in linking women’s work and family lives across the life course – How gender, race and class shape the work and family trajectories of black, Latina, and white women from early adulthood to midlife”
June 21, 2018, 12:00 pm - 1:15 pm

Dingeman WIERTZ (University of Oxford) – “Civic Inequalities across the United States : Civic Deserts, Civic Hotspots, and Their Persistence over Time”
June 19, 2018, 2:00 pm - 3:30 pm

Felix TROPF (University of Oxford) – “Using genetic data for social science research”
May 17, 2018, 12:00 pm - 1:15 pm

Marii PASKOV (Department of Social Policy and Intervention, Nuffield College, Institute for New Economic Thinking – The Oxford Martin School, University of Oxford) – “Intergenerational class mobility in Europe: A new account”
April 12, 2018, 12:00 pm - 1:15 pm

CANCELED : Henning HILLMANN ( University of Mannheim) – “Careers and Cohesion in Economic Networks”
February 15, 2018, 11:00 am - 12:30 pm

Sarah VALDEZ (Linköping University) – “Finding ethnic enclaves with Swedish population registers”
January 18, 2018, 12:00 pm - 1:15 pm

Leïla FROUILLOU ( Paris 8 Vincennes – Saint-Denis) – “Ségrégations universitaires en Ile de France : d’APB aux trajectoires d’études “
November 9, 2017, 12:00 pm - 1:15 pm

Anna BARBUSCIA ( Oxford University) – “Fertility Treatments and Divorce: Evidence from the National Survey of Family Growth”
October 12, 2017, 12:00 pm - 1:15 pm

Gianluca MANZO – Complex contagions and the diffusion of innovations: evidence from a small-N case study
September 28, 2017, 11:30 am - 1:00 pm

Margot DELON – Un privilège à double-tranchant. Trajectoires et positions des immigrés et descendants d’immigrés d’origine portugaise en France
June 15, 2017, 11:00 am - 12:30 pm

Julien Boelaert – Une révolution statistique ? Machine Learning et prédiction en sciences sociales

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Finance

SeminarsEventsPast Seminars and Events

November 14, 10:30 am - 11:30 pm

Simos MEINTANIS (University of Athens, Greece) “T.B.A”

FINANCIAL ECONOMETRICS SEMINAR Time:10:30 Date: 14th of November 2019 Place: Room 3001 Simos MEINTANIS (University of Athens, Greece) “T.B.A” Abstract : T.B.A Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
November 14, 11:30 am - 12:30 pm

Andreas HEINEN (Université de Cergy – France) “T.B.A”

FINANCIAL ECONOMETRICS SEMINAR Time:11:30 Date: 14th of November 2019 Place: Room 3001 Andreas HEINEN (Université de Cergy – France) “T.B.A” Abstract :T.B.A Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
January 30, 2020, 10:30 am - 11:30 pm

Alessandra LUATI (University of Bologna, Italy) “T.B.A”

FINANCIAL ECONOMETRICS SEMINAR Time:10:30 Date: 30th of January 2020 Place: Room 3001 Alessandra LUATI (University of Bologna, Italy) “T.B.A” Abstract : T.B.A Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
January 30, 2020, 11:30 am - 12:30 pm

Christian CONRAD (University of Heidelberg, Germany) “T.B.A”

FINANCIAL ECONOMETRICS SEMINAR Time:11:30 Date: 30th of January 2020 Place: Room 3001 Christian CONRAD (University of Heidelberg, Germany) “T.B.A” Abstract :T.B.A Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
February 26, 2020, 10:30 am - 11:30 pm

Eric HILLEBRAND (University of Aarhus, Denmark) “T.B.A”

FINANCIAL ECONOMETRICS SEMINAR Time:10:30 Date: 26th of March 2020 Place: Room 3001 Eric HILLEBRAND (University of Aarhus, Denmark) “T.B.A” Abstract : T.B.A Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
April 23, 2020, 10:30 am - 11:30 pm

Christian BROWNLESS (University Pompeu Fabra, Spain) “T.B.A”

FINANCIAL ECONOMETRICS SEMINAR Time:10:30 Date: 23th of April 2020 Place: Room 3001 Christian BROWNLESS (University Pompeu Fabra, Spain) “T.B.A” Abstract : T.B.A Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
April 23, 2020, 11:30 am - 12:30 pm

Yannick HOGA (University of Duisburg-Essen, Germany) “T.B.A”

FINANCIAL ECONOMETRICS SEMINAR Time:11:30 Date: 23th of April 2020 Place: Room 3001 Yannick HOGA (University of Duisburg-Essen, Germany) “T.B.A” Abstract :T.B.A Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
May 28, 2020, 10:30 am - 11:30 pm

Mathieu FOURNIER (HEC Montréal, Canada) “T.B.A”

FINANCIAL ECONOMETRICS SEMINAR Time:10:30 Date: 28th of May 2020 Place: Room 3001 Mathieu FOURNIER (HEC Montréal, Canada) “T.B.A” Abstract : T.B.A Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
May 28, 2020, 11:30 am - 12:30 pm

Christophe PERIGNON (HEC, France) “T.B.A”

FINANCIAL ECONOMETRICS SEMINAR Time:11:30 Date: 28th of May 2020 Place: Room 3001 Christophe PERIGNON (HEC, France) “T.B.A” Abstract :T.B.A Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
June 25, 2020, 10:30 am - 11:30 pm

Abdelaati DAOUIA (Toulouse School of Economics, France) “T.B.A”

FINANCIAL ECONOMETRICS SEMINAR Time:10:30 Date: 25th of June 2020 Place: Room 3001 Abdelaati DAOUIA (Toulouse School of Economics, France) “T.B.A” Abstract : T.B.A Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
June 25, 2020, 11:30 am - 12:30 pm

Sylvain BENOIT (Université Paris-Dauphine, France) “T.B.A”

FINANCIAL ECONOMETRICS SEMINAR Time:11:30 Date: 25th of June 2020 Place: Room 3001 Christophe PERIGNON (HEC, France) “T.B.A” Abstract :T.B.A Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?

There are no upcoming events at this time.

October 7, 3:30 pm - 4:30 pm

COCULESCU Delia (University of Zurich) “Continuous Time Distress Propagation: the Role of Cooperation”
October 3, 11:30 am - 12:30 pm

Olivier-David ZERBIB (Tilburg University and ISFA) “A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from green investing and sin stock exclusion”
October 3, 10:30 am - 11:30 pm

Jean-Jacques FORNERON (Boston University) “Detecting Identification Failure in Moment Condition Models”
June 20, 11:30 am - 12:30 pm

Iryna OKHRIN (Dresden University of Technology, Germany) “On LASSO-GARCH Approach”
June 20, 10:30 am - 11:30 am

Ostap OKHRIN (Dresden University of Technology, Germany) “Stochastic Volatility with Jump Models: Moments, Simulation, and Estimation”
May 28, 11:00 am - 12:00 pm

Kris JACOBS (University of Houston) “Estimation and Filtering with Big Option Data : Implications for Asset Pricing”
May 13, 3:30 pm - 4:30 pm

Archil GULISASHVILI (Ohio University) “Gaussian Stochastic Volatility Models: Scaling Regimes, Large Deviations, and Moment Explosions”
May 9, 11:30 am - 12:30 pm

Erwan KOCH (EPFL, Lausanne) “Infinitesimal Perturbation Analysis for Risk Measures Based on the Smith Max-Stable Random Field”
May 9, 10:30 am - 11:30 pm

Rogier QUAEDVLIEG (Erasmus University Rotterdam, Netherlands) “Conditional Superior Predictive Ability”
April 11, 11:30 am - 12:30 pm

Jean-Paul RENNE (Lausanne University, Swiss) “Fiscal Limits and Sovereign Credit Spreads”
April 11, 10:30 am - 11:30 am

Veronika CZELLAR (EDHEC, France) “Limited participation in the joint behavior of asset prices and individual consumptions”
April 1, 3:30 pm - 4:30 pm

Pierre CARDALIAGUET (Université Paris-Dauphine) “Jeux à champs moyen avec un agent majeur”
March 14, 11:30 am - 12:30 pm

Kris BOUDT (Free University Amsterdam) “Reliable estimation of higher order comoments”
March 14, 10:30 am - 11:30 am

Roberto CASARIN (University Ca’Foscari, Venice) “Bayesian Markov Switching Tensor Regression for Time-varying Networks”
March 4, 3:30 pm - 4:30 pm

Christian ROBERT (Université Lyon 1) « How large is the jump discontinuity in the diffusion coefficient of an to diffusion?”
February 14, 11:30 am - 12:15 pm

Guillaume CHEVILLON (ESSEC, France) “The Bias-Variance Trade-off in Multistep Forecasting and Predictive Regressions at Intermediate and Long Horizons”
February 14, 10:30 am - 11:15 pm

Leopoldo CATANIA (Aarhus University, Denmark) “Dynamic Discrete Mixtures and High-Frequency Prices”
February 4, 3:30 pm - 4:30 pm

Salvatore FEDERICO (Universita di Siena) “Irreversible Investment with Fixed Adjustment Costs: a Stochastic Impulse Control Approach”
January 31, 11:00 am - 12:00 pm

Hamdi RAISSI (PUC Valparaiso, Chile) “On the VAR modelling of unconditionnally heteroscedastic time series”
January 17, 11:00 am - 12:00 pm

Luc BAUWENS (CORE, Belgium) “NONLINEARITIES AND REGIMES IN CONDITIONAL CORRELATIONS WITH DIFFERENT DYNAMICS”
January 7, 3:30 pm - 4:30 pm

Anthony REVEILLAC (Insa Toulouse, IMT) “On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for a noise dispersion”
November 22, 2018, 10:30 am - 11:30 pm

Alexander HEINEMANN (Maastricht University ) “A Residual Bootstrap for Conditional Value-at-Risk”
November 5, 2018, 4:45 pm - 5:45 pm

Elena ISSOGLIO (The University of Leeds) – “A numerical scheme for multidimensional SDEs with distributional drift “
November 5, 2018, 3:30 pm - 4:30 pm

DE ANGELIS Tiziano (The University of Leeds) – “Dynkin Games with Incomplete and Asymmetric “
October 18, 2018, 11:30 am - 12:30 pm

Francesco VIOLANTE (CREST) “Dynamics of variance risk premia: A model for disentangling the price of risk”
October 18, 2018, 10:30 am - 11:30 pm

Sébastien FRIES (CREST) “Path prediction of aggregated alpha-stable moving averages using semi-norm representations”
October 1, 2018, 4:30 pm - 5:30 pm

Charles BERTUCCI (Université Paris-Dauphine) “Mean field games of optimal stopping and impulse control.”
October 1, 2018, 3:30 pm - 4:30 pm

Pierre NYQUIST (Eindhoven University of Technology) – “The Infinite Swapping Algorithm: Properties and Applications.”
September 20, 2018, 11:00 am - 12:00 pm

Richard LUGER (Université Laval, Québec) “Exact inference in long-horizon predictive quantile regressions with an application to stock returns”.
June 21, 2018, 5:30 pm - 6:30 pm

Rasmus Søndergaard PEDERSEN (University of Copenhagen) “Testing GARCH-X type models”.
June 21, 2018, 4:15 pm

Paolo SANTUCCI DE MAGISTRIS (Aarhus BSS) “Resuscitating the co-fractional model of Granger (1986)”.
June 4, 2018, 3:30 pm - 4:30 pm

Huyên PHAM (Université Paris Diderot & CREST) – “Portfolio Diversification and Model Uncertainty: a Robust Dynamic Mean-Variance Approach”
May 24, 2018, 5:30 pm - 6:30 pm

Christophe CROUX (Edhec Business School) “Sparse Vector Autoregressive Models”.
May 24, 2018, 4:15 pm

Esther RUIZ (Universidad Carlos III de Madrid) “Accurate subsampling intervals of Principal Components Factors”.
April 12, 2018, 5:30 pm - 6:30 pm

Clément CEROVECKI (ULB, Bruxelles) “Functional GARCH Models”.
April 12, 2018, 4:15 pm - 5:15 pm

Jose OLMO (University of Southampton) “Tests of Asset Pricing with Time-Varying Factor Loads”.
April 9, 2018, 4:30 pm - 5:30 pm

Roxana DUMITRESCU (King’s College London) – “On E^g-pricing of American options in complete and incomplete markets with default”
April 9, 2018, 3:30 pm - 4:30 pm

GONCALO DOS REIS (University of Edinburgh) – “Mean field and N-Agent games for optimal investment under relative performance concerns and forward-utilities”
March 5, 2018, 3:30 pm - 4:30 pm

Tyler ABBOT (Sciences Po, Paris) – “Heterogeneous Risk Preferences in Financial Markets”
February 15, 2018, 5:30 pm - 6:30 pm

Alexis DERUMIGNY (CREST) “About Kendall’s Regression”.
February 15, 2018, 4:15 pm - 5:15 pm

Matteo BARIGOZZI (LSE, UK) “Determining the Dimension of Factor Structures in Non-Stationary Large Dataset”.
February 5, 2018, 3:30 pm - 4:30 pm

Ashkan NIKEGHBALI (University of Zurich) – ” Modélisation du risque, dépendance et graphes”
January 25, 2018, 5:30 pm - 6:30 pm

Jean-Marc BARDET (Paris I) “Non-Parametric Estimation of Time Varying AR(1)-Processes with Local Stationarity and Periodicity”.
January 25, 2018, 4:15 pm - 5:15 pm

Donatien HAINAUT (Université Catholique de Louvain, Belgium) “A Self-Excited Switching Jump Diffusion (SESJD): Properties, Calibration and Hitting Time.
December 4, 2017, 3:30 pm - 4:30 pm

Claudio FONTANA (Université Paris-Diderot) – “The Value of Informational Arbitrage”
November 16, 2017, 5:30 pm - 6:30 pm

Elise GOURIER (Queen Mary University of London) – “Inferring Volatility Dynamics and Risk Premia From the S&P 500 and VIX Markets”
November 16, 2017, 4:15 pm - 5:15 pm

Francisco BLASQUES (VU University Amsterdam Tinbergen Institute) – “Transformed Polynomials for Semi-Nonparametric Conditional Volatility Models”
November 6, 2017, 5:00 pm - 6:00 pm

Nicolas BARADEL (CREST) – “Optimal control under uncertainty and bayesian parameters adjustments”
November 6, 2017, 3:30 pm - 4:30 pm

Eyal NEYMAN (Imperial College) – “Incorporating signals into optimal trading”
October 26, 2017, 11:00 am - 12:00 pm

Enrique SENTANA (Cemfi) – “Specification Tests for non-Gaussian Maximum Likelihood Estimators”

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