- March 11, 12:15 pm - 1:30 pm
Halis YILDIZ (Ryerson University) “Tariff Bindings and the Dynamic Formation of Preferential Trade Agreements”
Time: 12:15pm – 13:30 pm Date: 11th of March 2019 Place: Room 3001 Halis YILDIZ (Ryerson University) “Tariff Bindings and the Dynamic Formation of Preferential Trade Agreements” Abstract : We show that multilateral tariff binding liberalization substantially impacts the nature and extent of Preferential Trade Agreement (PTA) formation. First, it shapes the nature of forces constraining
- March 12, 12:15 pm - 1:30 pm
ROTHE Christoph (University of Mannheim) – “Honest Inference in Fuzzy Regression Discontinuity Designs”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 12 th of March 2019 Place: Room 3001 ROTHE Christoph (University of Mannheim) – “Honest Inference in Fuzzy Regression Discontinuity Designs” Abstract: Organizers: Laurent DAVEZIES (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Arne UHLENDORFF (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- March 18, 12:15 pm - 1:30 pm
Salomé BASLANDZE (EIEF) “T.B.A”
Time: 12:15pm – 13:30 pm Date: 18th of March 2019 Place: Room 3001 Salomé BASLANDZE (EIEF) “T.B.A” Abstract : T.B.A
- March 25, 12:15 pm - 1:30 pm
Gur Huberman (Columbian Business School) “An Economic Analysis of the Bitcoin Payment System”
Time: 12:15pm – 13:30 pm Date: 25th of March 2019 Place: Room 3001 Gur Huberman (Columbian Business School) “An Economic Analysis of the Bitcoin Payment System” Abstract : Although radically different from a traditional payment system, Bitcoin is functional and transmits value over the internet. Having fixed transaction processing capacity, it experiences service delays which
- March 26, 12:15 pm - 1:30 pm
Robert SAUER (RHUL, IZA) – “The Dynamics of Domestic Violence: Learning about the Match”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 26 th of March 2019 Place: Room 3001 Robert SAUER (RHUL, IZA) – “The Dynamics of Domestic Violence: Learning about the Match” Abstract: We present a dynamic lifecycle model of women’s choices with respect to partnership status, labour supply and fertility when a
- April 1, 12:15 pm - 1:30 pm
Barbara PETRONGOLO (Queen Mary University) “Economic incentives, home production and gender identity norms”
Time: 12:15pm – 13:30 pm Date: 01th of April 2019 Place: Room 3001 Barbara PETRONGOLO (Queen Mary University) “Economic incentives, home production and gender identity norms” Abstract : We study the role of gender identity norms in household decision making by observing changes in the time allocation of spouses, following a change in the market
- April 2, 12:15 pm - 1:30 pm
Florian OSWALD (SciencesPo Paris) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 2nd of April 2019 Place: Room 3001 Florian OSWALD (SciencesPo Paris) – “TBA” Abstract: Organizers: Laurent DAVEZIES (Laboratoire de Microéconométrie-CREST) Benoit SCHMUTZ (Laboratoire de Microéconométrie-CREST Arne UHLENDORFF (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- April 9, 12:15 pm - 1:30 pm
Saurabh BHARGAVA (Carnegie Mellon University) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 9 th of April 2019 Place: Room 3001 Saurabh BHARGAVA (Carnegie Mellon University) – “TBA” Abstract: Organizers: Laurent DAVEZIES (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Arne UHLENDORFF (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- April 18, 12:15 pm - 1:30 pm
François DE SOYRES (Banque Mondial Washington) “T.B.A”
Time: 12:15pm – 13:30 pm Date: 18th of April 2019 Place: Room 3001 François DE SOYRES (Banque Mondial Washington) “T.B.A” Abstract : T.B.A
- May 6, 12:15 pm
Omar LICANDRO (Nottingham University) “T.B.A.”
Time: 12:15pm – 13:30 pm Date: 06th of Mai 2019 Place: Room 3001 Omar LICANDRO (Nottingham University) “T.B.A.” Abstract : T.B.A
- May 13, 12:15 pm
Abdoulaye NDIAYE “T.B.A.”
Time: 12:15pm – 13:30 pm Date: 13th of Mai 2019 Place: Room 3001 Abdoulaye NDIAYE “T.B.A.” Abstract : T.B.A
- May 20, 12:15 pm
Hélène TURRON (Bristol University) “T.B.A.”
Time: 12:15pm – 13:30 pm Date: 20th of Mai 2019 Place: Room 3001 Hélène TURRON (Bristol University) “T.B.A.” Abstract : T.B.A
- February 21, 12:30 pm - 1:30 pm
Jérémy Hervelin (CREST): “Do Employers Prefer to Hire Apprentices or Vocational Students?”
- February 14, 12:30 pm - 1:30 pm
Alfonso Montes: “A Purification Result for Games with Endogenous Information Structures”
- February 12, 12:15 pm - 1:30 pm
Alan OLIVI (MIT) – “Revealed Preferences and Beliefs from Consumption-Savings Decision” Polytechnique Recruitment
- February 6, 2:00 pm - 3:00 pm
Victor-Emmanuel Brunel (CREST) – “Different Forms of Negative Dependence in Statistics”
- February 6, 12:15 pm - 1:30 pm
Thomas J. RIVERA (HEC Paris) – “Bank Regulation under adverse selection and the Cost of capital” Polytechnique Recruitment
- February 5, 12:15 pm - 1:30 pm
Aljoscha JANSSEN (Stockholm School of Economics) – “Switching Costs, Quality Misconceptions and Behavioral Pricing in the Pharmaceutical Market” Polytechnique Recruitment
- February 4, 12:15 pm - 1:30 pm
Hanno FOERSTER (University of Mannheim) – “The Impact of Post-Marital Maintenance on Dynamic Decisions and Welfare of Couples ” Polytechnique Recruitment
- February 1, 12:15 pm - 1:00 pm
Kieu-Trang NGUYEN (London School of Economics) – “Trust and Innovation within the Firm: Evidence from Matched CEO-Firm Data” Polytechnique Recruitment
- January 30, 12:15 pm - 1:30 pm
Andreas UTHEMANN (London School of Economics)- “Higher-Order Uncertainty in Financial Markets: Evidence from a Consensus Pricing Service” Polytechnique Recruitment
- January 28, 12:15 pm - 1:30 pm
Mehdi BENATIYA ANDALOUSSI (Columbia University) – “Clearing the air: The role of technology adoption in the electricity generation sector” Polytechnique Recruitment
- January 25, 12:15 pm - 1:30 pm
Marta SANTAMARIA (Universitat Pompeu Fabra) – “The Gains from Reshaping Infrastructure: Evidence from the Division of Germany ” Polytechnique Recruitment
- January 25, 12:15 pm - 1:30 pm
Christophe GOUEL (INRA) “T.B.A.”
- January 24, 12:15 pm - 1:30 pm
Paolo ZACCHIA (IMT School for Advanced Studies) – “The Long Run Effects of R&D Place-based Policies: Evidence from Russian Science Cities” (Polytechnique Recruitment) Avec Helena SCHWEIGER et Alexander STEPANOV
- January 22, 12:15 pm - 1:30 pm
Avner SEROR (Chapman University California) – “Multi-candidate Political Competition and the Industrial Organization of Politics” Polytechnique Recruitment
- January 17, 12:15 pm - 1:30 pm
Julien COMBE (University College London) – “The Design of Teacher Assignment: Theory and Evidence” Polytechnique Recruitment
- January 16, 12:15 pm - 1:30 pm
Luca BITTARELLO (Northwestern University) – “Organizing Collective Action: Labor Strife in the U.S. in the 1880s” Polytechnique Recruitment
- January 9, 2:00 pm - 3:00 pm
Pierre Alquier (CREST) – “Introduction to Online Prediction”
- December 18, 2018, 2:00 pm - 3:00 pm
Anmol BHANDARI (University of Minnesota) “T.B.A”
- December 18, 2018, 12:15 pm - 1:30 pm
Brigham FRANDSEN (Brigham Young University) – “TBA”
- December 11, 2018, 12:15 pm - 1:30 pm
Thomas LE BARBANCHON ( BOCCONI University) – “TBA”
- December 10, 2018, 12:15 pm - 1:30 pm
Stefanie HALLER (University college Dublin) “How Exporters Grow “
- December 5, 2018, 2:00 pm - 3:00 pm
Xavier d’Haultfoeuille (CREST) – “Treatment Effects: Presentation and Open Questions”
- December 4, 2018, 12:15 pm - 1:30 pm
Nicola PAVANINI (Tilburg University) – “TBA”
- December 3, 2018, 12:15 pm - 1:30 pm
Antoine CAMOUS (University of Mannheim) “T.B.A”
- November 30, 2018, 1:00 pm - 2:15 pm
Aart de Zeeuw (Tilburg University) – “The Tipping Game”
- November 29, 2018, 11:00 am - 12:00 pm
Matias Nunez (CNRS, Paris-Dauphine) – “Approval Mechanisms: Theory and Experiments”
- November 28, 2018, 2:00 pm - 3:00 pm
Martin Kroll (CREST) – “(Nonparametric) Estimation under Privacy Constraints”
- November 28, 2018, 12:15 am - 1:30 pm
Emanuele Tarantino (Mannheim) – “The Effect of Horizontal Mergers, When Firms Compete in Prices and Investments”
- November 27, 2018, 12:15 pm - 1:30 pm
Martin WEIDNER (University College London) – “Nuclear Norm Regularized Estimation of Panel Regression Models”
- November 26, 2018, 12:15 pm - 1:30 pm
Pedro GOMES (Birkbeck University London) “You’re the one that I want! Public Employment and women’s labour market outcomes”
- November 22, 2018, 12:30 pm - 1:30 pm
Yannick Guyonvarch (CREST): “Finite Confidence Intervals for Ratios of Means”
- November 21, 2018, 12:15 am - 1:30 pm
Camille Landais (LSE) – “Subsidizing Labor Hoarding in Recessions: The Employment & Welfare Effects of Short Time Work”
- November 20, 2018, 12:15 pm - 1:30 pm
Mathilde POULHES (CREST-INSEE) – “Increasing Housing Transfer Taxes: Buy Now or Foot the Bill Later”
- November 19, 2018, 12:15 pm - 1:30 pm
Hakki YASICI (Sabanci University) “Taxation, Redistribution and Frictional Labor Supply”
- November 15, 2018, 12:30 pm - 1:30 pm
Bastien Alvarez: “Labour mobility and skill heterogeneity in Europe”
- November 14, 2018, 2:00 pm - 3:00 pm
Victor-Emmanuel Brunel (CREST) – “Use of Random Polytopes in Statistics”
- November 14, 2018, 12:15 am - 1:30 pm
Benoit Schmutz (CREST) – “Search and Zipf “
- November 13, 2018, 12:15 pm - 1:30 pm
Alexandra ROULET (INSEAD) – “Geographic Mobility and the Gender Wage Gap : Evidence from a Randomized Experiment in France”
- November 12, 2018, 12:15 pm - 1:30 pm
David Rezza BAQAEE (LSE) “Productivity and Missalocation in General Equilibrium”
- November 7, 2018, 2:00 pm - 3:00 pm
Yannick Guyonvarch (CREST) – “Asymptotic Results for Exchangeable Arrays”
- November 7, 2018, 12:15 am - 1:30 pm
Patrick REY (TSE) – “Organizing Competition for the Market”
- November 6, 2018, 12:15 pm - 1:30 pm
Clément IMBERT (University of Warwick) – “Migrants and Firms: Evidence from China”
- November 4, 2018, 12:15 pm - 1:30 pm
Abdoulaye NDIAYE (NYU Stern and Chicago Fed) “Flexible Retirement and Optimal Taxation”
- October 31, 2018, 2:00 pm - 3:00 pm
Badr-Eddine Chérief-Abdellatif (CREST) – “Consistency of Variational Bayes”
- October 30, 2018, 12:15 pm - 1:30 pm
Enrique FATAS (Loughborough University & University of Pennsylvania) – “Democracy fights in darkness”
- October 19, 2018, 12:00 am - 1:15 pm
Katheline SCHUBERT (PSE) – “Energy transition with variable and intermittent renewable electricity generation”
- October 18, 2018, 12:45 pm - 1:45 pm
Bérengère Patault (CREST): “The Uncertainty of Severance Payments and Firms’ Survival”
- October 17, 2018, 2:00 pm - 3:00 pm
Lionel Riou-Durand (CREST) – “On sampling from a log-concave density using kinetic Langevin diffusions”, joint work with Arnak Dalalyan (CREST)
- October 17, 2018, 12:15 am - 1:30 pm
Salvatore NUNNARI (Bocconi) – “A Model of Focusing in Political Choice”
- October 16, 2018, 12:15 pm - 1:30 pm
Christophe BELLEGO (CREST) – “Does it Pay to Fight Crime? The Effects of Drug Gangs Fighting Policy using Endogenously Reported Crime Data”
- March 11, 2:00 pm - 3:15 pm
Ismaël CASTILLO (Sorbonne Université) – “On frequentist false discovery rate of Bayesian multiple testing procédures”
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 11 th of March 2019 Place: Room 3001 Ismaël CASTILLO (Sorbonne Université) – “On frequentist false discovery rate of Bayesian multiple testing procédures” Abstract: In many high dimensional statistical settings, a central task is to identify active variables among a large number of candidates.
- March 25, 2:00 pm - 3:15 pm
Tengyuan LIANG (University of Chicago-Booth School of Business) – “TBA”
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 25 th of March 2019 Place: Room 3001. Tengyuan LIANG (University of Chicago-Booth School of Business) – “TBA” Abstract: Organizers: Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM Sponsors: CREST-CMAP
- April 1, 2:00 pm - 3:15 pm
Botond SZABO (Leiden University) – “TBA”
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 1st of April 2019 Place: Room 3001. Botond SZABO (Leiden University) – “TBA” Abstract: Organizers: Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM Sponsors: CREST-CMAP
- February 11, 2:00 pm - 3:15 pm
Olga KLOPP (CREST and ESSEC) – “Graphon Estimation in cut distance” (Canceled)
- February 6, 2:00 pm - 3:00 pm
Victor-Emmanuel Brunel (CREST) – “Different Forms of Negative Dependence in Statistics”
- February 4, 2:00 pm - 3:15 pm
Tom BERRETT(University of Cambridge) – “Efficient multivariate functional estimation and independence testing”
- January 28, 2:00 pm - 3:15 pm
Mohamed NDAOUD (CREST) – “Interplay of minimax estimation and minimax support recovery under sparsity”
- January 9, 2:00 pm - 3:00 pm
Pierre Alquier (CREST) – “Introduction to Online Prediction”
- December 5, 2018, 2:00 pm - 3:00 pm
Xavier d’Haultfoeuille (CREST) – “Treatment Effects: Presentation and Open Questions”
- December 3, 2018, 2:00 pm - 3:15 pm
Nabil MUSTAFA (ESIEE Paris) – “Sampling in Geometric Configurations”
- November 28, 2018, 2:00 pm - 3:00 pm
Martin Kroll (CREST) – “(Nonparametric) Estimation under Privacy Constraints”
- November 26, 2018, 2:00 pm - 3:15 pm
Stanislav MINSKER (University of Southern California) – “Median-of-means estimator and its generalizations”
- November 20, 2018, 2:00 pm - 3:15 pm
Guenther WALTHER (Stanford University) – “Constructing an optimal confidence set for a distribution function with applications to visualizing data”
- November 14, 2018, 2:00 pm - 3:00 pm
Victor-Emmanuel Brunel (CREST) – “Use of Random Polytopes in Statistics”
- November 12, 2018, 2:00 pm - 3:15 pm
Karim LOUNICI (Ecole Polytechnique) – “Online PCA: non-asymptotics statistical guarantees for the Krasulina scheme”
- November 7, 2018, 2:00 pm - 3:00 pm
Yannick Guyonvarch (CREST) – “Asymptotic Results for Exchangeable Arrays”
- October 31, 2018, 2:00 pm - 3:00 pm
Badr-Eddine Chérief-Abdellatif (CREST) – “Consistency of Variational Bayes”
- October 17, 2018, 2:00 pm - 3:00 pm
Lionel Riou-Durand (CREST) – “On sampling from a log-concave density using kinetic Langevin diffusions”, joint work with Arnak Dalalyan (CREST)
- October 15, 2018, 2:00 pm - 3:15 pm
Mathias DRTON (Université de Copenhague) – “Causal Discovery in Linear Non-Gaussian Models “
- October 10, 2018, 2:00 pm - 3:00 pm
Alexis Derumigny (CREST) – “Copulas and measures of dependence”
- October 8, 2018, 2:00 pm - 3:15 pm
Stefan WAGER (Université de Stanford) – “Machine Learning for Causal Inference”
- October 1, 2018, 2:00 pm - 3:15 pm
Christophe GIRAUD (Université Paris-Sud) – “Partial recovery bounds for clustering with (corrected) relaxed Kmeans (2/2)”
- September 17, 2018, 2:00 pm - 3:15 pm
Christophe GIRAUD (Université Paris-Sud) – “Partial recovery bounds for clustering with (corrected) relaxed Kmeans (1/2)”
- September 10, 2018, 2:00 pm - 3:15 pm
Alexander MEISTER (Université de Rostock) – “Nonparametric density estimation for intentionally corrupted functional data”
- June 27, 2018, 2:00 pm - 3:15 pm
Emtiyaz Khan (Riken, Tokyo) – “Fast yet Simple Natural-Gradient Variational Inference”
- June 18, 2018, 2:00 pm - 3:15 pm
Mihai Cucuringu (Oxford University) – “Laplacian-based methods for ranking and constrained clustering”
- June 11, 2018, 2:00 pm - 3:15 pm
Jeremy Heng (Harvard University) – “Controlled sequential Monte Carlo”
- May 28, 2018, 2:00 pm - 3:15 pm
Sivaraman BALAKRISHNAN (Carnegie Mellon University) – “On computationally-efficient robust and non-convex estimation”
- May 4, 2018, 2:00 pm - 3:30 pm
Quentin F. GRONAU (University of Amsterdam) – “Bayesian Model Comparison for Hierarchical Multinomial Processing Tree Models using Warp-III Bridge Sampling”
- April 13, 2018, 2:00 pm - 3:15 pm
Eric KOLACZYK (University of Boston) – “Dynamic Networks with Multi-scale Temporal Structure “
- April 6, 2018, 2:00 pm - 3:15 pm
Cheng MAO (MIT) – “Breaking the n^{-1/2} barrier for permutation-based ranking models “
- April 5, 2018, 2:00 pm - 3:15 pm
Angelika Rohde (University of Freiburg) – “Geometrizing rates of convergence under privacy constraints “
- March 5, 2018, 2:00 pm - 3:15 pm
Rajarshi MUKHERJEE (University of Berkeley) – “Global Testing Against Sparse Alternatives under Ising Models”
- February 19, 2018, 2:00 pm - 3:15 pm
Laëtitia COMMINGES (Université Paris-Dauphine) – “Some effects in adaptive robust estimation under sparsity “
- February 5, 2018, 2:00 pm - 3:15 pm
Frédéric CHAZAL (INRIA) – “An introduction to persistent homology in Topological Data Analysis and the density of expected persistence diagrams “
- January 29, 2018, 2:00 pm - 3:15 pm
Anatoli JUDITSKY (Université Grenoble Alpes) – “Agrégation des estimateurs à partir d’observations indirectes”
- January 8, 2018, 2:00 pm - 3:15 pm
Eric MOULINES (Ecole Polytechnique) – “Algorithmes de simulation de Langevin “
- December 11, 2017, 2:00 pm - 3:15 pm
Jamal NAJIM (CNRS UPEM) – “Grandes matrices de covariance empirique “
- December 4, 2017, 2:00 pm - 3:15 pm
Philip THOMPSON (ENSAE-ParisTech CREST) – “Stochastic approximation with heavier tails “
- November 27, 2017, 2:00 pm - 3:15 pm
Elisabeth GASSIAT (Université Paris-Sud) – “Estimation of the proportion of explained variation in high dimensions”
- November 20, 2017, 2:00 pm - 3:15 pm
Olivier COLLIER (Université Paris-Nanterre) – “Estimation robuste de la moyenne en temps polynômial”
- November 6, 2017, 2:00 pm - 3:15 pm
Martin KROLL (ENSAE-ParisTech CREST) – “On minimax optimal and adaptive estimation of linear functionals in inverse Gaussian sequence space models”
- October 23, 2017, 2:00 pm - 3:15 pm
ANNULE – Philip THOMPSON (ENSAE-ParisTech CREST) – “Stochastic approximation with heavier tails “
- October 9, 2017, 2:00 pm - 3:15 pm
Zoltan SZABO (Ecole Polytechnique) – “Characteristic Tensor Kernels”
- October 2, 2017, 3:00 pm - 4:15 pm
Nicolas MARIE (Modal’X (Paris 10)/ESME Sudria) – “Estimation non-paramétrique dans les équations différentielles dirigées par le mouvement brownien fractionnaire”
- September 25, 2017, 3:00 pm - 4:15 pm
Mathias TRABS (Université de Hambourg) – Volatility estimation for stochastic PDE’s using high-frequency observations.
- September 11, 2017, 3:00 pm - 4:15 pm
Arnak DALALYAN – “User-friendly bounds for sampling from a log-concave density using Langevin Monte Carlo”
- June 26, 2017, 3:00 pm - 4:30 pm
Jianfeng Yao – Identifying the number of factors from singular values of a large sample auto-covariance matrix
- June 16, 2017, 3:00 pm - 4:30 pm
Mikhail Belkin – Subtle but not malicious? The (high) computational cost of non-smoothness in learning from big data
- April 18, 12:00 pm - 1:15 pm
Thomas GRUND (University College Dublin) – “TBA”
The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 18th of April 2019 Place: Room 3105, ENSAE. Thomas GRUND (University College Dublin) – “TBA” Abstract : Organizers : Jeanne GANAULT, Céline GOFFETTE, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST
- May 9, 12:00 pm - 1:15 pm
Stine MOLLEGAARD (University of Copenhagen) – “TBA”
The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 9th of May 2019 Place: Room 3105, ENSAE. Stine MOLLEGAARD (University of Copenhagen) – “TBA” Abstract : Organizers : Jeanne GANAULT, Céline GOFFETTE, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST
- May 16, 12:00 pm - 1:15 pm
Alyson VAN RAALTE (Max Planck Institute for Demographic Research) – “TBA”
The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 16th of May 2019 Place: Room 3105, ENSAE. Alyson VAN RAALTE (Max Planck Institute for Demographic Research) – “TBA” Abstract : Organizers : Jeanne GANAULT, Céline GOFFETTE, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST
- 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
- 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?”
1st Monday of each month Time: 3:30 pm – 4:30 pm Date: 04th of March 2019 Place: Room 3105 Christian ROBERT (Université Lyon 1)« How large is the jump discontinuity in the diffusion coefficient of an Ito diffusion?” Abstract : We consider high frequency observations from a one-dimensional diffusion process Y. We assume that the diffusion coefficient
- March 14, 10:30 am - 11:30 am
Monica BILLIO (University Ca’Foscari, Venice) “Bayesian Markov Switching Tensor Regression for Time-varying Networks”
FINANCIAL ECONOMETRICS SEMINAR Time: 10:30 Date: 14th of March 2019 Place: Room 3001 Monica BILLIO (University Ca’Foscari, Venice) “Bayesian Markov Switching Tensor Regression for Time-varying Networks” Abstract : We propose a new Bayesian Markov switching regression model for multi-dimensional arrays (tensors) of binary time series. We assume a zero-inflated logit dynamics with timevarying parameters and apply
- March 14, 11:30 am - 12:00 pm
Kris BOUDT (Free University Amsterdam) “Reliable estimation of higher order comoments”
FINANCIAL ECONOMETRICS SEMINAR Time: 11:30 Date: 14th of March 2019 Place: Room 3001 U Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
- April 11, 10:30 am - 11:30 am
Veronika CZELLAR (EDHEC, France) “T.B.A.”
FINANCIAL ECONOMETRICS SEMINAR Time: 10:30 Date: 11th of April 2019 Place: Room 3001 Veronika CZELLAR (EDHEC, France) “T.B.A.” Abstract : Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
- April 11, 11:30 am - 12:30 pm
Jean-Paul RENNE (Lausanne University, Swiss) “T.B.A.”
FINANCIAL ECONOMETRICS SEMINAR Time: 11:30 Date: 11th of April 2019 Place: Room 3001 Jean-Paul RENNE (Lausanne University, Swiss) “T.B.A.” Abstract : Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
- May 9, 10:30 am - 11:30 pm
Rogier QUAEDVLIEG (Erasmus University Rotterdam, Netherlands) “T.B.A.”
FINANCIAL ECONOMETRICS SEMINAR Time: 11:30 Date: 09th of May 2019 Place: Room 3001 Rogier QUAEDVLIEG (Erasmus University Rotterdam, Netherlands) “T.B.A.” Abstract : Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
- May 9, 11:30 am - 12:30 pm
Erwan KOCH (EPFL, Lausanne) “T.B.A.”
FINANCIAL ECONOMETRICS SEMINAR Time: 11:30 Date: 09th of May 2019 Place: Room 3001 Erwan KOCH (EPFL, Lausanne) “T.B.A.” Abstract : 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, 11:00 am - 12:00 pm
Kris JACOBS (University of Houston) “T.B.A.”
FINANCIAL ECONOMETRICS SEMINAR Time: Date: 28th of May 2019 Place: Room 3001 Kris JACOBS (University of Houston) “T.B.A.” Abstract : Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
- June 20, 10:30 am - 11:30 am
Ostap OKHRIN (Dresden University of Technology, Germany) “T.B.A.”
FINANCIAL ECONOMETRICS SEMINAR Time:10:30 Date: 20th of June 2019 Place: Room 3001 Ostap OKHRIN (Dresden University of Technology, Germany) “T.B.A.” Abstract : Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
- June 20, 11:30 am - 12:30 pm
Iryna OKHRIN (Dresden University of Technology, Germany) “T.B.A.”
FINANCIAL ECONOMETRICS SEMINAR Time:11:30 Date: 20th of June 2019 Place: Room 3001 Iryna OKHRIN (Dresden University of Technology, Germany) “T.B.A.” Abstract : Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
- 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”
- October 2, 2017, 4:00 pm - 5:00 pm
Sergio PULIDO – Stochastic Model in Finance
- October 2, 2017, 3:00 pm - 4:00 pm
Mitja STADJE – Perfect Hedging Under Endogenous Permanent Market Impacts
- June 22, 2017, 4:15 pm - 5:30 pm
Matthias Fengler – Textual sentiment, option information and stock predictability
- June 22, 2017, 4:15 pm - 5:30 pm
Anna Petronevich – Dynamical interaction between financial and business cycles
For information concerning ENSAI’s events and/or Seminars, please visit the following page:
http://www.ensai.fr/crest-ensai/seminaires.html
– Theoretical results for deep neural networks – Johannes SCHMIDT-HIEBERr, Leiden University
– Topics in Behavioral Political Economy – Allan DRAZEN, University of Maryland