SeminarsEventsPast Seminars and Events
- September 4, 12:15 am - 1:30 pm
Mar Reguant (Northwestern University) – t.b.a.
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 4th Sep. 2019 Place: Room 3001. Mar Reguant (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
- September 5, 12:15 pm - 1:30 pm
Isaac SORKIN (Stanford University) – “Granular Search, Market Structure, and Wages”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 5 th of September 2019 Exceptionally Thursday Place: Room 3001 Isaac SORKIN (Stanford University) – “Granular Search, Market Structure, and Wages” Abstract: We build a framework where firm size is a source of market power. The key mechanism is that a
- September 13, 12:15 pm - 1:45 pm
David DRUKKER (University of Michigan) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:45 pm Date: 13 th of September 2019 Exceptionally Friday Place: Room 3001 David DRUKKER (University of Michigan) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- September 23, 12:15 pm - 1:30 pm
MEDINA QUISPE Pamela (University of Toronto) “T.B.A”
Time: 12:15pm – 13:30 pm Date: 23th of September 2019 Place: Room 3001 MEDINA QUISPE Pamela (University of Toronto) “T.B.A” Abstract : t.b.a
- September 24, 12:15 pm - 1:30 pm
Gregory JOLIVET (University of Bristol) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 24 th of September 2019 Place: Room 3001 Gregory JOLIVET (University of Bristol) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- September 30, 12:15 pm - 1:30 pm
VIOLANTE Gianluca (Princeton) “T.B.A”
Time: 12:15pm – 13:30 pm Date: 30th of September 2019 Place: Room 3001 VIOLANTE Gianluca (Princeton) “T.B.A” Abstract : t.b.a
- October 7, 12:15 pm - 1:30 pm
Mat JACKSON (Stanford University) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 7 th of October 2019 Exceptionally monday Place: Room 3001 Mat JACKSON (Stanford University) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- October 8, 12:15 pm - 1:30 pm
Gérard VAN DEN BERG (University of Bristol) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 8 th of October 2019 Place: Room 3001 Gérard VAN DEN BERG (University of Bristol) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- October 14, 12:15 pm - 1:30 pm
MOSER Christian (Columbia Business School) “T.B.A”
Time: 12:15pm – 13:30 pm Date: 14th of October 2019 Place: Room 3001 MOSER Christian (Columbia Business School) “T.B.A” Abstract : t.b.a
- November 4, 12:15 pm - 1:30 pm
BERGEAUD Antonin (Banque de France) “T.B.A”
Time: 12:15pm – 13:30 pm Date: 4th of November 2019 Place: Room 3001 BERGEAUD Antonin (Banque de France) “T.B.A” Abstract : t.b.a
- 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 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
- 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 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
- 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.
- 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)
- May 20, 12:15 pm - 1:30 pm
Hélène TURON (Bristol University) “Home Production of Childcare and Labour Supply Decisions in a Collective Household Model”
- May 20, 11:00 am - 12:00 pm
Michael Visser – “Are Jury Decisions Interrelated? Evidence from the Labor Court of Paris”
- May 17, 12:15 am - 1:30 pm
Gautam Gowrisankaran (Arizona) – “Reclassification Risk in the Small Group Health Insurance Market”
- May 16, 12:30 pm - 1:30 pm
Aurélien Bigo (CREST): “How can we explain the past trends in transport CO2 emissions in France? A decomposition analysis for the 1960-2017 period”
- May 15, 12:15 am - 1:30 pm
Toivanen Otto (Aalto) – “Welfare effects of R&D support policies”
- May 14, 12:15 pm - 1:30 pm
Peter FREDRIKSSON ( Uppsala University ) – “Consequences of advance layoff notice for workers and firms”
- May 13, 12:15 pm
Brian ROBERSON (PURDUE University) “Estimating the Gains from Liberalizing Services Trade: The Case of Passenger Aviation”
- May 7, 12:15 pm - 1:30 pm
Michèle BELOT (European University Institute) – “How wage announcements affect job search – a field experiment”
- May 6, 12:15 pm
Abdoulaye NDIAYE (NYU Stern and Chicago Fed.) “Flexible Retirement and Optimal Taxation”
- May 3, 12:15 am - 1:30 pm
George LOEWENSTEIN (Carnegie Mellon) – “Thanking, Apologizing, Bragging, and Blaming: Responsibility Exchange Theory and the Currency of Communication” with Shereen CHAUDRY
- April 18, 12:15 pm - 1:30 pm
François DE SOYRES (Banque Mondial Washington) “Value Added and Productivity Linkages Across Countries”
- April 17, 12:15 am - 1:30 pm
Phil Reny (Chicago) – “Conditional ε-Equilibria of Multi-Stage Games with Infinite Sets of Signals and Actions”
- April 16, 12:15 pm - 1:15 pm
Robert J. GARY-BOBO (CREST) – “Bargaining over Treatment Choice under Disagreement”
- April 15, 11:00 am - 12:00 pm
Linda Schilling – “Too many voters to fail”
- April 11, 12:30 pm - 1:30 pm
Louis Pape (CREST): “Bargaining Power and the Impact of Mergers on Workers”
- April 10, 12:15 pm - 1:30 pm
Xavier Gabaix (Harvard) – “Granular Instrumental Variables”
- April 9, 12:15 pm - 1:30 pm
Saurabh BHARGAVA (Carnegie Mellon University) – “Save(d) by Design”
- April 8, 12:15 pm
Christophe GOUEL (INRA) “Love of variety and gains from trade”
- April 8, 11:00 am - 12:00 pm
Rafael Veiel – “Complexity of Strategic Thinking and Robustness of Interim Rationalizability”
- April 3, 12:15 am - 1:30 pm
Lukasz Grzybowski (Telecom ParisTech) – “Benefits of regulation vs. competition where inequality is high: The case of mobile telephony in South Africa “
- April 2, 12:15 pm - 1:30 pm
Florian OSWALD (SciencesPo Paris) – “The Effect of Homeownership on the Option Value of Regional Migration”
- April 1, 12:15 pm - 1:30 pm
Barbara PETRONGOLO (Queen Mary University) “Economic incentives, home production and gender identity norms”
SeminarsEventsPast Seminars and Events
- September 16, 2:00 pm - 3:15 pm
Yuri POLYANSKI (MIT) – “TBA”
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 16th of September 2019 Place: Room 3001. Yuri POLYANSKI (MIT) – “TBA“ Abstract: Organizers: Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM Sponsors: CREST-CMAP
- September 30, 2:00 pm - 3:15 pm
Alexandra CARPENTIER (Université de Magdebourg) – “TBA”
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 30th of September 2019 Place: Room 3001. Alexandra CARPENTIER (Université de Magdebourg) – “TBA“ Abstract: Organizers: Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM Sponsors: CREST-CMAP
- October 7, 2:00 pm - 3:15 pm
Richard NICKL (Université de Cambridge) – “TBA”
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 7th of October 2019 Place: Room 3001. Richard NICKL (Université de Cambridge) – “TBA” Abstract: Organizers: Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM Sponsors: CREST-CMAP
- November 4, 2:00 pm - 3:15 pm
Richard SAMWORTH (Université de Cambridge) – “High-dimensional principal component analysis with heterogeneous missingness”
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 4th of November 2019 Place: Room 3001. Richard SAMWORTH (Université de Cambridge) – “High-dimensional principal component analysis with heterogeneous missingness“ Abstract: We study the problem of high-dimensional Principal Component Analysis (PCA) with missing observations. In simple, homogeneous missingness settings with a noise
There are no upcoming events at this time.
- July 8, 2:00 pm - 3:15 pm
Vladimir ULYANOV (Moscow) – “Asymptotic expansions for the distributions of statistics with random sample size”
- June 24, 2:00 pm - 3:15 pm
Jonas PETERS (University of Copenhagen) – “The Impossibility of Conditional Independence Testing and Causality in Dynamical Systems”
- June 24, 10:30 am - 11:45 am
Zheng Tracy KE (Harvard University) – “Optimal Adaptivity of Signed-Polygon Statistics for Network Testing”
- June 3, 2:00 pm - 3:15 pm
Ilias DIAKONIKOLAS (University of Southern California) – “Algorithmic Questions in Robust High-Dimensional Statistics”
- May 27, 2:00 pm - 3:15 pm
Geoffrey CHINOT (CREST) – “ERM and RERM are tractable and optimal estimators in the ε-contamination model”
- 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)
- May 20, 2:00 pm - 3:15 pm
Yohann DE CASTRO (Ecole Ponts ParisTech) – “Exact False Negative Control using Stopping Times on the LAR’s Path”
- May 13, 2:00 pm - 3:15 pm
Alexey NAUMOV (Higher School of Economics, Moscow) – “Gaussian approximation for maxima of large number of quadratic forms of high-dimensional random vectors “
- April 8, 2:00 pm - 3:15 pm
Asaf WEINSTEIN (Carnegie Mellon University) – “A power analysis for knockoffs using Lasso and thresholded-Lasso statistics”
- April 1, 2:00 pm - 3:15 pm
Botond SZABO (Leiden University) – “On the fundamental understanding of distributed computation”
- March 25, 2:00 pm - 3:15 pm
Tengyuan LIANG (University of Chicago-Booth School of Business) – “New Thoughts on Adaptivity, Generalization and Interpolation Motivated from Neural Networks”
- March 11, 2:00 pm - 3:15 pm
Ismaël CASTILLO (Sorbonne Université) – “On frequentist false discovery rate of Bayesian multiple testing procédures”
- 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”
SeminarsEventsPast Seminars and Events
There are no upcoming events at this time.
There are no upcoming events at this time.
- 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
SeminarsEventsPast Seminars and Events
There are no upcoming events at this time.
There are no upcoming events at this time.
- 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”
- 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
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
– Couplings and convergence of Markov Chain Monte Carlo methods – Andreas EBERLE, University of Bonn