SeminarsEventsPast Seminars and Events
- December 1, 3:00 pm - 4:00 pm
Hans-Martin VON GAUDECKER (University of Bonn) – “The Effect of the Affordable Care Act on the Labor Supply, Savings, and Social Security of Older Americans “
The Microeconometrics Seminar: Every Tuesday Time: 03:00 pm – 4:00 pm Date: 1st of December 2020 by visio Hans-Martin VON GAUDECKER (University of Bonn) – “The Effect of the Affordable Care
- December 2, 12:00 pm - 1:15 pm
Sybille Gollac (CRESPPA, CNRS) et Céline Bessière (IRISSO, Université Paris-Dauphine) – “The Gender of Capital”
The Sociology Seminar joint with the economics department : Time: 12:00 pm – 1:15 pm Date: Wednesday 2nd of December 2020 Place: Sybille Gollac (CRESPPA, CNRS) et Céline Bessière (IRISSO,
- December 7, 11:15 am - 12:30 pm
Farid TOUBAL (ENS Paris-Saclay) “t.b.a”
Time: 12:15pm – 13:15 pm Date: 07 th of December 2020 Farid TOUBAL (ENS Paris-Saclay) “t.b.a” Abstract : t.b.a.
- December 8, 3:00 pm - 4:00 pm
Stefano CARIA ( University of Warwick ) – “TBA”
The Microeconometrics Seminar: Every Tuesday Time: 03:00 pm – 4:00 pm Date: 8th of December 2020 by visio Stefano CARIA ( University of Warwick ) – “TBA” Abstract: Organizers: Benoît
- December 9, 12:15 pm - 1:30 pm
Emilie SARTRE (CREST) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 9th December 2020 Room: Emilie SARTRE (CREST) – “TBA” Abstract: Organizers: Roxana Fernandez Machado (CREST), Julien Combe (CREST), and
- December 15, 3:00 pm - 4:00 pm
Augustin TAPSOBA (TSE) – “TBA”
The Microeconometrics Seminar: Every Tuesday Time: 03:00 pm – 4:00 pm Date: 15th of December 2020 by visio Augustin TAPSOBA (TSE) – “TBA” Abstract: Organizers: Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST)
- February 9, 2021, 3:00 pm - 4:00 pm
Michael AMIOR (Hebrew University of Jerusalem) – “TBA”
The Microeconometrics Seminar: Every Tuesday Time: 03:00 pm – 4:00 pm Date: 9th of February 2021 by visio Michael AMIOR (Hebrew University of Jerusalem) – “TBA” Abstract: Organizers: Benoît SCHMUTZ
- February 23, 2021, 3:00 pm - 4:00 pm
Bertrand GARBINTI (CREST) – “TBA”
The Microeconometrics Seminar: Every Tuesday Time: 03:00 pm – 4:00 pm Date: 23th of February 2021 by visio Bertrand GARBINTI (CREST) – “TBA” Abstract: Organizers: Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST)
- March 2, 2021, 3:00 pm - 4:00 pm
José MONTALBAN CASTILLA (Stockholm University) – “TBA”
The Microeconometrics Seminar: Every Tuesday Time: 03:00 pm – 4:00 pm Date: 2nd of March 2021 by visio José MONTALBAN CASTILLA (Stockholm University) – “TBA” Abstract: Organizers: Benoît SCHMUTZ (Laboratoire
- March 16, 2021, 3:00 pm - 4:00 pm
David HÉMOUS (University of Zurich) – “TBA”
The Microeconometrics Seminar: Every Tuesday Time: 03:00 pm – 4:00 pm Date: 16th of March 2021 by visio David HÉMOUS (University of Zurich) – “TBA” Abstract: Organizers: Benoît SCHMUTZ (Laboratoire
There are no upcoming events at this time.
- November 30, 12:15 pm - 1:30 pm
Jean-Baptiste MICHAU (Ecole Polytechnique) “Fiscal Policy under Secular Stagnation: An Optimal Pump Priming Strategy”
- November 27, 12:15 pm - 1:30 pm
Olivier David ZERBIB (Tilburg University) – “Environmental Impact Investing”
- November 24, 12:15 pm - 1:15 pm
Bérengère PATAULT ( CREST ) – “How valuable are business networks? Evidence from sales managers in international markets “
- November 23, 12:15 pm - 1:30 pm
Johannes BOEHM (Sciences Po) “Growth and the Fragmentation of Production”
- November 18, 2:00 pm - 3:00 pm
Katja SEIM (Yale University) – “Ownership Concentration and Strategic Supply Reduction “
- November 17, 3:00 pm - 4:00 pm
Kiril BORUSYACK (UCL) – “Non-Random Exposure to Exogenous Shocks : Theory and Applications “
- November 16, 12:15 pm - 1:30 pm
Francesco PAPPADA (PSE) “Optimal exchange rate policy and firm dynamics”
- November 12, 1:30 pm - 2:45 pm
Yves LE YAOUANQ (LMU) – “Learning about one’s self “
- November 10, 3:00 pm - 4:00 pm
Philipp KIRCHER (Cornell University – University of Edimburgh) – “An economic model of the Covid-19 pandemic with young and old agents: Behavior, testing and policies “
- November 4, 12:15 pm - 1:30 pm
Konrad MIERENDORFF (UCL) – “Keeping the Listener Engaged: a Dynamic Model of Bayesian Persuasion”
- November 3, 3:00 pm - 4:00 pm
Yanos ZYLBERBERG ( University of Bristol ) – “Industrial clusters in the long run : Evidence from Million-Rouble plants in China”
- November 2, 12:15 pm - 1:30 pm
Francis KRAMARZ (CREST) “Firm-to-Firm Trade: Imports, Exports, and the Labor Market”
- October 20, 3:00 pm - 4:00 pm
Rodolphe DURAND (HEC Paris) – “Impact Investing and the Fostering of Entrepreneurship in Disadvantaged Urban Areas: Evidence from Microdata in French Banlieues”
- October 14, 12:15 pm - 1:30 pm
Fabien POSTEL-VINAY (UCL) – “A Structural Analysis of Mental Health and Labor Market Trajectories”
- October 13, 3:00 pm - 4:00 pm
François GERARD ( Queen Mary University of London ) – “Job displacement insurance and (the lack of) consumption smoothing”
- October 12, 12:15 pm - 1:30 pm
Luigi PACIELLO (HEC) “Learning by Shopping: Consumers’ Uncertainty and Monetary Shocks”
- October 7, 3:00 pm - 4:00 pm
Leslie Marx (Duke) – “Countervailing Power, Integration, and Investment under Incomplete Information”
- October 6, 3:00 pm - 4:00 pm
Adrien BILAL ( University of Chicago Becker Friedman Institute and Harvard University) – “The Geography of Unemployment”
- October 5, 3:00 pm - 4:00 pm
Ioana MARINESCU ( Université de Pennsylvanie ) – “Unemployment Insurance and Job Search Behavior”
- September 29, 3:00 pm - 4:00 pm
Katia ZHURAVSKAYA (EHESS, Paris School of Economics) – “Reading Twitter in the Newsroom: How Social Media Affects Traditional-Media Reporting of Conflicts”
- September 28, 12:15 pm - 1:15 pm
Yuanzhe TANG (CREST) “Trade policy uncertainty, learning and export decision”
- September 22, 3:00 pm - 4:00 pm
Sarah FLECHE (Aix-Marseille Université) – “TEACHER IMPACTS ON STUDENTS’ NON-COGNITIVE SKILLS AND”
- September 21, 12:15 pm - 1:30 pm
Horng WONG (CREST) “Understanding High-Wage and Low-Wage Firms”
- September 15, 3:00 pm - 4:00 pm
Pia PINGER (Université de Cologne) – “Mentoring and Schooling Decisions: Causal Evidence”
- September 14, 12:15 pm - 1:30 pm
Germain GAUTHIER (CREST) “The Impact of #MeToo on Sexual Criminality”
- September 7, 12:15 pm - 1:30 pm
Emilie SARTRE (CREST) “Toxic Loans and The Rise in Populist Candidates “
- July 1, 1:15 am - 2:30 pm
Nikhil Agarwal (MIT) – “TBA”
- June 24, 1:15 am - 2:30 pm
Jeanine Thal (University of Rochester) – “TBA”
- June 17, 1:15 am - 2:30 pm
Aureo DE PAULA (University College London) – “TBA”
- June 16, 1:15 pm - 2:30 pm
Dennis KRISTENSEN (University College London) – “TBA”
- June 9, 1:15 pm - 2:30 pm
Andrea CANIDIO (INSEAD) – “Cryptotokens and cryptocurrencies: the extensive margin”
- June 2, 1:15 pm - 2:30 pm
Fabian ECKERT (Princetown University) – “TBA”
- May 27, 1:15 am - 2:30 pm
Mathieu Marcoux (Université de Montréal) – “TBA”
- May 26, 1:15 pm - 2:30 pm
Arnaud MAUREL (Duke University) – “TBA”
- May 25, 12:15 pm - 1:30 pm
David ARGENTE (Penn State) “T.B.A”
- May 19, 1:15 pm - 2:30 pm
Kirill EVDOKIMOV (Universat Pompeu Fabra) – “TBA”
- May 19, 1:15 am - 2:30 pm
Yinghua He (Rice University) – “TBA”
- May 19, 1:15 am - 2:30 pm
Yinghua He (Rice University) – “TBA”
- May 13, 1:15 am - 2:30 pm
Mattia NARDOTTO (KU Leuven) – “TBA”
- May 12, 1:15 pm - 2:30 pm
François GERARD (Queen Mary University) – “TBA”
- May 6, 1:15 am - 2:30 pm
Andreas Kotsadam (The Frisch Centre) – “TBA”
- May 5, 1:15 pm - 2:30 pm
Emmanuel FLACHAIRE (Université d’Aix-Marseille) – “TBA”
- May 4, 12:15 pm - 1:30 pm
Cosmin ILUT (Duke) “T.B.A”
- April 28, 1:15 pm - 2:30 pm
Ioana MARINESCU (University of Pennsylvania) – “TBA”
- April 27, 12:15 pm - 1:30 pm
Axel GOTTFRIES (University of Edinburg) “T.B.A”
- April 22, 1:15 am - 2:30 pm
Elliot Ash (ETH Zürich) – “TBA”
- April 21, 1:15 pm - 2:30 pm
CANCELLED : Marc KAUFMANN (Central European University) – “TBA”
- April 20, 12:15 pm - 1:30 pm
Franck PORTIER (UCL) “T.B.A”
- April 8, 1:15 am - 2:30 pm
Nikos Nikiforakis (NYU Abu Dhabi) – “TBA”
- April 1, 1:15 am - 2:30 pm
Giacomo Calzolari (European University Institute) – “TBA”
SeminarsEventsPast Seminars and Events
There are no upcoming events at this time.
There are no upcoming events at this time.
- November 30, 2:00 pm - 3:15 pm
Matthieu LERASLE (CNRS-ENSAE-CREST) – “Optimal Change-Point Detection and Localization”
- November 16, 2:00 pm - 3:15 pm
Aaditya RAMDAS (Carnegie Mellon University) – ” Dimension-agnostic inference “
- November 9, 2:00 pm - 3:15 pm
Gil KUR (MIT) – ” On the Minimax Optimality of the Maximum Likelihood in the non-Donsker regime “
- November 2, 2:00 pm - 3:15 pm
Yuhao WANG (Tsinghua University) – ” Debiased Inverse Propensity Score Weighting for Estimation of Average Treatment Effects with High-Dimensional Confounders “
- October 19, 2:00 pm - 3:15 pm
Rémi FLAMARY (CMAP) – ” CO-Optimal Transport : Optimal Transport across non registered space “
- October 5, 2:00 pm - 3:15 pm
Chao GAO (University of Chicago) – ” Iterative Algorithm for Discrete Structure Recovery “
- September 28, 2:00 pm - 3:15 pm
Tor LATTIMORE (DeepMind London) – ” Improved Regret for Zeroth-Order Adversarial Bandit Convex Optimisation”
- September 21, 2:00 pm - 3:15 pm
Jaouad MOURTADA (CREST) – ” Statistical leverage in prediction: from least squares to logistic regression “
- September 14, 2:00 pm - 3:15 pm
Anna KORBA (CREST) – ” A Non Asymptotic Analysis of Stein Variational Gradient Descent “
- June 22, 3:00 pm - 4:15 pm
Yuhao WANG (University of Cambridge) – ” TBA “
- April 6, 3:00 pm - 4:15 pm
CANCELLED – Vladimir SPOKOINY (WIAS Berlin) – “TBA”
- April 2, 4:00 pm - 5:15 pm
On line : Richard NICKL (University of Cambridge) – ” On statistical Calderon problems “
- March 23, 2:00 pm - 3:15 pm
CANCELLED : Pierre ALQUIER (RIKEN) – “Finite sample properties of parametric MD estimation: robustness to misspecification and dependence”
- March 9, 2:00 pm - 3:15 pm
CANCELLED Yuhao WANG (University of Cambridge) – ” TBA “
- March 4, 2:00 pm - 3:00 pm
Victor-Emmanuel Brunel (CREST) – “Stein’s method and Berry-Esseen bounds”
- March 2, 2:00 pm - 3:15 pm
CANCELED : Richard NICKL (University of Cambridge) – ” On Bayesian solutions of some statistical inverse boundary value problems “
- February 26, 2:00 pm - 3:00 pm
Thomas Berrett (CREST) – “Local Differential Privacy”
- February 10, 2:00 pm - 3:15 pm
Gilles BLANCHARD (Université Paris Sud) – “Is adaptive early stopping possible in statistical inverse problems?”
- February 5, 2:00 pm - 3:00 pm
Evgenii Chzhen (Orsay) – “Algorithmic Fairness in Classification and Regression”
- February 3, 2:00 pm - 3:15 pm
Anatoli JUDITSKY (Université de Grenoble) – “Adaptive estimation from indirect observations “
- January 27, 2:00 pm - 3:15 pm
Christophe GAILLAC (TSE Toulouse) – “Adaptive estimation in the linear random coefficients model when regressors have limited variation”
- January 22, 2:00 pm - 3:00 pm
Jules Depersin (CREST) – “Robust and Fast Estimation for Heavy-Tailed Distributions”
- January 13, 2:00 pm - 3:15 pm
Marco AVELLA (Columbia University) – ” Privacy-preserving parametric inference: A case for robust statistics “
- January 8, 3:00 pm - 4:00 pm
Julien Chhor (CREST) – “Minimax Testing in Random Graphs”
- December 4, 2019, 2:00 pm - 3:00 pm
Théo Lacombe (INRIA) – “An Introduction to Topological Data Analysis”
- December 2, 2019, 4:00 pm - 5:30 pm
Pierre LAFORGUE (Télécom Paris) – “On the Dualization of Operator-Valued Kernel Machines ” – Sylvain ARLOT (LMO, Université Paris-Sud) – “Analysis of some Purely Random Forests”
- December 2, 2019, 2:00 pm - 3:15 pm
Henry REEVE (Université de Birmingham) – “Classification with unknown class conditional label noise on non-compact feature spaces “
- November 20, 2019, 2:00 pm - 3:00 pm
François-Pierre PATY (CREST) – “An Introduction to Optimal Transport”
- November 18, 2019, 2:00 pm - 3:15 pm
Sven WANG (Université de Cambridge) – “Convergence rates for penalised least squares estimators in PDE-constrained regression problems”
- November 6, 2019, 2:00 pm - 3:00 pm
Badr-Eddine CHERIEF-ABDELLATIF(CREST) – “Theoretical Study of Variational Inference”
- November 4, 2019, 2:00 pm - 3:15 pm
Richard SAMWORTH (Université de Cambridge) – “High-dimensional principal component analysis with heterogeneous missingness”
- October 7, 2019, 3:00 pm - 4:15 pm
Vianney PERCHET (CREST) – “An adaptive stochastic optimization algorithm for resource allocation”
- September 30, 2019, 3:00 pm - 4:15 pm
Alexandra CARPENTIER (Université de Magdebourg) – “Adaptive inference and its relations to sequential decision making”
- September 23, 2019, 3:00 pm - 4:15 pm
Matthieu LERASLE (ENSAE) – “Pair Matching as a tricky bandit problem”
- September 16, 2019, 3:00 pm - 4:15 pm
Yuri POLYANSKI (MIT) – “Smoothed Empirical Measures and Entropy Estimation”
- July 8, 2019, 3:00 pm - 4:15 pm
Vladimir ULYANOV (Moscow) – “Asymptotic expansions for the distributions of statistics with random sample size”
- June 24, 2019, 3:00 pm - 4:15 pm
Jonas PETERS (University of Copenhagen) – “The Impossibility of Conditional Independence Testing and Causality in Dynamical Systems”
- June 24, 2019, 11:30 am - 12:45 pm
Zheng Tracy KE (Harvard University) – “Optimal Adaptivity of Signed-Polygon Statistics for Network Testing”
- June 3, 2019, 3:00 pm - 4:15 pm
Ilias DIAKONIKOLAS (University of Southern California) – “Algorithmic Questions in Robust High-Dimensional Statistics”
- May 27, 2019, 3:00 pm - 4:15 pm
Geoffrey CHINOT (CREST) – “ERM and RERM are tractable and optimal estimators in the ε-contamination model”
- May 21, 2019, 11:30 am - 12:30 pm
Jérémy Fouliard (LBS) – “Answering the Queen : online machine learning and financial crises”, joint work with Hélène Rey (LBS)
- May 20, 2019, 3:00 pm - 4:15 pm
Yohann DE CASTRO (Ecole Ponts ParisTech) – “Exact False Negative Control using Stopping Times on the LAR’s Path”
- May 13, 2019, 3:00 pm - 4:15 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, 2019, 3:00 pm - 4:15 pm
Asaf WEINSTEIN (Carnegie Mellon University) – “A power analysis for knockoffs using Lasso and thresholded-Lasso statistics”
- April 1, 2019, 3:00 pm - 4:15 pm
Botond SZABO (Leiden University) – “On the fundamental understanding of distributed computation”
- March 25, 2019, 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, 2019, 2:00 pm - 3:15 pm
Ismaël CASTILLO (Sorbonne Université) – “On frequentist false discovery rate of Bayesian multiple testing procédures”
- February 11, 2019, 1:00 pm - 2:15 pm
Olga KLOPP (CREST and ESSEC) – “Graphon Estimation in cut distance” (Canceled)
- February 6, 2019, 2:00 pm - 3:00 pm
Victor-Emmanuel Brunel (CREST) – “Different Forms of Negative Dependence in Statistics”
- February 4, 2019, 2:00 pm - 3:15 pm
Tom BERRETT(University of Cambridge) – “Efficient multivariate functional estimation and independence testing”
SeminarsEventsPast Seminars and Events
- December 2, 12:00 pm - 1:15 pm
Sybille Gollac (CRESPPA, CNRS) et Céline Bessière (IRISSO, Université Paris-Dauphine) – “The Gender of Capital”
The Sociology Seminar joint with the economics department : Time: 12:00 pm – 1:15 pm Date: Wednesday 2nd of December 2020 Place: Sybille Gollac (CRESPPA, CNRS) et Céline Bessière (IRISSO,
- January 14, 2021, 12:00 pm - 1:15 pm
Stella CHATZITHEOCHARI (Warwick University) – “Trends in Couple Time in the UK: Time-Use Evidence”
The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 14 th of January 2021 Place: Visio Stella CHATZITHEOCHARI (Warwick University) – “Trends in Couple Time in the UK:
There are no upcoming events at this time.
- November 5, 12:00 pm - 1:15 pm
Sam FRIEDMAN (LSE) et Aaron REEVES (Oxford) – “From Aristocratic to Ordinary: Shifting Modes of Elite Distinction”
- October 8, 12:00 pm - 1:15 pm
Diederik BOERTIEN (CED) – “Wealth Inequality in Spain. A Sociological Perspective”
- September 29, 3:00 pm - 4:00 pm
Katia ZHURAVSKAYA (EHESS, Paris School of Economics) – “Reading Twitter in the Newsroom: How Social Media Affects Traditional-Media Reporting of Conflicts”
- September 17, 12:00 pm - 1:15 pm
Paola TUBARO (CNRS, LRI) – “Disembedded or deeply embedded? A multi-level network analysis of the online platform economy”
- June 25, 1:00 pm - 2:15 pm
Marion FOURCADE (Berkeley University) – “TBA”
- April 15, 12:45 pm - 2:00 pm
CANCELLED : Stella CHATZITHEOCHARI ( University of Warwick) – “TBA”
- March 25, 12:00 pm - 1:15 pm
CANCELLED – Nicolo CAVALLI (Bocconi University – University of Oxford) – “TBA”
- March 11, 12:15 pm - 1:30 pm
CANCELLED : Antonio CASILLI (Telecom Paris) et Paola TUBARO (CNRS, LRI, CMH) – “The social capital of platform workers: lessons from the DiPLab project”
- March 5, 12:00 pm - 1:15 pm
CANCELLED Anette FASANG (Humbolt-University Berlin) – “How do welfare states shape social inequality in work-family life courses ? “
- February 12, 11:45 am - 1:00 pm
Jean-Philippe COINTET (Associate Professor, Médialab – Sciences Po Paris) – “The structure of the French media space and the challenge of yellow vests”
- February 6, 12:00 pm - 1:15 pm
Torkyld LINGSTAD (University of Oslo) – “Social change, genetics and the gender revolution. Results from analyses of 26000 Norwegian twins born 1915-1991”
- January 30, 12:00 pm - 1:15 pm
Ivan ERMAKOFF (Wisconsin University) – “Causality and History: Modes of Causal investigation”
- December 18, 2019, 10:15 am - 11:45 am
CANCELED : Jean-Philippe COINTET (Associate Professor, Médialab – Sciences Po Paris) – “The structure of the French media space and the challenge of yellow vests”
- November 21, 2019, 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”
- October 24, 2019, 4:30 pm - 6:00 pm
Michael J. ROSENFELD (Stanford University) – “Disintermediating your friends : How online dating in the United States displaces other ways of meeting”
- September 26, 2019, 1:00 pm - 2:15 pm
Charles RAHAL et Aaron REEVES (University of Oxford) – “The Legacy of Longevity : Persistent inequalities in UK life expectancy 1500-2016”
- June 20, 2019, 1:00 pm - 2:15 pm
Thomas GRUND (University College Dublin) – “Public Denunciation and the Limits of Scandal”
- May 16, 2019, 1:00 pm - 2:15 pm
Alyson VAN RAALTE (Max Planck Institute for Demographic Research) – “The case for monitoring lifespan inequality “
- May 9, 2019, 1:00 pm - 2:15 pm
Stine MOLLEGAARD (University of Copenhagen) “The Genetics of Education and the role of Cognitive and Non-Cognitive Skills”
- March 14, 2019, 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, 2019, 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, 2019, 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, 1:00 pm - 2:15 pm
Pierre MERCKLE (Université de Grenoble-Alpes) – “Mesurer, analyser (et corriger ?) les incohérences de réponses dans les enquêtes longitudinales”
- July 12, 2018, 1:00 pm - 2:15 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, 1:00 pm - 2:15 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, 1:00 pm - 2:15 pm
Dingeman WIERTZ (University of Oxford) – “Civic Inequalities across the United States : Civic Deserts, Civic Hotspots, and Their Persistence over Time”
- June 19, 2018, 3:00 pm - 4:30 pm
Felix TROPF (University of Oxford) – “Using genetic data for social science research”
- May 17, 2018, 1:00 pm - 2:15 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, 1:00 pm - 2:15 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, 1:00 pm - 2:15 pm
Gianluca MANZO – Complex contagions and the diffusion of innovations: evidence from a small-N case study
- September 28, 2017, 12:30 pm - 2:00 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, 12:00 pm - 1:30 pm
Julien Boelaert – Une révolution statistique ? Machine Learning et prédiction en sciences sociales
SeminarsEventsPast Seminars and Events
- December 10, 10:30 am - 11:30 am
Lionel TRUQUET (ENSAI) STATIONARITY AND ERGODICITY PROPERTIES OF NON-LINEAR AUTOREGRESSIVE PROCESSES WITH EXOGENOUS
FINANCIAL ECONOMETRICS SEMINAR Time: 10:30 Date: 10th of December 2020 Place: Zoom Lionel TRUQUET (ENSAI) “Stationarity and ergodicity properties of non-linear autoregressive processes with exogenous“ Abstract : While many non-linear
- December 10, 11:30 am - 12:30 pm
Sébastien FRIES (Vrije Universiteit Amsterdam) FORECASTING HEAVY-TAILED NONCAUSAL PROCESSES AND BUBBLE CRASH ODD
FINANCIAL ECONOMETRICS SEMINAR Time: 11:30 Date: 10th of December 2020 Place: Zoom Sébastien FRIES (Vrije Universiteit Amsterdam) “Forecasting Heavy-Tailed Noncausal Processes and Bubble Crash Odd” Abstract : Noncausal, or anticipative, heavy-tailed
There are no upcoming events at this time.
- November 26, 11:30 am - 12:30 pm
Sylvain BENOIT (Univ. Paris Dauphine) “Elicitability of Market-Based Systemic-Risk Measures”
- November 26, 10:30 am - 11:30 am
Elena DUMITRESCU (Univ. Nanterre) “Assessing Volatility Persistence in Fractional Heston Models with Self-exciting Jumps “
- November 16, 3:30 pm - 4:30 pm
Florian BOURGEY (CMAP, Ecole Polytechnique) “Meta-modeling and Polynomial Chaos Expansion with applications to credit risk assessment. “
- October 22, 11:30 am - 12:30 pm
Julien ROYER (CREST) “CONDITIONAL ASYMMETRY IN ARCH(∞) MODELS”
- September 28, 4:30 pm - 5:30 pm
Paul Gassiat (Paris-Dauphine) “Non-unicité pour les équations différentielles rugueuses avec réflexion “
- June 25, 12:30 pm - 1:30 pm
Sylvain BENOIT (Université Paris-Dauphine, France) “T.B.A”
- May 28, 12:30 pm - 1:30 pm
Christophe PERIGNON (HEC, France) “T.B.A”
- May 28, 11:30 am - May 29, 12:30 am
Mathieu FOURNIER (HEC Montréal, Canada) “T.B.A”
- April 23, 12:30 pm - 1:30 pm
Yannick HOGA (University of Duisburg-Essen, Germany) “T.B.A”
- April 23, 11:30 am - April 24, 12:30 am
Christian BROWNLESS (University Pompeu Fabra, Spain) “T.B.A”
- March 26, 11:30 am - 12:30 pm
CANCELLED Mika MEITZ (University of Helsinki) Testing for observation-dependent regime switching in mixture autoregressive models
- March 26, 10:30 am - 11:30 pm
CANCELLED : Eric HILLEBRAND (University of Aarhus, Denmark) “T.B.A”
- March 5, 11:00 am - 12:00 pm
Will CONG (Cornell University) “AlphaPortfolio and Interpretable AI for Finance”
- March 2, 3:30 pm - 4:30 pm
Julien Claisse (Université Paris Dauphine) “Mean Field Games with Branching”
- March 2, 2:30 pm - 3:30 pm
Jaksa Cvitanic (Caltech) “Large Tournament Games”
- February 3, 3:15 pm - 4:00 pm
Sébastien Farkas (LPSM, Sorbonne Université) “Cyber claim analysis through Generalized Pareto Regression Trees with applications to insurance”
- February 3, 2:30 pm - 3:15 pm
Laura TINSI (CREST, LFA) “Price formation and optimal trading in intraday electricity markets”
- January 30, 11:30 am - 12:30 pm
Christian CONRAD (University of Heidelberg, Germany) “Modelling the Forecast Errors: the (MF)^2 GARCH Model”
- January 30, 10:30 am - 11:30 pm
Alessandra LUATI (University of Bologna, Italy) “Semiparametric Modeling of Multiple Quantiles”
- January 9, 11:30 am - 12:30 pm
Flavio ZIEGELMANN (Universidade Federal do Rio Grande do Sul (Bresil)) “Forecasting Volatility using Curve Time Series”
- January 6, 3:30 pm - 4:30 pm
Mohamed MRAD (University Paris 13, LAGA) “Forward and Backward Monte Carlo simulations using Euler schemes and Random Number Generator Inversion”
- November 14, 2019, 11:30 am - 12:30 pm
Andreas HEINEN (Université de Cergy – France) “Competition, Fast Growth and Commercialization: Systemic Credit Risk in Microcredit Markets: A Copula Approach”
- November 14, 2019, 10:30 am - 11:30 pm
Simos MEINTANIS (University of Athens, Greece) “Change-point methods for multivariate time-series: Paired vectorial observations”
- October 7, 2019, 3:30 pm - 4:30 pm
COCULESCU Delia (University of Zurich) “Continuous Time Distress Propagation: the Role of Cooperation”
- October 3, 2019, 12:30 pm - 1:30 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, 2019, 11:30 am - October 4, 2019, 12:30 am
Jean-Jacques FORNERON (Boston University) “Detecting Identification Failure in Moment Condition Models”
- June 20, 2019, 12:30 pm - 1:30 pm
Iryna OKHRIN (Dresden University of Technology, Germany) “On LASSO-GARCH Approach”
- June 20, 2019, 11:30 am - 12:30 pm
Ostap OKHRIN (Dresden University of Technology, Germany) “Stochastic Volatility with Jump Models: Moments, Simulation, and Estimation”
- May 28, 2019, 12:00 pm - 1:00 pm
Kris JACOBS (University of Houston) “Estimation and Filtering with Big Option Data : Implications for Asset Pricing”
- May 13, 2019, 3:30 pm - 4:30 pm
Archil GULISASHVILI (Ohio University) “Gaussian Stochastic Volatility Models: Scaling Regimes, Large Deviations, and Moment Explosions”
- May 9, 2019, 12:30 pm - 1:30 pm
Erwan KOCH (EPFL, Lausanne) “Infinitesimal Perturbation Analysis for Risk Measures Based on the Smith Max-Stable Random Field”
- May 9, 2019, 11:30 am - May 10, 2019, 12:30 am
Rogier QUAEDVLIEG (Erasmus University Rotterdam, Netherlands) “Conditional Superior Predictive Ability”
- April 11, 2019, 12:30 pm - 1:30 pm
Jean-Paul RENNE (Lausanne University, Swiss) “Fiscal Limits and Sovereign Credit Spreads”
- April 11, 2019, 11:30 am - 12:30 pm
Veronika CZELLAR (EDHEC, France) “Limited participation in the joint behavior of asset prices and individual consumptions”
- April 1, 2019, 3:30 pm - 4:30 pm
Pierre CARDALIAGUET (Université Paris-Dauphine) “Jeux à champs moyen avec un agent majeur”
- March 14, 2019, 11:30 am - 12:30 pm
Kris BOUDT (Free University Amsterdam) “Reliable estimation of higher order comoments”
- March 14, 2019, 10:30 am - 11:30 am
Roberto CASARIN (University Ca’Foscari, Venice) “Bayesian Markov Switching Tensor Regression for Time-varying Networks”
- March 4, 2019, 2:30 pm - 3:30 pm
Christian ROBERT (Université Lyon 1) « How large is the jump discontinuity in the diffusion coefficient of an to diffusion?”
- February 14, 2019, 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, 2019, 10:30 am - 11:15 pm
Leopoldo CATANIA (Aarhus University, Denmark) “Dynamic Discrete Mixtures and High-Frequency Prices”
- February 4, 2019, 2:30 pm - 3:30 pm
Salvatore FEDERICO (Universita di Siena) “Irreversible Investment with Fixed Adjustment Costs: a Stochastic Impulse Control Approach”
- January 31, 2019, 11:00 am - 12:00 pm
Hamdi RAISSI (PUC Valparaiso, Chile) “On the VAR modelling of unconditionnally heteroscedastic time series”
- January 17, 2019, 11:00 am - 12:00 pm
Luc BAUWENS (CORE, Belgium) “NONLINEARITIES AND REGIMES IN CONDITIONAL CORRELATIONS WITH DIFFERENT DYNAMICS”
- January 7, 2019, 2:30 pm - 3:30 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, 3:45 pm - 4:45 pm
Elena ISSOGLIO (The University of Leeds) – “A numerical scheme for multidimensional SDEs with distributional drift “
- November 5, 2018, 2:30 pm - 3:30 pm
DE ANGELIS Tiziano (The University of Leeds) – “Dynkin Games with Incomplete and Asymmetric “
- October 18, 2018, 12:30 pm - 1:30 pm
Francesco VIOLANTE (CREST) “Dynamics of variance risk premia: A model for disentangling the price of risk”
- October 18, 2018, 11:30 am - October 19, 2018, 12:30 am
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.”
For information concerning ENSAI’s events and/or Seminars, please visit the following page:
http://www.ensai.fr/crest-ensai/seminaires.html
@ENSAI
Adaptivity in Online Learning. Tim van Erven, Leiden University Download the syllabus
@ENSAE
Structural Econometrics – methods and applications, Hélène TURON, University of Bristol.
Topics in Behavioral Political Economy, Allan DRAZEN, University of Maryland.
Information-theoretic methods in computer science and statistics, Yury POLYANSKIY, MIT Download the syllabus
Estimation of Functionals of High-Dimensional Parameters: Bias Reduction and Concentration, Vladimir KOLTCHINSKII, School of Mathematics, Georgia Institute of Technology Download the syllabus
Short-Course Proposal : Risk Estimation via Copulas and Curve Time Series, Flavio A. Ziegelmann, Universidade Federal do Rio Grande do Sul (UFRGS), Brazil Download the syllabus