Συνέδριο Οικονομετρίας του Τμήματος Οικονομικής Επιστήμης

Econometrics Workshop

Organisers: Stelios Arvanitis and Elias Tzavalis, Dept. of Economics, AUEB.

Invited Speaker: Prof. Peter C.B. Phillips, Yale University.

Location: AUEB, Troias Building, Troias 2 str., Room 102.

Date: Monday, 12/06/2017.
 

Program

1st Part-PAPER PRESENTATIONS: 11:45 am- 13:00 pm

Chair: Stelios Arvanitis

(i)       11.45 am, Yannis Bilias, Dept. of IEES, AUEB: “Exact Computation of the Censored Least Absolute Deviations Estimator”.

(ii)     12.10 pm, Mike Tsionas, Dept. of Economics, AUEB: “Bayesian Econometrics of Hard Optimization Problems”.

(iii)   12.35 pm, Stelios Arvanitis, Dept. of Economics, AUEB: “Stable Limits for the Gaussian QMLE in the Non-Stationary GARCH(1,1) Model”.

2nd Part-Posters Session: 13.00 pm–13.30 pm

Lunch break: 13:30 pm-14:30 pm

3rd Part-invited lecture: 14:30 PM–15:45 PM

Chair: Elias Tzavalis

(i)       Welcoming of Peter C.B. Phillips by the HoD, Prof. Helen Louri.

(ii)     Invited Lecture by Peter C.B. Phillips entitled:
 

"Econometric Measurement of Earth's Transient Climate Sensitivity”

4th PART-DISCUSSION: 15.45 PM–16:30 PM

Chair: Elias Tzavalis

Round Table Discussion with Peter C.B. Phillips on the future of Econometrics.

08.30 pm-Dinner (Details TBA)