Location: Classroom 2, Collegio Carlo Alberto (ground floor)
Participation is free, up to 30 attendants maximum. If you wish to attend, please write to reno-at-essec.edu (first come, first serve).
Thursday, October 2
15:00-15:10
Opening Remarks
Michael Wolf (University of Zurich)
15:10-16:30
Anders Kock (Oxford University)
High-dimensional Gaussian and Bootstrap Approximations for Robust Means
Giuseppe Cavaliere (University of Bologna & University of Exeter)
Bootstrap Diagnostic Tests
16:30-17:00
Coffee Break
17:00-18:20
Federico Bandi (Johns Hopkins Carey Business School)
On Bartlett-type Identities
Michael Wolf (University of Zurich)
Forecasting Inflation With the Random Forest
Friday, October 3
10:00-11:20
Alessio Sancetta (Royal Holloway)
What Threshold Should be Applied to Statistical Tests in Financial Economics?
Christian Brownlees (UPF Barcelona)
Structural Shocks and Macroeconomic Fluctuations: Evidence from Out-of-Sample Tests Based on Instrumental Variables
11:20-11:50
Coffee Break
11:50-12:30
Roberto Renò (ESSEC Business School)
Taking Advantage of Biased Proxies for Forecast Evaluation