Thursday, October 2
15:00-16:20
Anders Kock (Oxford University)
High-dimensional Gaussian and Bootstrap Approximations for Robust Means
Giuseppe Cavaliere (University of Bologna & University of Exeter)
Bootstrap Diagnostic Tests
16:20-16:50
Coffee Break
16:50-18:10
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