Friday 4th October
13:50 - 14:00 Vittorio Boscia (Head of Department of Economic Sciences) and Michael Wolf
Welcome address
14:00 - 14:40 Roberto Renò (ESSEC Business School):
Local Edgeworth expansions
14:40 - 15:20 Marcelo Fernandes (São Paulo School of Economics, FGV)
Estimation risk in conditional extremiles and expectiles
15:20 - 16:00 Christian Brownlees (UPF)
Backtesting growth-at-risk
16:00 - 16:20 Coffee break
16:20 - 17:00 Anders Kock (U Oxford)
Data-driven tuning parameter selection in high-dimensional vector autoregressions
17:00 - 17:40 Morten Nielsen (Aarhus U)
Improved inference for nonparametric regression and regression-discontinuity designs
Saturday 5th October
14:40 - 15:20 Tassos Magdalinos (U Southampton)
Uniform inference for AR(p) processes
15:20 - 16:00 Marcelo Medeiros (U Illinois at Urbana-Champaign)
Local linear models with random forests
16:00 - 16:20 Coffee break
16:20 - 17:00 Eduardo Mendes (São Paulo School of Economics, FGV)
Concentration inequalities for high-dimensional linear processes with dependent innovations
17:00 -17:40 Federico Bandi (Johns Hopkins Carey Business School)
Signature-based continuous-time econometrics