CALL FOR PAPERS

The Gretl Community and Department of Political Sciences of University of Naples Federico II, Italy, are pleased to announce the

6th Gretl Conference

which will take place on

June 13th-14th, 2019

Department of Political Sciences

University of Naples Federico II, Naples, Italy

The bi-annual Gretl Conference is an inspiring opportunity to take stock of the current state of the gretl econometrics software project, including its embedded programming language hansl.

Contributions should demonstrate what is already possible in advanced real-world applications, how gretl compares to other software, or how a possibly missing functionality is implemented in other software. They could also present innovative methods for teaching statistics with gretl, or discuss desirable directions for the development of the project.

The programme will consist of contributed presentations as well as keynotes by invited speakers and Gretl developers.

All researchers interested in econometrics or computational statistics are encouraged to submit abstracts for possible presentations. Proposals for any relevant topic will be considered, including (but not limited to) talks related to new functionality in gretl since the previous conference:

• Dynamic Factor Models (DFM package)
• Static Factor Models (staticfactor package)
• ghosts – multivariate spectra
• Recurring real-time data analysis (e.g. based on the DBnomics interface)
• Julia language integration
• Support vector machine (SVM) integration through libsvm
• Tools for panels with cross-section dependence (CSDpanel package)
• StrucTiSM – “structural” time series models
• MIDAS with more than one high-frequency group
• more marginal effects and elasticities in several limited-dependent variable models (a_eff package)
• combining long-run and short-run restrictions in SVARs
• Stochastic Frontier Analysis (frontier package)
• Bayesian Averaging of Classical Estimates (BACE package)

Keynote speaker:

• Jörg Breitung University of Köln

Important Dates

• 31 March 2019 - Deadline for Papers submission
• 21 April 2019 - Communication of acceptance
• 15 May 2019 - Registration and fee payment deadline for accepted papers

Scientific Committee

Riccardo (Jack) Lucchetti (Università Politecnica delle Marche, chair), DSG Pollock (University of Leicester), Claudia Pigini (Università Politecnica delle Marche).

Organizing Committee

F. Di Iorio (chair), S. Capecchi , C. Cappelli, R. Simone, G. Perretti

Contact:

For any information, please contact Francesca Di Iorio fdiiorio@unina.it