Programme

Overview Programme

Invited Talk

Friday 14th June, 10:00-11.00

J. Breitung: Challenges for the analysis of macroeconomic panel data

Developer Talk

(D1) Thursday 13th June, 11:30-12.30

R. Lucchetti: Gretl 10 years later

(D2) Friday 14th June, 12:30-13.30

A. Cottrell: Machine learning in Gretl

Accepted Papers

(S1) Session 1 - Applied Macro , Thursday 13th June, 10:00-11.00

S. Schreiber: Sentiment fluctuations in Germany and their impact on Europe

C. Pigini: Fixed effects in Early Warning Systems: A penalized maximum likelihood approach

(S2) Session 2 - Time Series , Thursday 13th June, 12:30-13.30

I. Venetis: T. Krimpas, Generalized Dynamic Factor Models. Estimation and forecasting using Gretl

L. Palazzo: Integer Autoregressive Modeling: a New Gretl Routine

(S3) Session 3 - New Methods , Thursday 13th June, 14:30-16.00

Bucci et al: Estimating Segmented Regression in Gretl

F. Di Iorio, R. Simone: CUB for Gretl

L. Pedini, Valentini: Spatial models in Gretl

(S4) Session 4 - Time Series , Friday 14th June, 9:00-10.00

Osińska, Gałecki: Extended Enders and Siklos Test for Threshold Cointegration

S. Schreiber: On (bootstrapped) cointegration tests in partial systems

A. Maronilli, T. Di Fonzo: Benchmarking methods in Gretl.

(S5) Session 5 - Replication , Friday 14th June, 11:30-12.30

G. Palomba: The “Calzolari” package

Błażejowski, Kufel, Kwiatkowski: Model simplification and variable selection: A Replication of the UK inflation model by Hendry (2001)

(S6) Session 6 - Micro , Friday 14th June, 14:30-15.30

R. Ievoli, L. Palazzo: Bootstrap inference in Instrumental Variable with Gretl

R. Lucchetti, L. Pedini, C. Pigini: Model uncertainty in Propensity Score matching

(S7) Session 7 - Model Selection , Friday 14th June, 15:30-16.30

Błażejowski et al: Model selection for modeling the demand for narrow money in transitional economies

R. Lucchetti, L. Pedini: BMA for the GLM in Gretl