The workshop focuses on methodological advances and innovative applications of state-of-the-art econometric methods for panel data. With the increasing availability of longitudinal datasets, such methods are becoming standard and essential tools in applied research. Nonetheless, panel data...

Focus: Pensions, Insurance, Regulation, Model Risk, CVA, Risk Measurement, Commodities, Emissions Trading and other areas of Quantitative Finance.

This is the fifth in a series of workshops bringing together researchers from central banks, policy institutions, and academia to explore recent developments in macroeconometric research methods and obtain feedback on research-in-progress.

The program will include time series, high dimension statistics, quantiles, statistical depth and their applications in economics.

The aim of the workshop is twofold: first, we want to give junior researchers an opportunity to present their research project and receive feedback from senior reviewers and from the audience of the workshop. Second, we want to provide a natural prosecution to the introductory and advanced...

Recent years have seen a massive increase in the availability of large data sets. In this course we will cover some of the techniques that have been developed to analyze such data sets. Particular attention will be given to precise estimation, variable selection, and hypothesis testing. We will...

This workshop provides a forum for the development and dissemination of applications of econometrics and other quantitative approaches in health economics. The workshop will follow the format of the long-running European workshops on Econometrics and Health Economics. A selection of papers from...

Economists, statisticians and econometricians are invited to submit theoretical and applied papers in all areas of econometrics and empirical economics for presentation at the Congress.

FOCUS: Pensions, Insurance, Regulation, Model Risk, CVA, Risk Measurement, Commodities, Emissions Trading and other areas of Quantitative Finance.

This workshop aims to present and discuss recent and ongoing research in mathematical finance, that goes beyond classical assumptions, allowing to investigate phenomena not covered e.g. under the classical risk neutral paradigm.