Advances In Econometrics Methods
March 17, 2018
CEFIS cordially invites you to join us to immerse into advances in econometrics with prominent professors from distinguished universities.
Program
| 09:45-10:00 | Opening remarks M. Ege Yazgan & Thanasis Stengos |
| 10:00-10:30 | Uncovering Regimes in Out of Sample Forecast Errors Jean-Yves Pitarakis, University of Southampton, United Kingdom |
| 10:30-11:00 | Dealing with Endogeneity In Threshold Models using Copulas: An Illustration to the Foreign Trade
Multiplier Elias Tzavalis, Athens University of Economics and Business, Greece |
| 11:00-11:30 | Consistent non-Gaussian pseudo maximum likelihood estimators Gabriel Fiorentini, University of Florence, Italy |
| 11:30-12:00 | Coffee Break |
| 12:00-12:30 | Standardization and Decompositions in Duration Analysis Miguel Angel Delgado, University Carlos III de Madrid, Spain |
| 12:30-13:00 | A Simple Test for Monotonicity and Monotonicity-Related Properties Javier Hidalgo, The London School of Economics and Political Science, United Kingdom |
| 13:00-14:30 | Lunch Break |
| 14:30-15:00 | Wavelet Variance Ratio Cointegration Test and Wavestrapping Burak Alparslan Eroğlu, Istanbul Bilgi University, Turkey |
| 15:00-15:30 | Semiparametric Structural Threshold Regression Thanasis Stengos, The University of Guelph, Canada |
| 15:30-16:00 | Regime Switching with Structural Breaks in Output Convergence M. Ege Yazgan, Istanbul Bilgi University, Turkey |
| 16:00-16:30 | Nowcasting Recessions Using Machine Learning Algorithms Barış Soybilen, Istanbul Bilgi University,Turkey |
| 16:30-17:00 | Persistence in the variance output variance convergence using stochastic volatility Serda Selin Ozturk, Istanbul Bilgi University, Turkey |
Location: santralistanbul Campus, AKO E1-202
Please reply to cefis@bilgi.edu.tr for participation and further details about the program.