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.


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 for participation and further details about the program.