Last Updated on September 10, 2022 by Marcin Błażejowski
The 7th gretl Conference took place on June 3-4, 2021 and was held as an online event.
Keynote speaker: Mark Steel, University of Warwick
Schedule:
DAY 1 (3.6.2021)
| Time (CEST) | Title | Presenter |
|---|---|---|
| 15:00 | Welcome address | Sven Schreiber |
| 15:10 – 15:45 | Gretl downloads | Riccardo “Jack” Lucchetti |
| 15:45 – 16:30 | LASSO, ridge and elastic nets in gretl: the “regls” package | Allin Cottrell |
| 16:30 – 17:15 | Advanced gretl building | Dirk Eddelbuettel |
| 17:15 – 18:00 | Reconciling TEV and VaR in Active Portfolio Management: A New Frontier | Giulio Palomba |
| 18:10 – 19:30 | The future of gretl – open discussion | Moderator: Sven Schreiber |
| Causal-inference | ||
| Graphics | ||
| Machine-learning |
DAY 2 (4.6.2021)
| Time (CEST) | Title | Presenter |
|---|---|---|
| 15:00 – 16:00 | Keynote speech: Bayesian Model Averaging | Mark Steel |
| 16:15 – 17:00 | Presentation of BMA related gretl packages | Marcin Błażejowski, Jacek Kwiatowski, Luca Pedini |
| 17:15 – 18:00 | Working with gretl and the sublime editor to boost productivity | Artur Tarassow |
| 18:15 – 19:00 | “LocalProjection“: Estimating IRFs with local projections | Gerardo Sebastián Díaz Muro |