GC2023 – Info

Keynote speaker:

Søren Johansen, University of Copenhagen

Publication:

Special Issue of Computational Statistics.

The Organizing Committee:

  • Allin Cottrell, Wake Forest University, USA
  • Riccardo Lucchetti, Università Politecnica delle Marche, Italy
  • Sven Schreiber, Free University Berlin, Germany
  • Luca Pedini, Università Politecnica delle Marche, Italy
  • Artur Tarassow, Otto GmbH & Co KG, Germany
  • Marcin Błażejowski, WSB University in Toruń, Poland

The Local Organizing Committee:

  • Marcin Błażejowski, WSB University in Toruń, marcin(at)gretlconference(dot)org or marcin.blazejowski(at)wsb(dot)torun(dot)pl
  • Paweł Kufel, WSB University in Toruń, pawel.kufel(at)wsb(dot)torun(dot)pl
  • Tadeusz Kufel, WSB University in Toruń, tadeusz.kufel(at)wsb(dot)torun(dot)pl

GC2021

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)TitlePresenter
15:00Welcome addressSven Schreiber
15:10 – 15:45Gretl downloadsRiccardo “Jack” Lucchetti
15:45 – 16:30LASSO, ridge and elastic nets in gretl: the “regls” packageAllin Cottrell
16:30 – 17:15Advanced gretl buildingDirk Eddelbuettel
17:15 – 18:00Reconciling TEV and VaR in Active Portfolio Management: A New FrontierGiulio Palomba
18:10 – 19:30The future of gretl – open discussionModerator: Sven Schreiber
Causal-inference
Graphics
Machine-learning

DAY 2 (4.6.2021)

Time (CEST)TitlePresenter
15:00 – 16:00Keynote speech: Bayesian Model AveragingMark Steel
16:15 – 17:00Presentation of BMA related gretl packagesMarcin Błażejowski, Jacek Kwiatowski, Luca Pedini
17:15 – 18:00Working with gretl and the sublime editor to boost productivityArtur Tarassow
18:15 – 19:00LocalProjection“: Estimating IRFs with local projectionsGerardo Sebastián Díaz Muro

GC2021 – Videos

More materials soon…

Giulio Palomba – Reconciling TEV and VaR in Active Portfolio Management: A New Frontier
The-future-of-gretl-–-open-discussion.mp4

Keynote speech: Mark Steel – Bayesian Model Averaging
Riccardo Lucchetti, Luca Pedini – Parallelized BMA: the ParMA package
Marcin Błażejowski, Jacek Kwiatkowski – BMA related packages in gretl
Artur Tarassow – Working with gretl and the sublime editor to boost productivity
Gerardo Sebastián Díaz Muro – “LocalProjection“: Estimating IRFs with local projections

GC2019 – Photos

GC2017

2017 gretl Conference, June 2-3 2017, Athens, Greece

The bi-annual (5th) Gretl Conference is an inspiring opportunity to take stock of the current state of the gretl econometrics software project, including its embedded programming language hansl.

The programme will consist of contributed presentations, as well as keynotes by invited speakers and Gretl developers. At the close of the conference there will be a “coding sprint” where interested participants can teach each other new tricks in hansl and start implementing some of the new ideas produced at the meeting.

Contributions should demonstrate what is already possible in advanced real-world applications, how gretl compares to other software, or how a possibly missing functionality is implemented in other software. They could also present innovative methods for teaching statistics with gretl, or discuss desirable directions for the development of the project.

All researchers interested in econometrics or computational statistics are encouraged to submit abstracts for possible presentations. Proposals for any relevant topic will be considered, including (but not limited to) talks related to new functionality in gretl since the previous conference:

  • MIDAS (mixed-frequency) regression
  • new and better Kalman filter interface for state-space models
  • DPB (dynamic panel binary) package
  • BFGScmax constrained maximization routines
  • multivariate GARCH models
  • StrucBreak package for structural break analysis
  • more specialized microeconometrics like faster random-effects panel probit routines, packages for McFadden’s choice model, packages to compute marginal effects for many models

The 5th Conference is organized by the University of Patras, and will be held at the Technopolis City of Athens in June 2-3 2017.

The 5th gretl conference is also sponsored by:

Department of Economics, MSc Applied Economics & Data Analysis (University of Patras)

and

The Special Account for Research Funds (ELKE) of the University of Patras

GC2017 – Info

Keynote speakers:

  • Philipp Sibbertsen, Leibniz Universität Hannover
  • Allin Cottrell, Wake Forest University
  • Riccardo “Jack” Lucchetti, Università Politecnica delle Marche

Scientific Organizing Committee:

  • Sven Schreiber, Macro Policy Institute IMK, and Free University Berlin, Germany
  • Ignacio Díaz-⁠Emparanza, University of the Basque Country, Spain
  • Matteo Picchio, Università Politecnica delle Marche, Italy
  • George Tsiotas, University of Crete, Greece

Local Organizing Committee:

  • Ioannis Venetis (University of Patras)
  • Manolis Tzagarakis (University of Patras)
  • Evi Salamaliki (University of Patras)

Venue:

The conference will be held at INNOVATHENS, located in the Technopolis City of Athens.

Technopolis is located in the center of Athens, walking distance away from many major tourist sites of the city of Athens.

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