Author: Marcin Błażejowski
GC2023-Presentations
Giampiero M. Gallo, "Modeling financial time series with multiplicative errors"
Allin Cottrell, "New developments for gretl function packages"
Riccardo "Jack" Lucchetti, "The gretl downloads report"
Marco Tedeschi, Giulio Palomba, Matteo Foglia, "Disentagling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries"
Riccardo "Jack" Lucchetti, Francesco Valentini, "Linear models with time-varying parameters in gretl: comparing different approaches"
Luca Pedini, "Bayesian regression models in gretl"
Marcin Błażejowski, Jacek Kwiatkowski, "BACE: A gretl Package for Model Averaging in Limited Dependent Variable Models"
Ioannis A. Venetis, Paraskevi Salamaliki, "Principal components based estimation of multilevel factor models"
Luca Pedini, "Bayesian VAR in gretl"
Marcin Błażejowski, "Which C compiler and BLAS/LAPACK library should I use - gretl's numerical efficiency in different configurations"
GC2023
The 8th Gretl Conference will be held in Gdańsk, Poland
on June 15-16, 2023
Organizers
- Executive organizer: WSB University in Toruń, Poland (https://www.wsb.pl/english/torun)
- Main organizer: The Research Federation of WSB & DSW Universities (https://www.federacjanaukowa.pl/english/)
Venue
The European Solidarity Centre (https://ecs.gda.pl/en)
GC2023 – Info
Keynote speaker:
Giampiero Gallo, New York University in Florence
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
Computational Statistics
A maximum of 10 papers can be published in a special issue of Computational Statistics:
CFPGC2023 – Official Programme
Registration
The conference fee is EUR 140 (or PLN 670) and includes: conference materials, lunches, social dinner and coffee breaks and should be paid by bank transfer to the following account:
Account holder:
Wyzsza Szkola Bankowa w Toruniu
ul. Mlodziezowa 31a
87-100 Torun
Bank Pekao SA
BIC/SWIFT: PKOPPLPW
EURO: PL55 1240 1936 1978 0010 0267 1667
PLN: PL88 1240 6478 1111 0000 4948 4546
with title: “konferencja GRETL, name and surname”
Deadline for registration is: 26.05.2023.
After bank transfer, please send us all the data needed to issue an invoice via e-mail to: gc2023@gretlconference.org stating in the mail subject field “GRETL 2023 data for invoice (Participant Name)”
Accommodation
Get to know Gdańsk – the capital of amber and one of the largest Baltic ports – and spend the night at Scandic Gdańsk! You will find us in the heart of the city, opposite the Main Railway Station and 30 minutes from the Lech Wałęsa airport. We are just a few steps away from the European Solidarity Centre. Nearby there are numerous tourist attractions and the picturesque Old Town with charming streets along the Motława River as well as numerous restaurants with an artistic atmosphere. After an eventful day, you can relax in our bar, eat something delicious in our Senso restaurant, visit our gym or chill out in a dry sauna. For the active, there is also the possibility of renting bicycles, Nordic Walking poles and board games free of charge.
If you want to visit Scandic Gdańsk without leaving your home, click on the link below:
https://visitpoland.online/gdansk/hotel/scandic/
Going to the gretl Conference? Take advantage of special stay prices on the following password: WSB ECS 2023:
- single room with breakfast – PLN 479 gross / night
- double room with breakfast – PLN 514 gross / night
The possibility of booking, reservation changes and cancellation free of charge is possible until May 12, 2023. Contact the hotel directly at the e-mail address or by phone given below:
- gdansk@scandichotels.com
- phone: +48 58 300 60 00.
After May 12, 2023, reservation will be subject to availability. All reservations require full prepayment or credit card guarantee by 12/05/2023.
How to get to the center of Gdańsk?
We recommend the most eco option – public transport. The direct airport bus number 210 stops right outside our hotel (bus trip takes approx. 40 minutes). If you need a taxi service, please contact our advisors directly:
- gdansk@scandichotels.com
- phone: +48 58 300 60 00.
See you at Scandic Gdańsk!
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) | 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 |
