Author: Marcin Błażejowski

The 7^th 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

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 5^th 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

4^th gretl Conference June 12-13, 2015 Berlin, Germany Hans Boeckler Foundation and Free University of Berlin

This conference will be a meeting of users of the gretl econometric package. The conference will focus on:

• Implementation of econometric techniques in gretl,
• Methodological papers with a strong computational emphasis,
• Applications using gretl,
• Teaching econometrics and statistics using free software,
• Developing gretl