Author: Marcin Błażejowski

GC2011 – Official Programme

WEDNESDAY, 15 JUNE

20.00 Meeting point: Copernicus Monument, Old Market Square

20.15 ”Welcome to Torun” Reception, Krajina Piva Pub, New Market Square 3

We are pleased to invite all the attendants for a reception. Menu: traditional polish refreshments and excellent polish beers.

THURSDAY, 16 JUNE

9.00 – 10.00 Registration, Collegium Maximum, Plac Rapackiego 1

10.00 – 10.15 Official Openning

10.15 – 11.45 INVITED SESSION, Chair: Ignacio D´ıaz-Emparanza

  • 10.15 – 11.00 Jacek Osiewalski, General Hybrid MSV-MGARCH Models of Multivariate Volatility – Bayesian Analysis
  • 11.00 – 11.45 Allin Cottrell, Extending gretl: Addons and Bundles

11.45 – 12.00 Refreshment Break

12.00 – 13.00 CONTRIBUTED SESSION I, Chair: Jacek Osiewalski

  • 12.00 – 12.20 Lee C. Adkins, Monte Carlo Experiments Using gretl: a Primer
  • 12.20 – 12.40 Riccardo ”Jack” Lucchetti, Claudia Pigini, Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study
  • 12.40 – 13.00 Federico Lampis, Ignacio D´ıaz-Emparanza, MaPaz Moral, An Algorithm to Estimate a SETAR Model in Gretl

13.00 – 13.10 Photo Session

13.15 – 14.15 Lunch

14.30 – 15.30 CONTRIBUTED SESSION II, Chair: Allin Cottrell

  • 14.30 – 14.50 A. Talha Yalta, Sven Schreiber, Random Number Generation in gretl
  • 14.50 – 15.10 Marcin Fałdzinski, Magdalena Osinska, Tomasz Zdanowicz, Granger Causality in Variance – Implementation of Cheung-Ng and Hong Procedures in gretl
  • 15.10 – 15.30 Jacek Szanduła, Generating Variables with a Given Correlation Matrix – the Proposition of a gretl New Function

15.30 – 15.45 Refreshment Break

15.45 – 16.30 CONTRIBUTED SESSION III, Chair: Riccardo ”Jack” Lucchetti

  • 15.45 – 16.10 Giulio Palomba, Luca Riccetti, Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk
  • 16.10 – 16.30 Krzysztof Pytka, Determinants of Involuntary Job Termination in the Polish Labor Market

17.00 – 19.00 Sightseeing of City of Torun with professional tour guide

20.00 Dinner – Spichrz Restaurant, Mostowa 1

FRIDAY, 17 JUNE

9.30 – 10.30 CONTRIBUTED SESSION IV, Chair: Lee C. Adkins

  • 9.30 – 9.50 Yangbo Du, John E. Parsons, Capacity Factor Risk at Nuclear Power Plants
  • 9.50 – 10.10 Sven Schreiber, The Estimation Uncertainty of Permanent-Transitory Decompositions in Cointegrated Systems
  • 10.10 – 10.30 Jacek Leskow, Oskar Knapik, Using Open Source Statistical Software R for Nonstationary Time Series

10.30 – 10.45 Refreshment Break

10.45 – 11.45 DEVELOPER MEETING

11.45 – 12.45 WORKSHOP on writing functions in gretl’s scripting language

12.45 – 13.00 Closing the Conference

13.00 Lunch

GC2009

The first international gretl conference was held in Bilbao, Spain on May 28-29, 2009. You will find here the information about the most relevant facts at this conference.

The Conference was opened by Allin Cottrell, the leader developer of gretl jointly with Inmaculada Gallastegui, the Dean of the Bilbao Faculty of Economics and Business Administration, and Ignacio Díaz-Emparanza the chair of the conference.

The first oral communication in the Econometric Theory session was given by Lee Adkins.

The polish team presented a paper as well.

Allin Cottrell talked about the history of gretl, her design and prospective lines.

GC2009 – Info

The University of the Basque Country, The School of Economics and Business Administration and the Econometrics Research Group in collaboration with the gretl development team organized the gretl Conference held in Bilbao, Spain on May 28-29, 2009.

The conference was oriented to everybody willing to support and spread the use of open-source econometric and statistic software. The matters of the conference were specially centered in:

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

The keynote speakers were:

The Scientific Committee was formed by:

  • Josu Arteche (Department of Applied Economics III, University of the Basque Country, Spain)
  • Giorgio Calzolari, (University of Firenze, Department of Statistics, Italy)
  • Michael Creel (Department of Economics and Economic History, Universitat Autònoma de Barcelona, Spain)
  • Josef Jablonsky (University of Economics, Prague, Czech Republic)
  • Tadeusz Kufel (Department of Econometrics and Statistics, Nicolaus Copernicus University, Poland)

And the Organizing Committee by:

  • Ignacio Díaz-Emparanza (University of the Basque Country)
  • Petr Mariel (University of the Basque Country)
  • María Victoria Esteban (University of the Basque Country)
  • Allin Cottrell (Wake Forest University, USA)
  • Riccardo Lucchetti (Università Politecnica delle Marche, Italy)
  • A. Talha Yalta (TOBB University of Economics and Technology, Turkey)

Plans for the future

Some of the aspects treated on the gretl conference about the future of gretl:

  • The 2nd gretl Conference is proposed to be in two years (2011). The place is not decided but could be Ancona (Italy).
  • An important point for the expansion of gretl should be to improve and make easier for the user to make package functions.
  • A debate about writing an econometrics book in English with examples on gretl was redirected towards writing a book of examples and exercises for a good and already stablished theory book.
  • We should encourage the people to publish articles on gretl algorithms in some Journals as the Journal of Statistical Software or Computational Statistics and Data Analysis.
  • Organize a replication section, to publish replications with gretl of calculus done in famous published articles.

GC2009 – Photos