Category: 2011 Conference

GC2011 – Info

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:

  • using gretl
  • developing gretl (including writing functions packages)
  • solving some interesting statistic and/or econometric problems with gretl
  • and all the rest topics concerning gretl and open source econometric software

The keynote speakers were:

The Organizing Committee:

  • Ignacio Díaz-Emparanza, Departamento de Economía Aplicada III (Econometría y Estadística), University of the Basque Country, Bilbao, Spain
  • Sven Schreiber, Faculty of Economics and Business Administration, Goethe University, Frankfurt, Germany
  • Tadeusz Kufel, Faculty of Economic Sciences and Management, Nicolaus Copernicus University, Toruń, Poland

The Scientific Committee:

  • Ignacio Díaz-Emparanza – Chair, Departamento de Economía Aplicada III (Econometría y Estadística), University of the Basque Country, Bilbao, Spain
  • Lee C. Adkins, Department of Economics, College of Business Administration, Oklahoma State University, United States of America
  • Javier Fernández-Macho, Department of Econometrics and Statistics, University of the Basque Country, Spain

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