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
