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Workshop in Bayesian Econometrics

Organized by the Instituto Flores de Lemus, Universidad Carlos III de Madrid

Getafe, Spain, 9th-10th June 2016.

 

 

 

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Scientific Programme

Scientific and Organizing Committees

Sponsors

Getting to Getafe

Registration & contact information

 

                                      The aim of this workshop is to bring together researchers in Bayesian economics and econometrics.

                           

 

                                      Scientific Programme

·       Thursday 9th June (Room 17.2.75)

 

o   09:30-10:15 Welcome and registration

o   10:20-11:20 Session 1:

Mark Steel (Warwick University, UK): On choosing mixture components via non-local priors

o   11:20-11:45 Coffee break:

o   11:45-12:45 Session 2:

Hedibert Lopes (INSPER, Brazil): Bayesian factor model shrinkage for linear instrumental variable regression with many instruments

o   13:00-14:15 Lunch break

o   14:15-16:30 Session 3:

Virgilio Gómez Rubio (Universidad de Castilla la Mancha): Spatial econometrics models with the Integrated Nested Laplace Approximation

Miguel Ángel Negrín and Francisco José Vázquez Polo (Universidad de Las Palmas de Gran Canaria): A comparison of alternative methods for  identifying subgroups in cost-effectiveness analysis

Jorge Galán (Banco de España): Bayesian stochastic frontier models: applications for prudential regulation in banking

 

·       Friday 10th June (Room 17.2.75)

 

o   10:15-11:15 Session 5:

Silvia Kaufmann (Study Center Gerzensee, Switzerland): Sparse dynamic factor models: variable order independent estimation and ex-post mode identification

o   11:15-11:45 Coffee break

o   11:45-13:15 Session 6:

Audrone Virbickaite (University of Konstantz, Germany): Markov switching stochastic copula

Manuel Salvador & Pilar Gargallo: (Universidad de Zaragoza): Bayesian spatial filtering for hedonic models in real estate markets

o   13:15-14:30 Lunch break

o   14:30-16:00 Session 7:

Hoang Nguyen (UC3M). Modelling high dimensional stock dependence using factor copulas.

Eva Romero (Universidad Europea de Madrid): Approximate Bayesian Computation to estimate GARCH and COGARCH parameters

o   Friday 10th June (Sala Costas Goutis, 10.0.23)

Closing poster session with wine

Joao Gonçalves, Esther Ruiz & Helena Veiga (UC3M, IFL). Uncertainty and density forecasts of ARMA models: Comparison of asymptotic, Bayesian and bootstrap procedures.

Martina Danielova Zaharieva (U Muenster). Bayesian, semiparametric, multivariate stochastic volatility.

Yaguo Deng, Helena Veiga & Michael P Wiper (UC3M, IFL). Comparing efficiency of Spanish hotel chains using SFA.

Cristoph Frey & Audrone Virbickaite (U Konstanz). Sequential stock-return prediction through copulas.

Mario Gómez, Conchi Ausín (UC3M) & M. Carmen Domínguez (U Salamanca). Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica.

María Guadarrama, Isabel Molina (UC3M) & J.K. Rao (U Waterloo, Canada). A comparison of small area estimation methods for poverty mapping.

 

 

 

 

 

Scientific Committee

 

·       Michael Wiper (UC3M, IFL)

·       Conchi Ausín (UC3M)

·       Helena Veiga (UC3M, IFL)

·       Hedibert Lopes (INSPER, Brasil)

 

Local organizing committee

 

·       Andrés Alonso (UC3M, IFL)

·       Juan Miguel Marín (UC3M, IFL)

·       Helena Veiga (UC3M, IFL)

·       Mario Gomez (UC3M)

 

 

                                      Sponsors

o   Instituto Flores de Lemus, Universidad Carlos III de Madrid

o   Departamento de Estadística, Universidad Carlos III de Madrid

o   Facultad de CC. Sociales y Jurídicas, Universidad Carlos III de Madrid

o   Universidad Carlos III de Madrid

                  

                                      Getting to Getafe

·       How to get to the Universidad Carlos III in Getafe.

·       Campus plan. The workshop takes place in building 17 (Ortega y Gasset). The poster session takes place in building 10 (Campomanes).

                                     

Registration & Contact information:

Registration for the workshop is free although please note that registration is limited.

In order to register for the workshop, please email your name, affiliation and email address to Susana Linares with subject Bayesian workshop.

While places are available, you will receive a confirmation email.

Susana Linares susana.linares@uc3m.es
Department of Statistics
Universidad Carlos III de Madrid
Calle Madrid, No. 126 28903 Getafe (Madrid), Spain.

                                     

 

Last update: 08/06/2016