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Past Econometric Conferences in 2005

2006 2007 2008 ... (toc upcoming conferences)
2005 (toc conferences)
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December 2005 (toc 2005)
Annual Conference on Models & Methods in Economics, December 28-30, 2005, Kolkata, India
Deadline for papers: September 15, 2005. Organized by Economic Research Unit, Kolkata
International Workshop on Innovation, Competition, and Productivity: Evidence from firm-level datasets, December 19-20, 2005, Nice, France
Program available. Keynote speakers Philippe Aghion, Jacques Mairesse, Geng Xiao
Thiele Symposium on Stochastic Volatility, December 19-20, 2005, Copenhagen, Denmark
Deadline for registration: asap.
Speakers: Torben G. Andersen, Ole E. Barndorff-Nielsen, Tim Bollerslev,
Marc Hoffmann,Jean Jacod,Roger Lee, Asger Lunde, Ragnar Norberg,
Andrew J. Patton, Rolf Poulsen, Martin Richter, Albert N. Shiryaev.
(EC)2 Conference on Econometrics of Financial and Insurance Risks, December 16-17, 2005, Istanbul, Turkey
Programme available. Invited speakers: Yacine Aït-Sahalia, Francis X. Diebold, Eric Ghysels.
An (EC)2conference
IASC Asian Conference on Statistical Computing, December 15-17, 2005, Hong Kong
Programme available. Conference of the International Association for Statistical Computing (IASC)
Quantitative Methods in Finance Conference (QMF), December 14-17, 2005, Sydney Australia
Program available.
Symposium on Finance, Banking, and Insurance, December 14 - 16, 2005, Karlsruhe, Germany
Program available.
One-day workshop on Stochastic Volatility Modelling, December 12, 2005, London, UK
Speakers: Arnaud Doucet, James Griffin, Mike Pitt, Nick Polson, Neil Shephard, Stephen Walker. Registration: asap.
Capital Markets, Corporate Finance, Money and Banking Econometrics Conference, December 12-13, 2005, London, UK
Deadline for papers: October 31, 2005. Keynote speakers: Torben G . Andersen, Rob Chirinko, Julian Franks, Shelagh Heffernan, Marco Pagano. Conference at Centre for Econometric Analysis at Cass.
ESPRU/CHILD Workshop on Discrete Choice Labour Supply Models, December 8-9, 2005, Galway, Ireland
Deadline for papers: September 5, 2005. At NUI Galway.
Macroeconometric Workshop, December 1-2, 2005, Halle, Germany
Deadline for papers: October 15, 2005. Workshop of the IWH.
November 2005 (toc 2005)
Time Series Workshop, Queen Mary U. London, 40th anniversary, November 14, 2005, London
Speakers: Oliver Linton, Neil Shephard, Enrique Sentana, Peter Robinson, M. Hashem Pesaran
INFORMS Annual Meeting, November 13-16, 2005, San Francisco, CA, USA
Relocated from New Orleans to San Francisco. Keynote speakers. An INFORMS conference.
Research Conference on 'Pensions in an Ageing Society' November 10-11, 2005, Amsterdam, The Netherlands
Program available. Conference of the De Nederlandsche Bank. Co-organiser: Peter Vlaar.
2 day Longitudinal Data Analysis Course, November 10-11, 2005, London
Cemmap course by Frank Windmeijer
Joint Central Bank Research Conference on Risk Measurement and Systemic Risk, November 8-9, 2005, Frankfurt, Germany
Deadline for abstracts: May 31, 2005
2 day workshop on Testing Stochastic Dominance Restrictions, November 4-5, 2005, London, UK
Speakers: Victor Chernozhukov, Russell Davidson, Haim Levy, Harry Markowitz
October 2005 (toc 2005)
World conference of the International Association for Statistical Computing, October 28-31, 2005, Limassol, Cyprus
Program available
Modeling and Evaluating Treatment Effects in Econometrics, AIE conference October 28-30, 2005, Dallas, TX, USA
Program available. Conference of Advances in Econometrics. Originally planned for November 4-6, 2005 Baton Rouge, LO.
Econometric Society European Winter Meeting, October 22-23, 2005, Istanbul, Turkey
Programme available.
See also Econometric Society European Winter Meeting website at the Econometric Institute in Rotterdam.
Quantitative Marketing and Economics Conference, October 21-22, 2005, Chicago, IL, USA
Program available
NAKE (The Netherlands Network of Economics) Research day, October 21, 2005, Amsterdam, The Netherlands
Conference on Econometric Studies on Innovations and Intellectual Property Values October 21-22, 2005, Paris, France
New Deadline for papers: July 11, 2005. Conference of the Applied Econometrics Association, AEA [FR]
Symposium on Advances in Financial Forecasting (AFF), October 21-26, 2005, Loutraki, Greece
Deadline for papers or extended abstracts: July 10, 2005. Part of International Conference of Computational Methods in Sciences and Engineering, ICCMSE 2005.
Submissions considered for International Journal of Forecasting and Finance Research Letters.
Workshop on Macroeconomic Forecasting, Analysis and Policy with Data Revision, October 14, 2005, Montreal, Canada
Submitted papers. Organised by CIRANO and Bank of Canada
Midwest Econometrics Group (MEG), Fall Meeting, October 14-15, 2005, Carbondale, IL, USA
New deadline for papers: July 30, 2005. Dinner speaker: William Greene. Conference of the Midwest Econometrics Group (MEG).
Annual Meeting Financial Management Association International, October 12-15, 2005, Chicago, IL, USA
Program available. Conference of the Financial Management Association International (FMA)
2/3 day Introductory Microeconometrics Course, October 12-14, 2005, London
Cemmap course by Alan Duncan
International Atlantic Economic Conference, October 6-9, 2005, New York, NY, USA
Deadline for submission: April 15, 2005. Conference of the International Atlantic Economic Society (IAES).
September 2005 (toc 2005)
Conference on Unit root and Cointegration Testing, September 29- October 1, 2005, Faro, Portugal
Provisional Program available. Special issue of Econometric Theory (ET).
Invited Speakers: Søren Johansen, Peter C.B. Phillips, Pentti Saikkonen, Peter Robinson.
Organised by Paulo Rodrigues and Helmut Lütkepohl.
4 day Discrete Choice Modelling Course, September 27-30, 2005, Lisbon, Portugal
Lecturer Melvyn Weeks. U. Cambridge. Uses DCM software developed by Melvyn Weeks and Mathias Eklöf
NBER/NSF Time Series Conference, September 22-24, 2005, Heidelberg, Germany
Preliminary Programme available
Quantitative Evidence of Price Determination (QEPD), September 29-30, 2005, Washington, DC, USA
Programme available. Special issue of Journal of Money, Credit and Banking (JMCB).
Invited: Ben Bernanke, Stanley Fischer, Jordi Gali, James Stock, Thomas Sargent, Mark Watson.
Australian Conference of Economists, September 26-28, 2005, Melbourne, Australia
Program available. Papers via Conference Maker.
Conference in Honor of George Judge: 2nd Conference on Information and Entropy Econometrics: Theory, Method, and Applications September 23 - 25, 2005, Washington DC, USA
Program available. Conference in honor of George Judge, organised by Amos Golan.
Conference on Counterparty Credit Risk, September 22-23, 2005, Venice, Italy
Program available.
Conference on application of quantitative methods in economic research, September 19-20, 2005, Warsaw, Poland
Deadline for papers: August 15, 2005
Conference on the microstructure of equity and currency markets, September 9-10, 2005, Oslo, Norway
Programme available
Ogólnopolskie Seminaria Naukowe Dynamiczne Modele Ekonometryczne, September 6-8, 2005, Torun, Poland
International Conference on Finance, September 2-4, 2005, Copenhagen, Denmark
Programme available.
Invited speakers: Torben Andersen, Tim Bollerslev, Robert Engle, Maureen O'Hara.
August 2005 (toc 2005)
Summer School in Industrial Organization: Theory, Econometrics, and Anti Trust Policy, August 27- September 5, 2005, Tauberbischofsheim, Germany
Program available.
Lecturers: Ariel Pakes and Patrick Rey
European Finance Association (EFA) Annual Meeting, August 24-28, 2005, Moscow, Russia
Program available. Conference of the European Finance Association.
Congress of the European Economic Association (EEA), August 24-27, 2005, Amsterdam, The Netherlands
Programme available.
Annual conference of the European Economic Association (EEA)
New Zealand Econometrics Study Group Meeting, August 18-19, 2005, Auckland, New Zealand
Deadline for abstracts or papers: July 8, 2005
Econometric Society World Congress (ESWC 2005), August 19-24, 2005, London, England
Updated Program available:
Fri Aug 19, Sat Aug 20, Sun Aug 21, Mon Aug 22, Tue Aug 23, Wed Aug 24.
Five-yearly congress of the Econometric Society
Oxmetrics User Conference, August 17-18, 2005, London, England
Program available.
Invited speakers Jurgen Doornik, James Davidson, David Hendry, Siem Jan Koopman, Andrew Harvey. Econometrics using Oxmetrics. Close to Econometric Society World Congress (ESWC 2005).
RES Summer School in Econometrics on Causality, August 15-18, 2005, Oxford, UK
Programme available. Lecturers: David Cox, Nuffield College, James Heckman, University of Chicago, Nancy Cartwright, LSE, Steffen Lauritzen, University of Oxford.
Joint Statistical Meetings, August 7-11, 2005, Minneapolis, Minnesota, USA
Program available. Part of the ASA meetings site
Conference on Entrepreneurship and Human Rights, August 1-3, 2005, New York, NY, USA
Program available. Organized by Hrishikesh D. Vinod
Summerschool in Econometrics on The Cointegrated VAR Model Econometric Methodology and Macroeconomic Applications, August 1-21, 2005, Copenhagen, Denmark
Fully booked. Lecturers: Søren Johansen, Katarina Juselius, Anders Rahbek, Heino Bohn Nielsen.
July 2005 (toc 2005)
European Meeting of Statisticians (EMS), July 24-28, 2005, Oslo, Norway
Programme available
Conference on Computational Intelligence in Economics and Finance (CIEF 2005), July 21-25, 2005, Salt Lake City, UT, USA
Deadline for 4 page extended abstracts: January 15, 2005. Part of Joint Conference on Information Sciences (JCIS 2005)
EcoMod Summer Schools in Econometric Modeling, July 11-23, 2005, Brussels, Belgium
Deadline for registration, asap
ESRC Econometric Study Group Conference, July 14-16, 2005, Bristol, UK
Programme available. Conference of the ESRC Econometric Study Group. Invited speakers Peter Boswijk, Clive Granger, Jean-Marc Robin.
International Summer School 2005 on Monetary Theory and Policy, ZEI July 11 - July 19, 2005, Bonn, Germany
Deadline for application: May 15, 2005.
Lecturers: Lawrence Christiano and Bennett McCallum.
Conference of the Center for European Integration Studies (ZEI)
Annual Conference Asian Financial Association, July 11-13, 2005, Kuala Lumpur, Malaysia
International Workshop on Statistical Modelling, July 10-15, 2005, Sydney, Australia
Programme available. Annual 5-day workshops since 1986 devoted to generalized linear models and related statistical modelling.
Meeting of Singapore Econometric Study Group (SESG), July 8-9, 2005, Singapore
Programme available. Keynote speaker: Peter Phillips.
INFORMS Applied Probability Conference, July 6-8, 2005, Ottawa, Canada
Program available
Conference Western Economic Association International (WEAI), July 4-8, 2005, San Francisco, CA, USA
Villa Mondragone Workshop in Economic Theory and Econometrics, July 3-6, 2005, Monte Porzio Catone, Rome, Italy
Program available. More info on news site of Journal of Applied Econometrics (JAE)
June 2005 (toc 2005)
Conference in tribute to Jean-Jacques Laffont, June 30-July 2, 2005, Toulouse, France
Programme available. Economic Theory and Econometrics Conference in tribute of Jean-Jacques Laffont.
International Conference on Policy Modelling (ECOMOD) June 29- July 2, 2005, Istanbul, Turkey
Program available
Core Lecture Series on Financial Econometrics, June 28 -July 7, 2005, Louvain-la-Neuve, Belgium
Deadline for registration: June 10, 2005. Lecturer: Andrew Lo. CORE econometrics. Funded by Microstructure of European financial markets in Europe (micfinma) network
European Financial Management Association (EFMA) Annual Meeting, June 29- July 2, 2005, Milan, Italy
Programme available. Conference of the European Financial Management Association (EFMA).
Mannheim Empirical Research Summer School (MERSS), June 28 - July 8, 2005, Mannheim, Germany
Deadline for application: March 31, 2005
Global Finance Conference, Jun 27-29, 2005, Dublin, Ireland
Draft Programme available. Keynote speakers: Campbell Harvey and Robert J. Shiller.
Special Thematic Sessions: Volatility Modeling, Asymmetric Risk.
Conference International Input-Output Association, June 27-July 1, 2005, Beijing, China
See also Local conference website. Triannual Conference of the International Input-Output Association.
Conference on Stochastic Processes and their Applications (SPA) June 26 - July 1, 2005, Santa Barbara, CA, USA
Extended Deadline for abstracts: April 10, 2005
Conference on Panel Data, June 24-26, 2005, Copenhagen, Denmark
New Deadline for papers: March 11, 2005
Conference on Computing in Economics and Finance (SCE), June 23-25, 2005, Washington DC, USA
Program available via Conference Maker. Conference of the Society for Computational Economics (SCE)
Workshop on Central Bank Policy Modelling, June 21, 2005, Namur, Belgium
Deadline for registration, June 1, 2005
Western Finance Association Annual Meeting, June 18-21, 2005, Portland, OR, USA
Program available Conference of the Western Finance Association (WFA).
Netherlands Econometric Study Group Annual Conference (NESG), June 17, 2005, Amsterdam, The Netherlands
Programme available. Registration started. Keynote speaker: Jerry Hausman.
Symposium on Banking and Monetary Economics June 16-17, 2005, Strasbourg, France
Deadline for papers: February 21, 2005
Course on Geographically Weighted Regression (GWR), June 15-16, 2005, Leeds, UK
Deadline for application: asap.
INFORMS Marketing Science Conference, June 16-18, 2005, Emory, GA, USA
Agenda and program available
Workshop on Economic Heterogeneous Interacting Agents (WEHIA) June 13-15, 2005, Colchester, UK
Program available.
International Symposium on Forecasting (ISF), June 12-15, 2005, San Antonio, TX, USA
Program available. Conference of the International Institute of Forecasters (IIF).
Journal of Applied Econometrics (JAE) Lectures, by John Geweke, June 2-3, 2005, Venice, Italy
Applied Econometrics Conference on Changing Structures in International and Financial Markets and the Effects on Financial Decision Making, June 2-3, 2005, Venice, Italy
Programme available. Part of project Econometric Models for the Analysis of Financial Markets: The Integration Process in the Area of the Euro.
Organisers: Monica Billio, Domenico Satore and Tim Bollerslev. Speakers: Robert Engle.
Society of Labor Economists (SOLE), Annual Meeting, June 1-5, 2005, San Francisco, CA, USA
Program available. Also second Joint SOLE/EALE meeting, with the European Association of Labour Economists (EALE)
Forecasting Financial Markets Conference, June 1-3, 2005, Marseille, France
Program available. Conference organised by Centre for International Banking, Economics and Finance (CIBEF).
May 2005 (toc 2005)
Annual Meeting of the Statistical Society of Canada, May 30-June 2, 2005, Saskatoon, Canada
Program available.
Frontiers in Time Series Analysis, May 29-31, 2005, Olbia, Sardinia, Italy
Program available . Invited speakers: Robert Engle, Siem Jan Koopman, Jean-Pierre Urbain, Jesus Gonzalo.
Annual Meeting of the Canadian Economics Association (CEA), May 27-29, 2005, Hamilton, Canada
Programme available. Annual Conference of the Canadian Economics Association (CEA)
Vineyard data quantification society meeting, nomtrie XII, May 27-28, 2005, Macerata, Italy
Deadline for submission: April 29, 2005
Nordic Econometric Meeting, May 26-28, 2005, Helsinki, Finland
Programme available. Deadline for registration: April 30, 2005. Keynote speaker: Neil Shephard
Global Derivatives and Risk Management. May 23-26, Paris, France
Program available. Login protected. An International Centre For Business Information (ICBI) conference.
Conference of the European Economics and Finance Society (EEFS), May 19-22, 2005, Coimbra, Portugal
Programme available. Theme: Economic and Financial Issues in an Enlarged Europe. Conference of the European Economics and Finance Society (EEFS).
Workshop High Frequency Econometrics and Market Microstructure, May 20, 2005, Warwick, England
Deadline for registration, asap. Programme available. Workshop organised by Financial Econometrics Research Centre (FERC), Warwick
European Deloitte Risk Management Conference, May 19-20, 2005, Antwerp, Belgium
Programme available. Special Issue European Journal of Finance (EJF).
Symposium on Econometric Theory and Applications (SETA). May 18-20, 2005, Taipei, Taiwan
Program available. Invited Speakers Yacine Aït-Sahalia, Christian Gourieroux, Andrew W. Lo, George Tauchen.
Programme committee: Chin-Fan Chung, Ray Y. Chou, Mao-Wei Hong Yi-Ting Chen, Chaug-Jin Kim, Roberto Mariano, Joon Park, Yiu Kuen Tse Special Issue Journal of Econometrics
Summer Program in Applied Econometrics, Information and Entropy Econometrics May 16-20, 2005, Washington, DC, USA
Lectures by Amos Golan
Conference Forecasting Financial Markets and Economic Decision-making (FindEcon), May 12-14, 2005, Lodz, Poland
Programme available
PhD Conference in Economics, May 10, 2005, Leicester, UK
Programme available. Keynote speaker: Badi Baltagi
Irish Economic Association (IEA) Annual Conference, May 6-8, 2005, Kilkenny, Ireland
Programme available Conference of the The Irish Economic Association (IEA).
April 2005 (toc 2005)
Conference on Simulation Based and Finite Sample Inference in Finance II, April 29-30, 2005, Quebec, Canada
Program available. Conference of CIREQ.
Annual Meeting Eastern Finance Association (EFA), April 21-23, 2005, Norfolk, VA, USA
Program available. Conference of the Eastern Finance Association (EFA)
IZA European Summer School in Labor Economics, April 18-24, 2005, Buch/Ammersee, Germany
Deadline for submission: February 4, 2005. Lecturers: Frank Vella, Patricia Apps
Spring Meeting Young Economists, April 22-24, 2005, Geneva, Switzerland
Program available.
Forecasting in Macroeconomics and Finance, April 8-9, 2005, Montreal, Canada
Program available. Invited speakers:
John Campbell, Francis Diebold, Graham Elliott, Raffaella Giacomini, Peter Hansen, Monika Piazzesi, James Stock, Kenneth West.
OECD/Eurostat Workshop on Benchmarking Techniques and applications to Official Statistics, April 7-8, 2005, Luxemburg
Deadline for abstracts: January 15, 2005
AEA Conference on Exchange Rate Econometrics, April 7-8, 2005, Luxemburg
Program available. Conference of the Applied Econometrics Association (FR)
55th Session of the International Statistical Institute (ISI), April 5-12, 2005, Sydney, Australia
Program available. Biennial conference of the International Statistical Institute
Workshop Spatial Econometrics, April 8-9, 2005, Kiel, Germany
Program available.
March 2005 (toc 2005)
Annual Symposium Society for Nonlinear Dynamics and Econometrics (SNDE), March 31-April 1, 2005, London, UK
Program available via Conference Maker website. Invited Speaker: Neil Shephard.
Conference of the Society for Nonlinear Dynamics and Econometrics (SNDE).
Selected papers published in Studies in Nonlinear Dynamics and Econometrics (SNDE).
International Workshop on Matrices and Statistics, March 29- April 1, 2005, Auckland, New Zealand
Deadline for abstracts: February 11, 2005. Invited Speaker: C.R. Rao
Young Statisticians Meeting (YSM), March 30-31, 2005, Dublin, Ireland
New Deadline for abstracts: February 15, 2005
Workshop in Computable Economics, March 20-24, 2005, Galway, Ireland
Deadline for papers: January 31, 2005
5 day Course in Discrete Choice Analysis: Predicting Demand and Market Shares, March 20-24, 2005, Lausanne, Switzerland
Deadline for early registration (3150 Euro): February 9, 2005. Lecturers: Moshe Ben-Akiva, Daniel McFadden, Michel Bierlaire, Denis Bolduc. Software: BIOGEME, Book: Ben-Akiva Lerman (1985)
Royal Economic Society, Annual Conference, March 21-23, 2005, Nottingham, England
Provisional timetable and Provisional Programme available.
Conference of the Royal Economic Society. Special conference issue of the The Economic Journal.
Invited speakers: Orley Ashenfelter, Clive Granger, Bengt Holmstrom. Ariel Rubinstein.
Workshop on Microstructure of Financial Markets, March 18-19, 2005, Madrid
New Deadline January 31, 2005. Updated call for papers. Keynote speaker: Bruce Lehmann
Conference on Foreign Exchange Markets Research, March 16-17, 2005, San Juan, Puerto Rico
Deadline for papers: January 1, 2005. Conference of the Journal of International Money and Finance (JIMF) , Center for Research in International Finance, Trans-Atlantic Finance Institute (Fordham U., New York, Erasmus U. Rotterdam).
Annual Meeting Midwest Finance Association, March 10-12, 2005, Milwaukee, WI, USA
Program available
International Atlantic Economic Conference, March 10-13, 2005, London, UK
Program available. Conference of the International Atlantic Economic Society (IAES)
AEA Conference on Rationale of Parenthood Choices, March 4-5, 2005, Pau, France
Program available. Conference of the Applied Econometrics Association (FR)
International Finance Conference (IFC 3), March 3-5, 2005, Hammamet, Tunisia
Programme available. In association with French Finance Association, AFFI.
February 2005 (toc 2005)
CEMMAP workshop on Empirical Likelihood, February 14, 2005, London, UK
A Cemmap workshop.
January 2005 (toc 2005)
First Italian Congress of Econometrics and Empirical Economics, January 24-25, 2005, Venice, Italy
Program available
MCMCSki, IMS-IBSA meeting, Bormio, January 12-14, 2005, Bormio, Italy
Program available
Adapski, Adaptive MCMC meeting, Bormio, January 9-11, 2005, Bormio, Italy
Program available
Annual Meeting American Economic Association, January 7-9, 2005, Philadelphia, PA, USA
Conference papers available. Conference of the American Economic Association (AEA) .
Annual Meeting American Finance Association (AFA) January 7-9, 2005, Philadelphia, PA, USA
Program available. Conference of the American Finance Association (AFA).
North American Winter Meeting Econometric Society, January 7-9, 2005, Philadelphia, PA
Program available. See Conference Maker for additional details (password protected). Conference of the Econometric Society
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    Last change in this document February 22, 2006 by Marius Ooms