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Past Econometric Conferences in 2005
2006 2007 2008 ...
(toc upcoming conferences)
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(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, Œnométrie 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)
-
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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- 2003
- 2002
- 2001
- 2000
- 1999
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Last change in this document February 22, 2006 by Marius Ooms