1st Conference on “Econometrics with Data Science”
Event Navigation
Speakers
Program
Preliminary Program*:
| 09.15 – 09.45 | Reception/Coffee |
| 09.45 – 10.00 | Welcome Speech |
| 10.00 – 11.00 | Keynote: Lorenzo Trapani (University of Leicester and Università di Pavia)
“Inference in Matrix-valued Time Series with Common Stochastic Trends and Multi Factor Error Structure” |
| 11.00 – 11.40
|
Siddharth Arora (Saïd Business School, University of Oxford)
“Combining an Ensemble of Probability Distribution Forecasts” |
| 11.40 – 12.20 | Stephen Kastoryano (Department of Economics, University of Reading)
“Causally Evaluating Selection: Biological, Behavioural and Institutional Effects on the Kidney Transplant Waitlist” |
| 12.20 – 13.30 | Lunch |
| 13.30 – 14.10
|
Shifan Yu (Oxford-Man Institute, University of Oxford)
“Realized Candlestick Wicks” (SSRN) |
| 14.10 – 14.50 | Katerina Chrysikou (School of Business, University of Leicester)
“High Dimensional Generalised Penalised Least Squares” |
| 14.50 – 15.30 | Xiaohan Xue (School of Management, University of Bath)
“The Likelihood Ratio Test for Changes in High-Dimensional Network” |
| 15.30 – 16.00 | Coffee Break |
| 16.00 – 16.30 | Jack Fosten (Bayes Business School, City, University of London)
“Autoregressive Difference-in-Differences” |
| 16.30 – 17.00 | Abhishek Pal Majumder (Department of Mathematics and Statistics, University of Reading)
“Rare Event Simulations for Regime-Switching Processes” |
| 17.00 – 17.30 | Shixuan Wang (Department of Economics, University of Reading)
“Detecting Changes in GARCH(1,1) Processes without Assuming Stationarity’’ (SSRN) |
*This version of program is preliminary and may be subject to change.
Date and Venue
- Attendance: In-person (free to attend)
- Date: Monday, 16th September 2024
- Venue: Room G03, Building L22, London Road Campus, University of Reading, Reading, RG1 5AQ.
The London Road Campus is approximately a 15-20 min walk or 5-10 min by taxi from Reading train station. Please kindly note that this is not the main campus. For google directions please click here. To find the building, please check the map of London Road Campus.
Registration
Please register your attendance by 13 Sept: here
This conference is open to academics and practitioners from all around the world.
There is no registration fee for this conference.
Refreshments and lunch will be provided for all attendees throughout the conference.
Travel
The beautiful town of Reading (of Berkshire county) is located very close to London. It takes about 25 minutes by taxi to arrive from London Heathrow airport, and about 50 minutes by bus. There also are frequent direct trains connecting London Gatwick airport that takes about 90 minutes. Arriving from Central London is also easy, since there are direct trains every 15 minutes from London Paddington station to Reading that can take about 25 minutes. Reading station is also connected with fast trains with other big cities of England with airport such as Bristol, Birmingham, Manchester etc.
There are many accommodation options available in Reading. The usual hotel websites would help.
Very many tourist attractions such as the Windsor Castle, Lego Land, Ascot Racecourse, the city of Oxford, Winchester, South Downs National Park, are also within half an hour commute from Reading.
Useful links: Taxi company in Reading, Another taxi company in Reading, Great Western Railways, Bus from Heathrow, things to do in Berkshire.
Organisers and Sponsor
The conference is organised by Shixuan Wang (shixuan.wang@reading.ac.uk) and Stephen Kastoryano (s.p.kastoryano@reading.ac.uk), within Econometrics with Data Science (EwDS) research cluster at University of Reading. If you have any questions, please feel free to contact them.
The conference is sponsored by the Centre for Economic Institutions and Business History.