Nicolaus Copernicus University,Faculty of Economic Sciences and Management,
Department of Econometrics and Statistics
and
organized the
2nd Gretl Conference
held on June 16-17, 2011 in Toruń, Poland
The conference was oriented to everybody willing to support and spread the use of open-source econometric
and statistic software. The matters of the conference were specially centered in:
- using gretl
- developing gretl (including writing functions packages)
- solving some interesting statistic and/or econometric problems with gretl
- and all the rest topics concerning gretl and open source econometric software
|
The keynote speakers were:
The Organizing Committee: Allin Cottrell | Department of Economics, Wake Forest University, United States of America | Riccardo (Jack) Lucchetti | Dipartimento di Economia, Università Politecnica delle Marche, Ancona, Italy | Ignacio Díaz-Emparanza | Departamento de Economía Aplicada III (Econometría y Estadística), University of the Basque Country, Bilbao, Spain | Sven Schreiber | Faculty of Economics and Business Administration, Goethe University, Frankfurt, Germany | Tadeusz Kufel | Faculty of Economic Sciences and Management, Nicolaus Copernicus University, Toruń, Poland |
The Local Organizing Committee: Tadeusz Kufel | Faculty of Economic Sciences and Management, Nicolaus Copernicus University, Toruń, Poland | Paweł Kufel | Faculty of Economic Sciences and Management, Nicolaus Copernicus University, Toruń, Poland |
| qfel (at) mat (dot) uni (dot) torun (dot) pl | Marcin Błażejowski | Faculty of Finance and Management, Toruń School of Banking, Toruń, Poland |
| marcin.blazejowski (at) wsb (dot) torun (dot) pl |
The Scientific Committee:
Ignacio Díaz-Emparanza - Chair |
Departamento de Economía Aplicada III (Econometría y Estadística), University of the Basque Country, Bilbao, Spain |
Lee C. Adkins |
Department of Economics, College of Business Administration, Oklahoma State University, United States of America |
Javier Fernández-Macho |
Department of Econometrics and Statistics, University of the Basque Country, Spain |
Josu Arteche |
Departamento de Economía Aplicada III (Econometría y Estadística), University of the Basque Country, Bilbao, Spain |
Magdalena Osińska |
Faculty of Economic Sciences and Management, Nicolaus Copernicus University, Toruń, Poland |
Official Program of the 2nd Gretl Conference (link)
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 |
 Updating...
Ċ Ignacio Diaz-Emparanza, Jan 28, 2013, 8:01 AM
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