2011 Conference

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 CottrellDepartment of Economics, Wake Forest University, United States of America
Riccardo (Jack) LucchettiDipartimento di Economia, Università Politecnica delle Marche, Ancona, Italy
Ignacio Díaz-EmparanzaDepartamento de Economía Aplicada III (Econometría y Estadística), University of the Basque Country, Bilbao, Spain
Sven SchreiberFaculty of Economics and Business Administration, Goethe University, Frankfurt, Germany
Tadeusz KufelFaculty of Economic Sciences and Management, Nicolaus Copernicus University, Toruń, Poland

The Local Organizing Committee:

Tadeusz KufelFaculty of Economic Sciences and Management, Nicolaus Copernicus University, Toruń, Poland
Paweł KufelFaculty of Economic Sciences and Management, Nicolaus Copernicus University, Toruń, Poland

qfel (at) mat (dot) uni (dot) torun (dot) pl
Marcin BłażejowskiFaculty 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

Ċ
Ignacio Diaz-Emparanza,
Jan 28, 2013, 8:01 AM
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