Nicolaus Copernicus University,Faculty of Economic Sciences and Management, Department of Econometrics and Statistics

2^nd Gretl Conference

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:

Jacek Osiewalsky, University of Cracow Allin Cottrell, Wake Forest University Riccardo "Jack" Lucchetti, Università Politecnica delle Marche

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 2^nd 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

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