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:
Jacek Osiewalski, Cracow University of Economics
Allin Cottrell, Wake Forest University
Riccardo "Jack" Lucchetti, Università Politecnica delle Marche
The Organizing Committee:
The Local Organizing Committee:
The Scientific Committee:
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