International Conference on Refined Econometrics and Endogeneity

    International Conference on Refined Econometrics and Endogeneity

    11:30 am – 17.00 pm,  April 7th, 2023, Athens, Greece

    Conference Venue:   Athens University of Economics & Business (Troias Str Building)

    Host Institution:        Athens University of Economics & Business (AUEB)

    Organizing committee:  Dimitris Christopoulos (AUEB (IEES), Yiannis Dendramis (AUEB (Econ)) and Elias Tzavalis (AUEB (Econ))

    Financial support:  Hellenic Foundation for Research and Innovation under the “First call for H.F.R.I. Research Projects to support Faculty members and Researchers and the procurement of high-cost research equipment grant” (project no: HFRI-FM17-3532).

    Conference Program

    11:30 – 11: 35:    Welcome & Registration

    11:35-12.20:  “Nuclear norm penalised non-linear modelling for asset pricing” I. Chronopoulos (Essex), G. Kapetanios (King's) and Aristeidis Raftapostolos (King’s)

    12:2013:05:    “Dealing with endogenous regressors using copulas; on the problem of near multicollinearity”  D.K. Christopoulos (AUEB (IEES)), Dimitris Smyrnakis and E. Tzavalis (AUEB (Econ)).

    13:05-13:50:  “Multiple structural breaks in interactive effects panel data and the impact of quantitative easing on bank lending” J. Ditzena (FUB-B), Yiannis Karavias (BHAM), J. Westerlund (LUND)

    13:50 – 14:45:   Coffee break – finger food  

    14:45-15:30:  “Generalized arbitrage opportunities”    Stelios Arvanitis (AUEB (Econ)) and T. Post (Nazarbayev University)

    15:30-16.15: “Can Independent Metropolis beat Monte Carlo?” Siran Liu (UCL), Petros Dellaportas (AUEB (Stat), UCL), Michalis Titsias (Deep Mind).

    16:15-16:30:     End of the conference