Programm
Donnerstag, 07. April 2022
14:00 Willkommen
14:00-14:45 Malte Knüppel (Bundesbank)
Score-based calibration testing for multivariate forecast distributions
14:45-15:30 Maria Grith (Uni Rotterdam)
The Block-Autoregressive Model in Non-Standard Bases
Tee & Kaffee
16:00-16:45 Helmut Farbmacher (TU München)
Detecting and Testing Grouped Local Average Treatment Effects
16:45-17:30 Jörg Stoye (Cornell Uni)
A Simple, Short, but Never-Empty Confidence Interval for Partially Identified Parameters
Abendessen
19:30-20:30 Mitgliederversammlung
Freitag, 08. April 2022
09:00-09:45 Martin Huber (Uni Fribourg)
Double machine learning for sample selection models
09:45-10:30 Martin Spindler (Uni Hamburg)
High-dimensional L2-Boosting: Rate of Convergence
Tee & Kaffee
11:00-11:45 Manfred Deistler (TU Wien)
High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research
11:45-12:30 Christian Conrad (Uni Heidelberg)
How far can the ECB forecast?
Mittagessen
14:00-14:45 Ulrich Müller (Princeton Uni)
Spatial Correlation Robust Inference
14:45-15:30 Wolfgang Härdle (HU Berlin)
代 DAI Digital Art Index
Tee & Kaffee
16:00 Abfahrt zur Insel Reichenau
16:30-18:30 Social Program Reichenau – Winfried Pohlmeier
Konferenzdinner Reichenau, Mohren (à la carte Menüvorauswahl, Selbstzahler)
ca. 21:30 Rückfahrt nach Hegne
Samstag, 09. April 2022
09:00-09:45 Martin Wagner (Uni Klagenfurt)
Testing Linear Cointegration Against Smooth Transition Cointegration
09:45-10:30 Sylvia Kaufmann (SZ Gerzensee)
Dynamic factor models with common (drifting) stochastic trends
Tee & Kaffee
11:00-11:45 Michael Lechner (Uni St.Gallen)
The Effect of Sport in Online Dating: Evidence from Causal Machine Learning*
11:45-12:00 Abschluss