Workshop New Trouble for Standard Regression Analysis

Workshop New Trouble for Standard Regression Analysis

Workshop
New trouble for standard regression analysis
Regensburg, November 4-5, 2005
Organized by:
Lehrstuhl für Ökonometrie, Universität Regensburg
Aims and scope:
This workshop aims at bringing together some new issues in theoretical research that
lie beyond well known foundations of established classical econometric theory and
may substantially alter future practice of empirical research. Invited speakers include
Jean-Marie Dufour (University of Montreal), Stefan Lang (Universität Leipzig), Benedikt
Pötscher (Universität Wien), Olivier Torrès (Université Charles-de-Gaulle Lille 3), Keming
Yu (University of Plymouth).
Costs:
The participation in the scientific programme is free. The dinner on Friday evening as
well as accommodation is at your own expenses.
Registration and accommodation:
For organizational purposes we kindly ask you to register
until October, 14
via email, fax, or telephone at the contact address given below. Please let us know
whether you plan to attend also the conference dinner on Friday evening. If you
need assistance with regard to hotel reservations please do not hesitate to contact
us.
For further information please contact:
Prof. Dr. Rolf Tschernig
Universitätsstr. 31, 93053 Regensburg
email: [email protected]
Phone: (+49) 941 943 2737
Fax : (+49) 941 943 4917
Workshop
New Trouble for Standard Regression Analysis
Scientific and Social Programme
(updated October 23, 2005)
November 4 - 5, 2005, University of Regensburg
Location of Workshop: Hotel Orphée
Untere Bachgasse 8, 93047 Regensburg (old city center), www.hotel-orphee.de
Friday November 4
13.30-13.40
13.40-14.40
14.40-15.40
15.40-16.10
16.10-17.10
17.10-18.10
Welcome
Benedikt Pötscher,
Universität Wien
Olivier Torrès,
Université Charles-de-Gaulle Lille 3
Coffee Break
Jean-Marie Dufour,
University of Montreal
Stefan Lang,
Universität Leipzig
Model selection and Inference
Testability issues in regression models
Finite and large sample distributionfree inference in linear median
regressions under heteroskedasticity
and nonlinear dependence of
unknown form
Structured additive regression:
model choice and variable
selection
Social Program:
19.00-
Dinner in the old city center
Saturday November 5
9.00 – 9.50
9.50 - 10.40
10.40-11.10
11.10-12.00
12.00-12.50
Georges Nguefack,
Universität Göttingen
Round Table Discussion:
Coffee Break
Harry Haupt,
Universität Regensburg
Keming Yu, University of Plymouth
Inference after model selection in
linear regression
Model selection
Quantile regression under weak
dependence
Nonparametric quantile regression
Social Program:
13.00-14.00
14.30-15.30
Lunch in the old city center
Special guided tour through the ancient Regensburg
Contact:
Rolf Tschernig, Chair of econometrics, University of Regensburg,
Tel.: +49 (0) 941 / 943 – 2737, Email: [email protected],
www.wiwi.uni-regensburg.de/tschernig