Workshop New Trouble for Standard Regression Analysis
Transcrição
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