W O R K S H O P :

Exploring research frontiers in contemporary
statistics and econometrics

Louvain-la-Neuve, Belgium
14 and 15 May 2009


 
PROGRAM

Thursday, May 14

9:15 - 9:45

Coffee

9:45 - 10:00

Welcome

10:00 - 10:45

Paul Wilson
Asymptotic Properties of Some Non-parametric Hyperbolic Efficiency Estimators

10:45 - 11:15

Coffee

11:15 - 12:00

Abdelaati Daouia
Frontier Estimation and Extreme Values Theory

12:00 - 12:45

Alois Kneip
A new panel data treatment for heterogeneity in time trends

12:45 - 14:00

Lunch

14:00 - 14:45

Valentin Zelenyuk
Categorical variables in non parametric stochastic frontier estimation

14:45 - 15:30

Byeong Park
Asymptotic Distribution of Conical-Hull Estimators of Directional Edges

15:30 - 16:15

Coffee

16:15

Homage to Professor Léopold Simar

17:30

Cocktail

19:30

Conference dinner



Friday, May 15

8:45 - 9:15

Coffee

9:15 - 10:00

Luiza Badin
Bias Correction for Nonparametric Conditional and Unconditional Efficiency Estimators: A Monte Carlo Study

10:00 - 10:45

Jean-Pierre Florens
Functional instrumental regression

10:45 - 11:15

Coffee

11:15 - 12:00

Irène Gijbels
Nonparametric partial-frontier estimation: robustness and efficiency

12:00 - 12:45

Cinzia Daraio
Statistical Inference in Conditional Nonparametric Frontier Models

12:45 - 14:30

Lunch + poster session

14:30 - 15:15

Wolfgang Härdle
Copulae in tempore varientes (applied to CDO valuation)

15:15 - 16:00

Robin Sickles
The Skewness Problem in Stochastic Frontier Models: Fact or Fiction?

16:00

Closing



Last update: 5 May 2009