2nd Bergamo Workshop in Econometrics and Statistics. Salience Theory, Non-standard Identification and Bayesian Methods
Day 1 – September 7th
9:45 - 10:45: Keynote Speak 1 -Pedro Bordalo, “How people use statistics” (with Conlon, Gennaioli, Kwon and Shleifer)
S2 - Macroeconomic and Financial Applications
11:30–12.00: Maximilian Boeck, “Belief Distortions in Risk Premia”
12:00–12.30: Antonio Cosma, “Missing Endogenous Variables in Conditional Moment Restriction Models” (with A.V. Kostyrka and G. Tripathi)
12.30–13.00: Elisa Ossola, “Green Risk” (with C. Morana and N. Cassola)
15:00 - 16:00: Keynote Speak 2 - Monica Billio, “Bayesian Tensor Autoregressive Models”
S1 – Bayesian Methods (I)
16:30–17:00: Dario Palumbo, “Bayesian Dynamic Calibration of Models Predictions” (with R. Casarin and F. Ravazzolo)
17:00–17:30: Antonio Peruzzi, “Media Bias and Polarization through the Lens of a Markov Switching Latent Space Network Model” (wirth R. Casarin and M. Steel)
17:30–18:00: Alessandro Colombi, “Hierarchical Mixture of Finite Mixtures”
Day 2 – September 8th
9:30 - 10:30: Keynote Speak 3 - Antonio Lijoi, “Discrete random structures and dependence in Bayesian nonparametrics”
S3 - Econometric Theory
11:15–11.45: Simone Giannerini, “Consistent and efficient model selection with possible misspecification for vector time series” (with G. Rubio and G. Goracci)
11:45 – 12.15: Greta Goracci, “Robust estimation for threshold autoregressive moving -average models” (with D. Ferrari, S. Giannerini and F. Ravazzolo)
12:15 – 12.45: Francesca Rossi, “Testing linearity for network interaction functions” (with J. Lee and A. Gupta)
15:00 - 16:00: Keynote Speak 4 - Ivana Komunjer, “A Perturbation Approximation to Bayesian Filtering”
S4 - Bayesian Methods (II)
16:30–17:00: Roberto Casarin, “Bayesian Nonparametric Inference on Probabilistic Surveys” (with F. Bassetti and M. Del Negro)
17:00–17:30: Luca Rossini, “Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions” (with. M. Pintado and M. Iacopini
17:30–18:00: Tommaso Tornese, “Functional Uncertainty Shocks”
