31th (EC)^2 Conference 
December 11-12, 2020
Paris, France

High dimensional modeling in time series 

Presided by Peter R. Hansen (UNC, Chapel Hill)

Keynote Speakers

Monica Billio (Ca' Foscari University of Venice)
Francis X. Diebold (University of Pennsylvania)
Gary Koop (University of Strathclyde)
Alexey Onatskiy (University of Cambridge)

Program Chair

Christian Gourieroux (University of Toronto & Toulouse School of Economics)

Local Organizers

Guillaume Chevillon (ESSEC Business School)
Jeroen Rombouts (ESSEC Business School)
Francesco Violante (ENSAE-CREST)
Program Committee

Marcelle Chauvet (University of California Riverside)
Christian Francq (ENSAE-CREST)
Patrick Gagliardini (University of Lugano)
Raffaella Giacomini (University College London)
Silvia Gonçalves (McGill University)
Anders Kock (University of Oxford)
Alessandra Luati (University of Bologna)
Marcelo C. Medeiros (PUC-Rio de Janeiro)
Christian Yann Robert (ENSAE-CREST)
Olivier Scaillet (University of Geneva and Swiss Finance Institute)
Dick van Dijk (Erasmus University Rotterdam)
Jean-Michel Zakoian (ENSAE-CREST)

EC-squared is a series of annual international conferences on research in quantitative economics and econometrics, launched in 1990. The acronym (EC)^2 stands for the European Conferences of the Econom[etr]ics Community. Its main aim is to maintain and extend an adequate forum for both senior and junior European researchers in quantitative economics and econometrics to discuss the progress and results of their research. The conferences are scheduled in the middle of December and last for 2 or 3 days. They are of relatively small scale (less than 100 participants) and are very intensive. Each year a different topic of interest is selected as the major theme of the conference. A few leading quantitative economists or econometricians are invited as keynote speakers; the other speakers are selected on the basis of submitted papers, and several participants act as invited discussant. Between sessions of the plenary programme there may be poster sessions, probably with computer demonstrations and round-table discussions. There are no parallel sessions. Although only few participants can perform at the plenary sessions usually most participants do present their research at one of the other conference activities.

Videos of December 11th:

KEYNOTE SPEAKER 1: Monica Billio

Theory: Milda Norkute

THEROY: Robert Adamek

MACRO/FIN: Lorenzo Trapani

MACRO/FIN: Jonas Krampe

THEORY: Marine Carrasco

THEORY: Morten Nielsen

MACRO/FIN: Christopher Dobronyi

MACRO/FIN: Peter Hansen

              Call for papers                                             Registration                                  Registration

                     Program                           Practical information on Posters


            Friday 11th and Saturday 12th
            December 2020
             PARIS - Online (ZOOM)

Conference Chair: 
            Christian Gourieroux

EC^2 President:         
            Peter R. Hansen

Local Organizers:
  Guillaume Chevillon 
  Jeroen Rombouts 
  Francesco Violante 

Videos of December 12th:


Forecasting: Juan Antolin-Diaz

Forecasting: Massimiliano Marcellino

Forecasting: Roberto Casarin

Forecasting: Andrew Patton

KEYNOTE SPEAKER 4: Alexey Onatskiy