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1-2 July 2009
Keynote speakers:
 Tony Lancaster is Herbert H Goldberger Professor of Economics and Professor of Community Health at Brown University. In 1991 Tony Lancaster was elected Fellow of the Econometric Society and he is also an International Fellow at the Centre for Microdata Methods and Practice. He has worked at Cambridge University, the University of Birmingham, the University of Hull and the University of Brown. In his early work, Tony has made significant contributions to microeconometrics with studies on processes that generate information the timing and spacing of events. He has many significant publications on the modeling and analysis of duration data. His more recent research is in the study of econometric methods for choice based and stratified samples. His current research includes recent papers, "Bayesian Quantile Regression" and "A Note on Bootstraps and Robustness", available as Working Papers at the Centre for Microdata Methods and Practice where he is International Fellow. Tony has recently published a book An Introduction to Modern Bayesian Econometrics, in which he makes the newer computationally intensive methods of Bayesian analysis accessible to applied researchers in econometrics and other fields. He has published extensively in international journals, such as Econometrica, Review of Economic Studies, Journal of Econometrics, Journal of Business and Economic Statistics, Annales de l'INSEE, Journal of the Royal Statistical Society and Journal of the American Statistical Association.
 Christian P. Robert is Professor of Statistics at the Université Paris Dauphine since September 2000. He is a former Professor of Statistics at Ecole Polytechnique and Head of the Statistics Laboratory at CREST. Christian Robert Editor of the Journal of the Royal Statistical Society Series B, Associate Editor for Journal of the American Statistical Association, and former associate Editor for Annals of Statistics, Annals of the Institute of Statistical Mathematics, TEST, Sankhya, Bayesian Analysis, Statistical Science. His research interests include Bayesian analysis (Decision theory, Testing, Model choice, Variable selection, Noninformative priors), Computational Statistics (Random generators, Monte Carlo methods, MCMC methods, Stochastic optimization), Latent variable models (Mixtures, Hidden Markov models, ARCH models, Stochastic volatility, etc.) and Applied modelling (Genetics, Astronomy, Ecology, Econometrics, Small Area Estimation). Besides several book, he has also published many journal articles in places such as Journal of the American Statistical Association , Journal of the Royal Statistical Society, Computational Statistics and Data Analysis, Journal of Applied Econometrics, Biometrika.
 Russell Davidson is Professor at McGill University where he is the Holder of Canada Research Chair in Economics. He is also a Research Fellow at CIREQ, GREQAM Université d’Aix-Marseille. He received his first PhD in in theoretical physics from the University of Glasgow in 1966 and his PhD in Economics from the University of British Columbia in 1977. Russell Davidson was made a Fellow of the Econometric Society in 1994. He is an Associate Editor for Computational Statistics and Data Analysis and Économie Publique. With J.G. MacKinnon, he has two very successful econometrics textbooks. More recently, Davidson has become internationally recognized for his significant contributions to the study of Bootstrapping methods. He has published extensively in international journals, such as Econometrica, Review of Economic Studies, Journal of Econometrics, International Economic Review, Econometric Theory, Annales de l'INSEE and Journal of the American Statistical Association.
 Gael Martin
is an Associate Professor at Monash University and has a PhD in
Bayesian cointegration analysis. Gael has published on a range of
topics covering Bayesian econometrics; simulation methods; financial
econometrics; and non-Gaussian time series, including count time
series. She has published in international journals, such as Journal of
International Economics, Journal of Applied Econometrics, Journal of
Time Series Analysis, Econometric Reviews, Computational Statistics and
Data Analysis, and International Journal of Forecasting. Gael is
currently guest co-editing a special issue on Applied Bayesian
Forecasting in Economics for the International Journal of Forecasting.
Participants:
Russell Davidson (McGill University and CIREQ, GREQAM Université d’Aix-Marseille)
Tony Lancaster (Brown University)
Gael Martin (Monash University)
Christian P. Robert (Université Paris Dauphine)
Richard T. Baillie (Michigan State University/ Queen Mary University of London)
Gabriele Fiorentini (University of Florence)
Markus Jochmann (Strathclyde University)
Andrzej Kocięcki (National Bank of Poland)
Gary Koop (Strathclyde University)
Dimitris Korobilis (Strathclyde University)
Roberto Leon-Gonzales (GRIPS)
John Maheu (University of Toronto)
Camilla Mastromarco (University of Salento and CESifo)
Alessia Paccagnini (Università Bocconi)
Gianluigi Pelloni (Università di Bologna)
Matthew C. Pollard (Australian National University)
Wolfgang Polasek (Institute for Advanced Studies)
Simon Potter (Federal Reserve Bank of New York)
Rodney Strachan (University of Queensland)
Xiaoneng Zhu (Nanyang Technological University)
Organizers:
Rodney Strachan (University of Queensland and The Rimini Centre for Economic Analysis)
Location:
Room "Alberti 1" - Faculty of Economics, Via Q. Sella 13, Rimini
Room "Alberti 2" - Faculty of Economics, Via Q. Sella 13, Rimini
Forthcoming Event
July 7, 2009
Keynote speaker:
 David Backus is the Heinz Riehl Professor of International Economics and Finance at New York University's Stern School of Business. His interests include international capital markets, fixed income and currency derivatives, and Asian and Latin American economic history. Prior to joining Stern in 1990, he studied at Hamilton College (BA, 1975) and Yale University (PhD, 1981), taught at Queen's University and the University of British Columbia, and served at the Federal Reserve Bank of Minneapolis. He is currently an editor of the Review of Economic Dynamics and a research associate of the National Bureau of Economic Research. He grew up in Pittsburgh and remains an avid follower of the Pirates and Steelers.
Participants:
David Backus (Stern School of Business, New York University)
Gianluca Clementi (Stern School of Business, New York University; Rimini Centre for Economic Analysis)
Massimiliano Croce (Kenan–Flagler School, University of North Carolina)
Stefano D’Addona (Universita’ di Roma 3)
Fulvio Ortu ( Bocconi University )
Dino Palazzo (New York University and School of Management, Boston University)
Lukas Schmid (Fuqua School of Business, Duke University)
Organizer:
Gianluca Clementi (Stern School of Business, New York University and Rimini Centre for Economic Analysis)
Location: Room "Alberti 2" - Via Q. Sella 13, Rimini
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