Program
Venue: Nuffield College, Large Lecture Room
Talks: 30 min + 5-10 min discussion

9.00-9.05: Welcome

9.05-10.20: Autometrics

Jurgen Doornik (Oxford): Econometric modelling: from art to science

David Hendry (Oxford): Detecting location shifts by step-indicator saturation (with Jennifer Castle, Jurgen Doornik and Felix Pretis)

10.50-12.50 Forward Search

Anthony C Atkinson (LSE): Monitoring Robust Regression (with Andrea Cerioli & Marco Riani)

Andrea Cerioli (Parma): Consistency and robustness of the multivariate Forward Search estimator (with Alessio Farcomeni & Marco Riani)

Bent Nielsen (Oxford): Asymptotic analysis of the Forward Search (with Søren Johansen)

13.45-15.45: Related Asymptotic theory

Søren Johansen (Copenhagen): Asymptotic theory of M-estimators for multiple regression (with Bent Nielsen)

Iliyan Gorgiev (Lisbon): Exploiting infinite variance through dummy variables in an autoregressive model (with Giuseppe Cavaliere)

Jan Amos Visek (Prague): Robustifying estimation of the model with fixed and random effects: Theoretical considerations

16.10-16.50: Hard or smooth rejection?

Elvezio Ronchetti(Geneve): Hard and smooth rejection and the related robustness aspects