Talks

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1

Guest speaker

"Rank-robust Wald-type tests: a regularization approach", Guest Speaker, Econometric Seminar, PennState University, February 16, 2016. 

Hypothesis tests when rank conditions fail: a smooth regularization approach, Guest Speaker, Econometric Seminar, University of California at Berkeley, February 10, 2011.

Hypothesis tests when rank conditions fail: a smooth regularization approach, Guest Speaker, Econometric Seminar, University of California at San Diego, February 8, 2011

Hypothesis tests when rank conditions fail: a smooth regularization approach, Guest Speaker, Econometric Seminar, University of California at Riverside, February 7, 2011.

Privatization and Globalization: an Empirical Analysis, Guest Speaker, The Bank of Canada, January 28, 2011.

Hypothesis tests when rank conditions fail: a smooth regularization approach, Guest Speaker, Actuarial Science and Mathematical Finance Seminars, University of Toronto, September 30, 2010.

Privatization and Globalization: an Empirical Analysis, Guest Speaker, The Graduate School of Finance, KAIST, Seoul, August 25 2010.

Wald and GMM-based score tests when rank conditions fail: a regularization approach, Guest Speaker, Marcel Dagenais Econometric Seminar, Department of Economics, University of Montreal, October, 30th 2008. 

2

Meetings

“Agency costs and the effect of product-market competition on the cost of capital,” the 2020 HEC-McGill (Desmarais Montréal) Winter Finance Meeting, Mont-Tremblant, January 31-February 1, 2020.

“Agency costs and the effect of product-market competition on the cost of capital,” the 32nd Australasian Finance and Banking Conference, Sydney, December 16-18, 2019.

“Rank-Robust Wald-type tests: a regularization approach,” Conference in Honor of Jean-Marie Dufour, Montréal, May 7-8, 2016.

“Credible Reforms and Stock Return Volatility: Evidence from Privatization,” (55th) Société Canadienne de Sciences Économiques (SCSE) Conference, Montréal, May 13-15, 2015.

“Does Competition Matter for Corporate Governance? The role of Country Characteristics,” (11th) International Paris Finance Meeting, Paris, December 19, 2013. 

Simulation-based regularized tests in the presence of singular covariance matrices, NBER-NSF time series conference, University of Aarhus, September, 12-13 2008.

Exact tests for testing short- and long-memory features for stochastic volatility models, MCQMC08 conference, Montréal, July 6-11 2008.

Regularized inference in a GMM framework, CIREQ Conference on GMM, Montréal, November 16-17 2007.

A Quasi-likelihood Approach based on Eigenfunctions for a bounded-valued Jacobi process with an application to bond default probability estimation, International workshop on Computational and Financial Econometrics, Genève, April, 20-22 2007.

First Symposium in Econometrics Theory ans Applications, SETA meeting in Taipei, May 2005.
Financial Econometrics Conference, 16-17 May 2005, CIRANO

Quantitative methods in finance, Sydney December, 15-18 2004
3rd Annual Advances in Econometrics Conference, November, 5-7 2004, LSU, Baton Rouge

EEA-ESEM 2004, European Meeting of the Econometric Society, August , 20-242004, Universidad Carlos III de Madrid

Econometric Society, 2004 North American Meeting, June, 17-20 2004, Brown University, Providence, Rhode Island

Financial Econometrics Conference, May, 7-8 2004, CIRANO