🚀 Starting in 25 minutes!

📌 Seminar: “New Robust Inference in Economics and Finance: Research Directions and Implications for Market Efficiency, Forecasting, and Econometric Analysis”

👤 Speaker: Professor Rustam Ibragimov (Imperial College, KFU, NES)

🕒 Today, 15:30–17:00 (hybrid format)
📍 KFU, Institute of Computational Mathematics and Information Technologies, Room 1206 (12th floor)
🌐 Zoom: https://us06web.zoom.us/j/81183132899?pwd=3jBRT92zqgF7Qz6hZLfUuQJkd3uTBn.1

🎯 Topic: New robust inference methods for analyzing heavy tails, volatility, and forecasting in economics and finance.

Looking forward to seeing you there!

We warmly thank all participants of the iCEBA conferences for your engagement—and if you found iCEBA valuable, we would be delighted to welcome you at this new event.

📢 Invitation to iCEBDA 2025
🗓 11–14 September 2025 | 📍 Istanbul, Türkiye

🔥 Join us at the International Conference on Econometrics and Big Data Analysis — a premier gathering of researchers, practitioners and policymakers exploring the latest in:
• Causal and robust inference
• Theoretical and Applied Econometrics
• Forecasting
• Machine learning and Big Data in Economics and Finance
• Robust statistical methods
• Network analysis
• Business analytics

🏛 Hosted by
Faculty of Business, Istanbul Bilgi University—where historic charm meets cutting‑edge facilities and academic innovation.

🎙 Keynote Speakers
• Prof. Guido Imbens (Stanford GSB)
  Nobel Laureate (2021) in Economic Sciences, authority on causal inference & instrumental variables.
• Prof. Tommaso Proietti (Univ. of Rome “Tor Vergata”)
  Expert in time‑series econometrics, famed for advances in forecasting theory.
• (More to be announced…)

📌 Important Dates
• 1 June 2025 – Submission deadline
• 15 June 2025 – Acceptance notification
• 1 July 2025 – Early registration closes

🌐 Details & Registration:
https://bechair.online/iCEBDA-2025

📝 Official Call For Papers PDF will be available for download soon.

Stay informed of all updates by joining our official iCEBDA 2025 Telegram channel:
📱 https://t.me/+G8gAh-kfs2YwYmQy

We look forward to your submissions and to meeting you in Istanbul!

iCEBDA 2025 Organizing Committee

Greetings everyone! We would like to remind about upcoming iCEBDA 25 deadline on the June 1.

🎉 Welcome to the start of our new Econometric Seminar series!

Econometric Seminars Invitation

Regular seminars where researchers and students share their work and ideas. We host two types of talks:

1. Invited Talks: Renowned international and Russian researchers present their latest studies on economics, finance, econometrics, and big data. These seminars provide insights into cutting-edge methods and discoveries.
2. Student Talks: Our students have the opportunity to introduce their research projects and receive valuable feedback from peers and professors.

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📅 Upcoming Seminar
Date & Time: 3 June, 12:00 MSK
Title: Modern causal effect estimation: theoretical foundations of double machine learning, its contrast with linear regression, and applications to quantile modeling
Abstract:
This presentation examines a modern approach to estimating causal effects in observational data, covering the process from parameter identification through to statistical inference. We compare traditional model-selection–based methodologies with newer techniques that employ robust estimators in semiparametric statistical models. The theoretical foundations of the double machine learning method are discussed, along with several recent methodological developments and estimation strategies in quantile regression models.
Speaker: Alexander M. Chentsov (MIPT; Centre for Big Data in Economics, HSE University)
Language: Russian

🔗 Zoom Link:
https://us06web.zoom.us/j/87981775145?pwd=lk4kCeSFKVzTSOSTEiniLxxT8chXbT.1

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To receive notifications about upcoming talks, register here:
https://www.bechair.online/reg/CEBDA_Talks/

Join us to learn about current research directions and engage in thoughtful discussions.

Host: Anton Skrobotov (askrobotov@hse.ru)
Centre for Big Data in Economics and Finance, HSE University

📢 Update: Submission Deadline Extended for iCEBDA 2025

Dear colleagues and friends,

Great news! We have extended the paper submission deadline for the International Conference on Econometrics and Big Data Analysis (iCEBDA 2025). You now have until 15 June 2025 to submit your abstracts and full papers.

🗓 New Submission Deadline
• 15 June 2025 – Final deadline for all submissions

📌 Revised Important Dates
• 15 June 2025 – Submission deadline (extended)
• 30 June 2025 – Acceptance notifications
• 10 July 2025 – Early registration closes

🔥 Join us in Istanbul, Türkiye, on 11–14 September 2025 to explore cutting-edge research in:
• Causal inference & robust methods
• Theoretical & applied econometrics
• Forecasting & time-series analysis
• Machine learning & Big Data in economics and finance
• Network analysis & business analytics

🏛 Hosted by Istanbul Bilgi University’s Faculty of Business, where historic charm meets academic innovation.

🎙 Keynote Speakers
• Prof. Guido Imbens (Stanford GSB), Nobel Laureate (2021)
• Prof. Tommaso Proietti (Università di Roma “Tor Vergata”)


🌐 For full details and registration, visit:
https://bechair.online/iCEBDA-2025

Stay up to date by joining our official Telegram channel:
📱 https://t.me/+G8gAh-kfs2YwYmQy

We look forward to your submissions and to seeing you in Istanbul!

iCEBDA 2025 Organizing Committee

The Department of Economics at Nazarbayev University invites paper submissions for the Central Asian Economics Conference (CAEC), which will be held from August 29-31, 2025, at Nazarbayev University, Astana, Kazakhstan. This event seeks to bring together economists connected to Central Asia - through origin, research focus, or institutional affiliation - in order to promote scholarly exchange and strengthen regional collaboration. The conference is held as part of Nazarbayev University’s 15th Anniversary celebrations. We kindly ask you to share this call for papers with colleagues whose work relates to Central Asia.
This event also marks the first step towards establishing the Central Asian Economic Association (CAEA), a platform dedicated to promoting, coordinating, and supporting economic research on the region. The Association will foster collaboration among scholars, encourage knowledge exchange, and support the development of academic initiatives focused on Central Asia, including regional conferences, a job market, and new opportunities for PhD students.
We welcome submissions in all fields of economics, including but not limited to:
• Macroeconomics
• Microeconomics
• Development Economics
• Behavioral Economics
• Econometrics
• Labor Economics
• Public Economics
• Political Economy
• Environmental and Energy Economics
• Finance and Banking
• Industrial Organization
Both theoretical and empirical contributions are welcome. Submissions from early-career researchers and PhD students are particularly encouraged.
Plenary Sessions
• Rustam Ibragimov, Imperial College London
• Round Table on Central Asian Economics Association (TBA)
• More plenary sessions might be added to the program at a later stage 
Submissions
• Submissions in all fields for both seminar and poster presentations are welcome!
• Conference website: https://caec.nu.edu.kz/
• Please submit a paper or an extended abstract (1-2 pages) and indicate if you are applying for a seminar and/or a poster presentation using the following link: https://sessionize.com/caec/
The submission deadline is July 15, 2025, at 23:59 Astana time (GMT+5).
Important Dates
• Deadline for submissions: July 15, 2025
• Decisions are communicated by: July 25, 2025
• Deadline for registration of presenters: August 1, 2025
• Registration of non-presenters: August 2 - 20, 2025
Please contact us at caec@nu.edu.kz for inquiries.

Добрый день, коллеги! Приглашаю всех подать статьи на конференцию CSoNet: The 14th International Conference on Computational Data and Social Networks. Основные темы конференции - машинное обучение, социальные сети, оптимизация и др. На днях дедлайн был продлен до 18 августа. Конференция будет проходить 14-16 декабря во Вьетнаме (Дананг). Ниже прилагаю CfP:

https://csonet-conf.github.io/csonet25/wp-content/uploads/2025/03/CSoNet_2025_CfP_upd_1.pdf

🌍 iCEBDA Seminar Series — Launching a New Online Networking Platform for Econometrics and Data Analysis

We are delighted to announce the launch of the iCEBDA Seminar Series, a new regular online seminar initiative organized by the Center for Big Data in Economics and Finance (HSE University, Moscow). This series extends the success of the recent iCEBDA-25 Conference into an ongoing digital format, bringing together researchers, students, and practitioners worldwide.

📅 The opening seminar will take place on September 29, 2025:
🔹 Recent Development in Instrument-Free Approaches to Regression Models with Endogenous Regressors
👤 Speaker: Kien C. Tran (University of Lethbridge, Canada)

Over the coming months, the program will feature distinguished scholars from Syracuse University, the University of Liverpool, the University of Birmingham, Brunel University of London, the University of Macau, ITAM (Mexico), and other leading institutions. Topics will range from clustered data inference and panel econometrics to systemic risk measures and change-point detection in time series.

🖥 Format: Online (via Zoom)
💡 Participation: Free, registration required

🔗 Full program and updates: https://economics.hse.ru/bigdata/seminars
👉 Direct registration: https://www.bechair.online/reg/CEBDA_Talks

Colleagues, perhaps this conference next week at New Uzbekistan University may be of interest:

https://newuu.uz/en/events/the-economics-of-artificial-intelligence
https://docs.google.com/forms/d/e/1FAIpQLSe4VdgJLPiJ-WzqWxvdd4vWSoH-r4PukES6l6wYTSSIGGGt-A/viewform

📢 The iCEBDA Econometric seminar

Join us on October 6 at 15:00 (Moscow time, online via Zoom) for a research seminar by

🎓 Yulong Wang (Syracuse University)
Talk: “Genuinely Robust Inference for Clustered Data”

The seminar will present new methods for achieving robust statistical inference with clustered data, highlighting theoretical foundations and applications in empirical economics.

🔗 Register here: https://economics.hse.ru/bigdata/seminars

📢 The iCEBDA Econometric seminar

Join us on October 13 at 12:00 (Moscow time, online via Zoom) for a research seminar by

🎓 Bogdan Potanin (HSE, Moscow)
Talk: “Double machine learning for causal inference in multivariate sample selection model”

The seminar will present novel Plug-in and Double Machine Learning (DML) estimators for causal effects (ATE, ATET, LATE). The proposed DML estimators are doubly robust and based on efficient influence functions. Simulation evidence shows that ignoring multivariate sample selection leads to significant bias, while the new methods effectively correct it.

🔗 Register here: https://economics.hse.ru/bigdata/seminars

📢 The iCEBDA Econometric seminar

Join us on October 17, 2025 at 12:00 noon (Moscow time, online via Zoom) for a research seminar by

🎓 Abderrahim Taamouti (University of Liverpool)

Talk: “Systemic Growth-at-Risk and Growth Spread Measures”

The seminar will present two novel sets of forward-looking macroeconomic metrics: Systemic Growth-at-Risk (GaR) Measures, which capture the cross-country transmission of growth risks, and Growth Spread Measures, which assess the net growth benefits of regional integration. Using advanced multivariate GARCH models, the study applies this framework to the European Union, revealing how integration simultaneously fosters shared growth potential and heightens exposure to systemic shocks.

🔗 Register here: https://economics.hse.ru/bigdata/seminars

📢 The iCEBDA Econometric seminar

Join us on October 27, 2025 at 15:00 (Moscow time, online via Zoom) for a research seminar by

🎓 Stepan Novikov (Bank of Russia)

Talk: “Productivity and Efficiency Trends of Russian Firms in 2017–2023”

This seminar will present a stochastic frontier analysis of Russia's total factor productivity (TFP) from 2017-2023. The study decomposes TFP growth into shifts of the technological frontier and changes in firms' efficiency. The author assesses the distinct impacts of the pandemic and the 2022 crisis across economic sectors, revealing that efficiency changes were a primary driver of TFP dynamics. The results highlight a partial recovery in 2023, which largely bypassed exporters, wholesale trade, and the information and communication sectors.

🔗 Register here: https://economics.hse.ru/bigdata/seminars

📢 The iCEBDA Econometric seminar

Join us on November 10, 2025 at 12:00 (Moscow time, online via Zoom) for a research seminar by

🎓 Marco Barassi (University of Birmingham)

Talk: "Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects"

This seminar will present research that introduces unit-specific heterogeneity into panel data threshold regression. The study develops a comprehensive asymptotic theory for models with heterogeneous thresholds, heterogeneous slope coefficients, and interactive fixed effects. The estimation methodology employs the Common Correlated Effects approach, maintaining computational simplicity while handling heterogeneous coefficients. The research also proposes tests for linearity and a modified information criterion for selecting between different model specifications.

🔗 Register here: https://economics.hse.ru/bigdata/seminars

Dear colleagues,
We welcome submissions to

Econometrics and Big Data Analysis - Proceedings of iCEBDA 2025
The proceedings volume is dedicated to recent advances and current issues in econometrics, business analytics, big data, and related fields. The volume includes several research papers presented at the International Conference on Econometrics and Big Data Analysis, iCEBDA 2025, held in Istanbul, Türkiye, on 11-14 September 2025 that provided an international forum for researchers, practitioners, and policymakers to discuss current and future research directions in the above fields. The research presented in the volume relates, among others, to the following areas of research discussed at the conference:
• Crises, extremes, bubbles, tail risk, and structural breaks in economic and financial markets
• Financial contagion and dependence in economics and finance
• Robust econometric and statistical methods
• Machine and deep learning applications in econometrics, economics, and finance
• Econometrics for comparative economic studies
• Endogeneity in economic and econometric models
• Agent-based modeling and optimization methods
• Network analysis in economics and finance
• Econometrics for policy analysis
• Big data methods in economics and finance.
The research presented in the proceedings is of interest to researchers, students, professionals and policymakers concerned with the analysis and forecasting of economic and financial markets.

Editors: Rustam Ibragimov (Imperial College Business School and New Economic School)
Artem Prokhorov (the University of Sydney Business School)
Submissions by 15 December 2025 at https://meteor.springer.com/iCEBDA2025

📢 The iCEBDA Econometric seminar

Join us on December 1, 2025 at 12:00 (Moscow time, online via Zoom) for a research seminar by

🎓 Yiannis Karavias (Brunel University London)

Talk: "Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics"

This seminar will explore fundamental advances in panel data analysis. Discover how Interactive, Grouped, and Non-separable Fixed Effects move beyond traditional models to better capture unobserved heterogeneity. The speaker will provide a practical guide to new estimation methods and diagnostic tests, showing through empirical studies how these approaches can lead to significantly different—and more robust—results compared to conventional methods.

🔗 Register here: https://economics.hse.ru/bigdata/seminars

📢 The iCEBDA Econometric seminar

Join us on February 16, 2026 at 17:00 (Moscow time, online via Zoom) for a research seminar by

🎓 Weifeng Jin — Instituto Tecnológico Autónomo de México (ITAM)

Talk: "Estimation of Time Series Models Using the Empirical Distribution of Residuals"

This seminar introduces a novel estimation framework for general linear time series models, including those that are noninvertible or noncausal — representations increasingly used in macroeconomics and finance to capture nonlinear dynamics driven by future expectations. The proposed method exploits the empirical cumulative distribution function of residuals and relies on the generalized spectral cumulative function to characterize pairwise dependence across lags. The talk will cover asymptotic theory using smoothed CDF approximations, efficiency gains through scaling parameter selection, and finite-sample performance via Monte Carlo simulations. An empirical illustration is provided by modeling the daily trading volume of Microsoft stock using noncausal autoregressive models.

🔗 Register here: https://economics.hse.ru/bigdata/seminars

📢 The iCEBDA Econometric seminar

Join us on March 23, 2026 at 12:00 noon (Moscow time, online via Zoom) for a research seminar by

🎓 Lorenzo Trapani — University of Pavia

Talk: "A general randomized test for Alpha"

This seminar introduces a novel methodology for testing the null hypothesis of zero alphas (jointly zero pricing errors) in linear factor asset pricing models with observable and tradable factors. The proposed randomized test requires no covariance matrix estimation, accommodates strong cross-sectional dependence, and handles panels where the number of assets N may grow faster than the time periods T. The procedure is robust to conditional heteroskedasticity and non-Gaussian distributions. The empirical application illustrates the testing approach using linear factor models for S&P 500 constituents.


🔗 Register here: https://economics.hse.ru/bigdata/seminars

📢 The iCEBDA Econometric seminar

Join us on April 20, 2026 at 12:00 noon (Moscow time, online via Zoom) for a research seminar by

🎓 Valentina Corradi (NYU Abu Dhabi)

Talk: "Sparsity Tests for High Dimensional Time Series Regression"

This seminar introduces a new Hausman-type test for exact sparsity in high-dimensional linear time series models — where the number of predictors may exceed the sample size. The null hypothesis assumes at most k₀ regressors have non-zero coefficients. The procedure requires no covariance matrix estimation, works under general dependence, and uses a sequential testing approach to determine the sparsity bound. The speaker establishes the validity of block bootstrap critical values and shows via simulations that the test performs well in finite samples. An empirical application to U.S. macroeconomic and financial data reveals that very sparse models often suffice, even with a large set of candidate predictors.

🔗 Register here: https://economics.hse.ru/bigdata/seminars