{"id":14999,"date":"2025-01-09T10:18:24","date_gmt":"2025-01-09T09:18:24","guid":{"rendered":"https:\/\/ensai.fr\/?p=14999"},"modified":"2025-01-09T10:18:24","modified_gmt":"2025-01-09T09:18:24","slug":"lionel-truquet-tjalling-c-koopmans-prize","status":"publish","type":"post","link":"https:\/\/ensai.fr\/en\/lionel-truquet-tjalling-c-koopmans-prize\/","title":{"rendered":"Lionel Truquet Awarded the Tjalling C. Koopmans Prize\u00a0\u00a0"},"content":{"rendered":"<p><strong>Lionel Truquet and Zinsou Max D\u00e9baly have been awarded the &#8220;Tjalling C. Koopmans Prize in Econometric Theory&#8221; for the period 2021-2023 for their paper \u201cIterations of Dependent Random Maps and Exogeneity in Nonlinear Dynamics\u201d <\/strong><\/p>\n<p><a href=\"https:\/\/ensai.fr\/en\/equipe\/truquet-lionel\/\">Lionel Truquet<\/a> is an associate professor of Mathematics, researcher at CREST, and research director at ENSAI. His work focuses on time series analysis and dynamic models. Zinsou Max D\u00e9baly is a postdoctoral researcher at the <a href=\"https:\/\/www.usherbrooke.ca\/\" target=\"_blank\" rel=\"noopener\">University of Sherbrooke<\/a> and holds a Ph.D. in Mathematics from ENSAI and the University of Rennes.<\/p>\n<blockquote><p>The Koopmans Prize was established as a memorial to Tjalling C. Koopmans, 1975 Nobel Laureate in Economic Science, and his many lasting contributions to Econometrics.\u00a0 Since 1987, the prize has been awarded every three years.<\/p><\/blockquote>\n<p>The winning articles on this occasion were selected by the Advisory Board of the journal <a href=\"https:\/\/www.cambridge.org\/core\/journals\/econometric-theory\" target=\"_blank\" rel=\"noopener\">Econometric Theor<\/a>y (Cambridge University Press) from the articles published in the journal during the 2021-2023 period.<\/p>\n<p><strong>Debaly, Z. M. and L. Truquet (2021) \u201cIterations of Dependent Random Maps and Exogeneity in Nonlinear Dynamics\u201d, Econometric Theory, Volume 37, Issue 06, pp.1135\u20131172.\u00a0 <\/strong><\/p>\n<p>The authors discuss the existence and uniqueness of stationary and ergodic nonlinear autoregressive processes, when exogenous regressors are incorporated into the dynamic. To this end, they consider the convergence of the backward iterations of dependent random maps. In particular, the authors derive a new result when the classical condition of contraction on average is replaced by a contraction in conditional expectation. Under some conditions, they also discuss the dependence properties of these processes using the functional dependence measure of Wu (2005, Proceedings of the National Academy of Sciences 102, 14150\u201314154) that delivers a central limit theorem giving a wide range of applications. The results obtained are illustrated by conditional heteroscedastic autoregressive nonlinear models, Generalized Autoregressive Conditional Heteroskedasticity (GARCH) processes, count time series, binary choice models, and categorical time series, for which they provide many extensions of existing results.<\/p>\n<p><strong>Learn more about <a href=\"https:\/\/ensai.fr\/en\/equipe\/truquet-lionel\/\">Lionel Truquet<\/a> and <a href=\"https:\/\/ensai.fr\/en\/recherche\/themes-de-recherche\/\">research at CREST-ENSAI<\/a><\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Lionel Truquet and Zinsou Max D\u00e9baly have been awarded the &#8220;Tjalling C&#8230;. <br \/><a class=\"readmore\" href=\"https:\/\/ensai.fr\/en\/lionel-truquet-tjalling-c-koopmans-prize\/\">Lire la suite<\/a><\/p>\n","protected":false},"author":73,"featured_media":14997,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[295,185],"tags":[351,1147,343],"class_list":["post-14999","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-non-classifiee-en","category-research-innovation","tag-award","tag-distinction-en","tag-faculty"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v26.9 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Lionel Truquet Awarded the Tjalling C. 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