This workshop is the first in a series of events that will provide a forum for time series researchers. It is organised by researchers at UCL, LSE, Tanaka Business School, Queen Mary, Oxford and Cambridge. The first meeting is sponsored by cemmap.
Keynote Speaker:
Serena Ng (Columbia University).
Other speakers include:
Available papers:
The empirical process of autoregressive residuals, Eric Engler and Bent Nielsen
Estimation of panel data models with parameter heterogeneity when group membership is unknown, Chang-Ching Lin and Serena Ng
Specification for lattice processes, Javier Hidalgo
Inference regarding multiple structural changes in linear models estimated via two stage least squares, Alastair R. Hall, Sanggohn Han and Otilia Boldea
Please let Bonnie Brimstone know if you would like to reserve a place.