Time series workshop

Time series workshop
Organised by: Raffaella Giacomini (UCL and cemmap) and Nour meddahi (Imperial) – 11 January 2008

Programme

Download programme

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)
 

Event

Time series workshop

11 January 2008

Organiser: Raffaella Giacomini
Venue: The Institute for Fiscal Studies