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New Developments in Econometrics and Time Series Print
From Thursday, 12 September 2013 -  09:00
To Friday, 13 September 2013 - 17:00
Every day

The 2013 edition of the annual workshop on "New Developments in Econometrics and Time Series" will take place in Brussels on September 12-13, 2013.

Those workshops have been organized in Rome (2012, Einaudi Institute for Economics and Finance), Brussels (2011, European Centre for Advanced Research in Economics and Statistics), Dortmund (2010, Technische Universität Dortmund). They also are a continuation of the "Brussels-Waseda Seminars on Time Series and Financial Statistics" that have been organized between 2007 and 2010 in Brussels and Tokyo.

The program will include time series, dynamic factors, and functional data analysis.

Download program here

Registration : All participants are kindly requested to register by filling the following form, to be completed and send to This e-mail address is being protected from spam bots, you need JavaScript enabled to view it .
Participation the the lunches and conference dinner is also possible (see the correspong fees).

Venue: The Workshop will be hosted by ECARES (European Centre for Advanced Research in Economics and Statistics) - instructions

Organization committee: Holger Dette (Ruhr Universität Bochum), Domenico Giannone (Université Libre de Bruxelles), Marc Hallin (Université Libre de Bruxelles) and Siegfried Hörmann (Université Libre de Bruxelles)

Speakers and abstracts:

Alexander Aue, University of California Davis : The Marchencko-Pastur Law for Time Series 

Marta Banbura,  European Central Bank : Now-Casting and the Real-Time Data Flow

Matteo Barigozzi, London School of Economics : Generalized Factor Models, Cointegration and Error Correction Mechanisms

Axel Bücher, Ruhr Universität Bochum and Université catholique de Louvain : Nonparametric Tests for Constancy of a Copula 

Ngai Han Chan, Chinese University of Hong Kong : On Recent Developments of Nonstationary and Long-Memory Time Series 

Rainer Dahlhaus, Heidelberg University : Cointegration and Phase Synchronization: Bridging Two Theories

Manfred Deistler, TU Wien : VAR Models and Mixed Frequency Data

Stefan Fremdt, University of Cologne : Monitoring Autoregressive Moving Average Time Series

Raffaella Giacomini,  University College London : Forecasting with Judgment

Dominik Liebl, University of Cologne : Principal Component Analysis for Dependent Functional Data on Random Domains

Marco Lippi, Universita di Roma, La Sapienza and EIEF  : Thirteen Years of Large-Dimensional Dynamic Factor Models

Alexei Onatski, Cambridge University : Asymptotic Analysis of the Squared Estimation Error in Misspecified Factor Model 

Eftathios Paparoditis, University of Cyprus : Some Recent Developments in Bootstrapping Stationary and Non Stationary Time Series

Benedikt Pötscher, University of Vienna : Heteroscedasticity and Autocorrelation Robust Tests

Masanobu Taniguchi, Waseda University : Time Series Analysis under Non-Standard Settings

 

 

Location: Av Roosevelt 42 - Room R42.4.502
Supported by the Sonderforschungsbereich SFB 823 "Statistical modelling of nonlinear dynamic processes" of the Deutsche Forschungsgemeinschaft

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