Centre for Dynamic Macroeconomic Analysis (CDMA) Workshop on Dynamic Econometric Models

    Activity: Participating in or organising an event typesParticipation in or organising a workshop, seminar, course


    Final Programme (F2, talks 45-50min, discussion 10-15min)

    12 - 1 Marco AVARUCCI (http://www.gla.ac.uk/schools/business/staff/marcoavarucci/; Glasgow)

    Generalized Least Squares Estimation of Panel with Common Shocks (joint with Paolo Zaffaroni)

    1 - 2 LUNCH (School of Economics and Finance Foyer)

    2 - 3 Maria KYRIACOU (http://www.southampton.ac.uk/socsci/about/staff/mk1n09.page#background; Southampton).

    Indirect inference in Spatial Autoregressions (joint with Francesca Rossi and Peter C.B. Phillips)

    3 - 4 Christian HAFNER (http://www.uclouvain.be/christian.hafner; Institut de statistique and CORE, Université catholique de Louvain).

    A Simple Model for Now-Casting Volatility (joint with Jörg Breitung)

    4 - 4.30 TEA/COFFEE

    4.30 - 5.30 Tassos MAGDALINOS (http://www.southampton.ac.uk/socsci/about/staff/am2a09.page; Southampton)

    Econometric Inference in the Vicinity of Unity (joint with Peter C.B. Phillips)
    Period16 Oct 2013
    Event typeWorkshop
    LocationSt Andrews, United KingdomShow on map