Inaugural Scottish Institute for Research in Economics (SIRE) Econometrics Workshop

  • McCrorie, R. (Member of organising committee)
  • Gary Koop (Member of organising committee)

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


    The First SIRE Econometrics Workshop on "Recent Developments in Econometric Time Series Analysis" will be held on 3 December, 2008 at the University of St. Andrews. The speakers will be Robert Taylor (Nottingham University) and Giuseppe Cavaliere (University of Bologna).

    Rob will give a paper entitled "Testing for unit roots in the presence of uncertainty over both the trend and initial condition"

    Giuseppe will give a paper entitled "Testing for co-integration in vector autoregressions with non-stationary volatility"

    Copies of the papers are available on the speakers' websites.


    2:55-3:00 Welcome address by Gary Koop and Rod McCrorie

    3:00-4:00 Seminar by Rob Taylor

    4:00-4:30 Coffee

    4:30-5:30 Seminar by Giuseppe Cavalieri
    Period3 Dec 2008
    Event typeWorkshop
    LocationSt Andrews, United KingdomShow on map