School of Economics and Finance Statistics and Econometrics Workshop (incorporating the 2nd SIRE Econometrics Lecture given by Peter M. Robinson, Tooke Professor of Economic Science and Statistics, London School of Economics)

    Activity: Participating in or organising an event types › Participation in or organising a workshop, seminar, course

    Description

    Statistics and Econometrics Workshop (incorporating the Second SIRE Econometrics Lecture, given by Professor Peter M. Robinson, Tooke Professor of Economic Science and Statistics, London School of Economics)

    1100-1150 Domenico MARINUCCI (University of Rome "Tor Vergata", http://www.mat.uniroma2.it/~marinucc/): Stein-Malliavin approximations for wavelet coefficients of spherical Poisson fields

    1150-1230 Roderick McCRORIE (Economics, St Andrews): The exact asymptotic first-order bias in least squares estimation of the AR(1) model under a unit root

    LUNCH

    1330-1415 Janine ILLIAN (Statistics, St Andrews) Spatial modelling with INLA (and friends)

    1415-1500 Alessandra LUATI (Università di Bologna, http://www2.stat.unibo.it/luati/): The generalized autocovariance function (with Tommaso Proietti)

    1500-1545 Bent NIELSEN (Nuffield College, Oxford, http://users.ox.ac.uk/~nuff0078/): Asymptotic analysis of the forward search (with Søren Johansen)

    TEA AND COFFEE

    1615-1700 Peter JUPP (Statistics, http://www.mcs.st-and.ac.uk/~pej/) Spherical statistics and free lunch learning

    1700-1800
    SIRE ECONOMETRICS LECTURE
    Peter M. ROBINSON (Tooke Professor of Economic Science and Statistics, London School of Economics, http://personal.lse.ac.uk/robinso1/): Efficient inference on fractionally integrated panel data models with fixed effects (joint with Carlos Velasco)
    Period3 Apr 2013
    Event typeWorkshop
    LocationSt Andrews, United KingdomShow on map

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