Scottish Institute for Economic Research (SIRE) Econometrics Workshop 2011

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


    SIRE Econometrics Workshop 2011: Models and Methods of Contemporary Econometrics
    School of Economics and Finance, University of St Andrews
    28 April 2011


    10:30 Tea, coffee and biscuits

    11:00-11:45 Andrew Harvey (University of Cambridge) “Exponential Conditional Volatility Models”

    11:45-12:30 Tommaso Proietti (Università di Roma "Tor Vergata”) “The Variance Profile”

    12:30-13:05 Francesca Rossi (LSE) “Improved Test Statistics for Pure Spatial Autoregressive Models”

    13:05-14:00 Lunch

    14:00-14:45 Stephen Pollock (University of Leicester) “Band-limited Stochastic Processes in Discrete and Continuous Time” based on two papers

    14:45-15:20 Miguel Belmonte (University of Strathclyde) “Hierarchical Shrinkage for Time-Varying Parameter Models”

    15:20-15:55 Jinhyun Lee (University of St Andrews), “A Consistent Nonparametric Bootstrap Test of Exogeneity”

    15:55-16:15 Coffee, tea and light refreshments

    16:15-17:15 Werner Ploberger (Washington University in St Louis), title to be announced

    Dinner is at 19:00 at the Byre Theatre, Abbey Street, St Andrews, KY16 9LA
    Period28 Apr 2011
    Event typeWorkshop
    LocationSt Andrews, United KingdomShow on map