Description
SIRE Econometrics Workshop 2011: Models and Methods of Contemporary EconometricsSchool of Economics and Finance, University of St Andrews
28 April 2011
Programme:
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
| Period | 28 Apr 2011 |
|---|---|
| Event type | Workshop |
| Location | St Andrews, United KingdomShow on map |
