3rd Annual Conference: Recent Developments in Time Series Econometrics

Local Organisers: Robert Taylor, Stephen Leybourne, David Harvey

The Granger Centre for Time Series Econometrics is pleased to announce that it will run its third annual conference on the theme Recent Developments in Time Series Econometrics in September 2009.

View the programme (PDF)

PDF versions of some of the papers presented at the conference can be downloaded by clicking on the titles below:

• Chevillon, G.: "Multi-step forecasting in the presence of location shifts"
• Bandi, F. M., Corradi, V. and Molochetaso, G.: "Bandwidth selection for continuous-time Markov processes"
• Hsu, P.-H., Hsu, Y.-C. and Kuan, C. M.: "Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias"
• Stamatogiannis, M. P.: "Asymptotically similar unit root tests in the presence of autocorrelated errors"
• Kapetanios, G., Pesaran, M. H. and Yamagata, M. P.: "Panels with nonstationary multifactor error structures"