Please click here to view the conference programme.

Pdf versions of the papers presented at the conference can be downloaded by clicking on the links below:

Berkowitz, D., Caner, M. and Fang, Y., "The validity of instruments revisited"

Boswijk, H. P. and van der Weide, R., "Testing the number of factors in GO-GARCH models"

Breitung, J., "Testing for cointegration in high-dimensional systems"

Cavaliere, G., Harvey, D. I., Leybourne, S. J. and Taylor, A. M. R., "Testing for unit roots in the presence of a possible break in trend and non-
stationary volatility"

Chevillon, G., "Inference about the rank of cointegration of a locally trending VAR process"

Corradi, V., Distaso, W. and Fernandes, M., "International market links and realized volatility transmission"

Dahl, C. M. and Iglesias, E. M., "The limiting properties of the QMLE in a general class of asymmetric volatility models"

Davidson, J. and Hashimzade, N., "Type I and Type II fractional Brownian motions: a reconsideration"

Davidson, R., "Size distortion of bootstrap unit root tests"

Flury, T. and Shephard, N., "Particle filters for likelihood based inference and parameter estimation in dynamic economic models"

Gonçalves, S., "The panel moving blocks bootstrap"

Guggenberger, P., "On the impact of a pretest of the random effects specification in a panel data model"

Halunga, A., Osborn, D. R. and Sensier, M., "Do breaks matter when testing the order of integration? Evidence from G7 and Euro area inflation"

Hidalgo, J., "Goodness of fit for lattice processes"

Hounkannounon, B., "Bootstrap for panel regression models with random effects"

Marsh, P., "Saddlepoint approximations for the unit root power envelope"

Martin, G., McCabe, B. and Harris, D., "Nonparametric probability forecasting: assessment and application to counts"

Sayginsoy, O. and Vogelsang, T., "Testing for a shift in trend at an unknown date: a fixed-b analysis of heteroskedasticity autocorrelation robust
OLS based tests"