Please click here to view the conference programme.
Pdf versions of some of the papers presented at the conference can be downloaded by clicking on the links 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"