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:

Busetti, F. and Harvey, A., "Tests of time invariance"

Carrion-i-Silvestre, J. L. and Surdeanu, L., "Panel cointegration rank test with cross-section dependence"

Carrion-i-Silvestre, J. L., Kim, D. and Perron, P., "GLS-based unit root tests with multiple structural breaks both under the null and the alternative
hypotheses"

Cavaliere, G. and Georgiev, I., "Robust inference in autoregressions with multiple outliers"

Davidson, J. and Hashimzade, N., "Representation theory for stochastic integrals with fractional integrator processes"

Gao, J., King, M., Lu, Z. and Tjostheim, D., "New specification tests in nonlinear time series with nonstationarity"

Garratt, A., Koop, G., Mise, E. and Vahey, S. P., "Real-time prediction with UK monetary aggregates in the presence of model uncertainty"

Hansen, B. E., "Averaging estimators for regressions with a possible structural break"

Harris, D., Harvey, D. I., Leybourne, S. J. and Taylor, A. M. R., "Testing for a unit root in the presence of a possible break in trend"

Hassler, U., Rodrigues, P. M. M. and Rubia, A., "Regression-based testing for generalized cyclical fractional unit roots"

Kew, H. and Harris, D., "Fractional Dickey-Fuller tests under heteroskedasticity"

Marsh, P., "The properties of entropy for the unit root hypothesis"

McCrorie, J. R., "Representations of the moments of the Dickey-Fuller and related distributions"

Nielsen, M. O., "A tuning parameter free nearly optimal test of the autoregressive unit root hypothesis"

Pesaran, M. H., Smith, L. V. and Yamagata, T., "Panel unit root tests in the presence of a multifactor error structure"

Phillips, P. C. B. and Magdalinos, T., "Unit root and cointegrating limit theory when initialization is in the infinite past"

Westerlund, J. and Larsson, R., "A note on the pooling of individual PANIC unit root tests"