The Granger Centre for Time Series Econometrics
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The Granger Centre for Time Series Econometrics

Seminars

 

 

Seminars 2017/2018

Granger Centre Seminar - Siegfried Hörmann (Université libre de Bruxelles)

Date
14 December 2017 (16:00-17:30)
Location:
C43 Sir Clive Granger
Description
On the prediction of stationary functional time series (C43, SCGB)

Granger Centre Seminar - Jean-Yves Pitarakis (University of Southampton)

Date
01 March 2018 (16:00-17:30)
Location:
A2 Law and Social Sciences
Description
(A2, L&SS)

Granger Centre Seminar - Takashi Yamagata (University of York)

Date
08 March 2018 (16:00-17:30)
Location:
C43 Sir Clive Granger
Description
(C43 SCGB)

Granger Centre Seminar - Walter Distaso (Imperial College, London)

Date
15 March 2018 (16:00-17:30)
Location:
C43 Sir Clive Granger
Description
(C43, SCGB)

Granger Centre Seminar - Josep Lluís Carrion-i-Silvestre (Universitat de Barcelona)

Date
10 May 2018 (16:00-17:30)
Location:
C43 Sir Clive Granger
Description
(C43, SCGB)

Granger Centre Seminar - Dennis Kristensen (University College London)

Date
17 May 2018 (16:00-17:30)
Location:
C43 Sir Clive Granger
Description
(C43, SCGB)

Granger Centre Seminar - George Kapetanios (Kings College, London)

Date
24 May 2018 (16:00-17:00)
Location:
C43 Sir Clive Granger
Description
(C43, SCGB)

 

Previous 2017/18 seminars

Shin Kanaya (University of Aarhus, Denmark)

Date
30 November 2017
Description
Nonparametric estimation for decomposable data possibly with mixed-frequency observations

Javier Hualde (Public University of Navarre)

Date
23 November 2017
Description
Truncated sum of squares estimation of fractional time series models with deterministric trends

Xin Zhang (Sveriges Riksbank)

Date
09 November 2017
Description
Score-driven tail shape, with application to bond yields at a high frequency

 

The Granger Centre for Time Series Econometrics

School of Economics
University of Nottingham
University Park
Nottingham, NG7 2RD


+44 (0)115 951 5481
dave.harvey@nottingham.ac.uk