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

Seminars 2014/2015

David Harris (Monash University)

Date
30 September 2014 (16:00-17:30)
Description
"The Role of the Support in Semi-Parametric Hypothesis Testing: the Case of Testing Independence in Count Data"

Dick Van Dijk (Erasmus University Rotterdam)

Date
16 October 2014 (16:00-17:30)
Description
Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities

Andreea Halunga (University of Exeter)

Date
30 October 2014 (16:00-17:30)
Description
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models

Martin Weidner (UCL)

Date
20 November 2014 (16:00-17:30)
Description
Instrumental Variable Quantile Regressions in Large Panels with Fixed Effects

Patrick Marsh (Nottingham)

Date
03 December 2014 (14:00-15:00)
Description
Small(ish) Sample Econometrics

Ioannis Karavias (University of Nottingham)

Date
15 January 2015 (16:00-17:00)
Description
"Testing for Unit Roots in Panels with Structural Changes, Spatial and Temporal Dependence when the Time Dimension is Finite"

Giovanni Forchini (University of Surrey)

Date
05 February 2015 (16:00-17:30)
Description
Shocks in Panel Data

Jesus Gonzalo Muñoz (University Carlos III de Madrid)

Date
05 March 2015 (16:00-17:30)
Description
TRENDs in Distributional Characteristics: The case of Global Warming

Fabrizio Iacone (University of York)

Date
19 March 2015 (16:00-17:30)
Description
Autocorrelation robust inference using the Daniell kernel with fixed bandwidth

Barbara Rossi - Universitat Pompeu Fabra (UPF)

Date
14 May 2015 (16:00-17:30)
Description
Alternative Tests for Correct Specification of Conditional Predictive Densities

 

 

 

The Granger Centre for Time Series Econometrics

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


lorenzo.trapani@nottingham.ac.uk