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

Seminars 2017/2018

 

 

Xin Zhang (Sveriges Riksbank)

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

Javier Hualde (Public University of Navarre)

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

Shin Kanaya (University of Aarhus, Denmark)

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

Siegfried Hörmann (Université libre de Bruxelles)

Date
14 December 2017
Description
On the prediction of stationary functional time series

Takashi Yamagata (University of York)

Date
08 March 2018
Description
Testing for alpha in linear factor pricing models with a large number of securities

Walter Distaso (Imperial College, London)

Date
15 March 2018
Description
Testing for jump spillovers without testing for jumps

Katsuto Tanaka (Gakushuin University, Tokyo)

Date
26 April 2018
Description
Cross-sectional effects of common and heterogeneous regressors on asymptotic properties of panel unit root tests

Josep Lluís Carrion-i-Silvestre (Universitat de Barcelona)

Date
10 May 2018
Description
Now at 3.30pm Panel data cointegration analysis with structural instabilities

Dennis Kristensen (University College London)

Date
17 May 2018
Description
Nonparametric estimation of time-varying parameters in nonlinear models

Frank Kleibergen (University of Amsterdam)

Date
07 June 2018
Description
Robust inference for consumption-based asset pricing

George Kapetanios (Kings College, London)

Date
21 June 2018
Description
Choosing between persistent and stationary volatility

 

The Granger Centre for Time Series Econometrics

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


lorenzo.trapani@nottingham.ac.uk