Workshop on Dynamic Econometric Models

16 October 2013

Castlecliffe, School of Economics & Finance
University of St Andrews


Wednesday 16th October 2013

12:00 - 13:00 Marco AVARUCCI (Glasgow)
Generalized Least Squares Estimation of Panel with Common Shocks (joint with Paolo Zaffaroni)
13:00 - 14:00 LUNCH (School of Economics and Finance Foyer)
14:00 - 15:00 Maria KYRIACOU (Southampton)
Indirect inference in Spatial Autoregressions (joint with Francesca Rossi and Peter C.B. Phillips)
15:00 - 16:00 Christian HAFNER (Institut de statistique and CORE, Université catholique de Louvain)
A Simple Model for Now-Casting Volatility (joint with Jörg Breitung)
16:00 - 16:30 TEA/COFFEE
16:30 - 17:30 Tassos MAGDALINOS (Southampton)
Econometric Inference in the Vicinity of Unity (joint with Peter C.B. Phillips)
  Drinks (The Central) and Dinner (possibly Zizzi's)