Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

 
Session Overview
Session
TSA1: Time Series Analysis I (Time Series Econometrics)
Time:
Tuesday, 19/Mar/2019:
3:20pm - 4:40pm

Session Chair: Paulo M. Rodrigues
Location: A 214
Verfügbar: Di-Fr, je 7-23 Uhr Plätze: 147 Technikausstattung: BE, CD, DIA, DVD, MF, MP, TE, V Bestuhlung: fest Grüne Tafel: ja Sonstiges: Musikw.

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Presentations
3:20pm - 3:40pm

ON THE SENSITIVITY OF GRANGER CAUSALITY TO ERRORS-IN-VARIABLES, LINEAR TRANSFORMATIONS AND SUBSAMPLING

Brian D O Anderson1, Manfred Deistler2, Jean-Marie Dufour3

1Australian National University, Canberra, Australien; 2Technische Universität Wien, Osterreich; 3McGill University, Montreal, Canada



3:40pm - 4:00pm

Fractional trends in unobserved components models

Tobias Hartl1,2, Rolf Tschernig1, Enzo Weber1,2

1University of Regensburg, Germany; 2Institute for Employment Research



4:00pm - 4:20pm

The Asymptotic Validity of ``Standard'' Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions

Oliver Stypka1, Martin Wagner1,2, Peter Grabarczyk1, Rafael Kawka1

1TU Dortmund, Germany; 2Institute for Advanced Studies, Vienna



4:20pm - 4:40pm

Multivariate Testing for Fractional Integration

Marina Balboa3, Paulo M. M. Rodrigues1, Antonio Rubia3, Robert Taylor2

1Universidade Nova de Lisboa, Portugal; 2University of Essex; 3University of Alicante



 
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