Session details for Topics in Time Series

Time: Sunday, 8 July, 8am - 9:30am

Room: B

Chair: Ron Bewley

Papers to be presented:

Breunig, Bob (Australian National University): Some Simple Methods for Assessing Markov Switching Models

Gulasekaran, R. (National University of Singapore): The Effects of Temporal Aggregation on Granger Causality

Shami, Roland (Monash University): The Local Level Model with a Markov Switching Drift

Yang, Minxian (University of New South Wales): Lag Length and Mean Break in Stationary VAR

Click the author's name to view the details of the paper.