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.