Econometric Society 57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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Keyword: TIME SERIES

The following papers have the keyword time series:

  A FLEXIBLE COEFFICIENT SMOOTH TRANSITION TIME SERIES MODEL
  Time & Location: NONLINEAR TIME SERIES II
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Medeiros, Marcelo C

  ANALYZING I(2) SYSTEMS BY TRANSFORMED VECTOR AUTOREGRESSIONS
  Time & Location: COINTEGRATION: ESTIMATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Kongsted, Hans Christian

  FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
  Time & Location: NONLINEAR TIME SERIES I
Sunday 25th August 2002, 14:30 - 16:00, Room: 1.3
  Category: Econometrics
  Presenter(s): de Jong, Robert

  IDENTIFICATION AND ESTIMATION OF CAUSAL FACTOR MODELS OF STATIONARY TIME SERIES
  Time & Location: TIME SERIES II
Monday 26th August 2002, 14:30 - 16:00, Room: 5.8
  Category: Econometrics
  Presenter(s): Heaton, Chris

  MODELING TIME SERIES COUNT DATA: AN AUTOREGRESSIVE CONDITIONAL POISSON MODEL
  Time & Location: COUNT DATA MODELS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.2
  Category: Econometrics
  Presenter(s): Heinen, Andreas

  SEMIPARAMETRIC TIME SERIES MODELS WITH NON-IID ERRORS
  Time & Location: SEMI- AND NON-PARAMETRIC METHODS III
Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.7
  Category: Econometrics
  Presenter(s): Drost, Feike C.

Total Papers Listed: 6


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57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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