TIME SERIES II
Monday 26th August 2002,
14:30 - 16:00
Room: 5.8
Session Chair(s):
Chris Heaton, Macquarie University, AUSTRALIA
Category: Econometrics
FACTOR FORECASTS FOR THE UK
|
|
Presenter(s): |
Anindya Banerjee, European University Institute, ITALY |
|
|
Co-Author(s): |
Michael Artis, EUI, Florence, Italy , ITALY and Massimiliano Marcellino, Bocconi University, ITALY |
A PARTITIONING APPROACH TO THE SPECIFICATION OF LARGE VAR MODELS: WITH AN APPLICATION TO THE DAX30 SERIES
|
|
Presenter(s): |
Michael A. Hauser, Vienna University of Economics and BA, AUSTRIA |
|
|
Co-Author(s): |
none |
IDENTIFICATION AND ESTIMATION OF CAUSAL FACTOR MODELS OF STATIONARY TIME SERIES
|
|
Presenter(s): |
Chris Heaton, Macquarie University, AUSTRALIA |
|
|
Co-Author(s): |
Victor Solo, UNSW, AUSTRALIA |
Total Papers in This session: 3
Session Ref: 343
|
