TIME SERIES I
Sunday 25th August 2002,
14:30 - 16:00
Room: 4.3
Session Chair(s):
Aleksander Welfe, University of Lodz, POLAND
Category: Econometrics
BAYESIAN CLUSTERING OF MANY SHORT TIME SERIES
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Presenter(s): |
Sylvia Kaufmann, Oesterreichische Nationalbank, AUSTRIA |
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Co-Author(s): |
Sylvia Frühwirth-Schnatter, Vienna University of Economics and Business Administration, AUSTRIA |
SUBSAMPLING INTERVALS IN (UN)STABLE AUTOREGRESSIVE MODELS WITH STATIONARY COVARIATES
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Presenter(s): |
Noud Van Giersbergen, University of Amsterdam, NETHERLANDS |
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Co-Author(s): |
none |
INFLATION IN THE TRANSITION ECONOMY OF POLAND:AN APPLICATION OF SVEQCM
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Presenter(s): |
Aleksander Welfe, University of Lodz, POLAND |
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Co-Author(s): |
Robert Kelm, University of Lodz, POLAND and Michal Majsterek, University of Lodz, POLAND |
Total Papers in This session: 3
Session Ref: 620
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