Time series workshop Organised by: Raffaella Giacomini (UCL and cemmap) and Nour meddahi (Imperial) - 11 January 2008
Programme
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Papers
The empirical process of autoregressive residuals (Eric Engler and Bent Nielsen)
Estimation of panel data models with parameter heterogeneity when group membership is unknown (Chang-Ching Lin and Serena Ng)
Specification for lattice processes (Javier Hidalgo)
Inference regarding multiple structural changes in linear models estimated via two stage least squares (Alastair R. Hall, Sanggohn Han and Otilia Boldea)
