Time Series and Large Panels

ESEM

Presenter(s)	Type			Length	Chair	Room Number	Add to calendar
Mustafa Kilinc Vadim Marmer Alexander Mayer Julia Schaumburg	Contributed Sessions	25/08	16:00 CEST	90 mins	Julia Schaumburg	N39	Add to Calendar `2022-08-25 16:00:00 2022-08-25 17:30:00 EEA-ESEM 2022: Time Series and Large Panels. Room: N39 EEA-ESEM 2022 congress@eeassoc.org Europe/Rome public`

Join room

Papers

(Listed in order of presenters above)

Finite sample behaviour of the modified conditional sum of squares estimator for fractionally integrated models

Modeling Long Cycles

Estimation and inference in factor copula models with exogenous covariates

Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels

Finite sample behaviour of the modified conditional sum of squares estimator for fractionally integrated models

Modeling Long Cycles

Estimation and inference in factor copula models with exogenous covariates

Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels