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

Papers

(Listed in order of presenters above)

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

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Modeling Long Cycles

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Estimation and inference in factor copula models with exogenous covariates

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

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Presentations

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