Workshop on "New Developments in Econometrics and Time Series"
September 20-21, 2018, Copenhagen
The Collaborative Research Center 823 "Statistical Modelling of Nonlinear Dynamic Processes" (SFB 823), supported by the Deutsche Forschungsgemeinschaft DFG, is proud to announce an international workshop on "New Developments in Econometrics and Time Series", to be held in Copenhagen on September 20th/21st 2018. The aim is to bring together internationally renowned experts in these areas with the researchers of SFB 823 in order to review recent developments and initiate scientific exchange.
Participation by invitation only.
Location
The Royal Danish Academy of Sciences and Letters
H.C. Andersens Boulevard 35
Copenhagen, Denmark
http://www.royalacademy.dk/da/Om-selskabet/Om-Os/Kontakt
Speakers and Abstracts
Serges Darolles, (Université Paris-Dauphine, France) - Submitted manuscript
Richard A. Davis, (Department of Statistics, Columbia University, New York, U.S.A.)
Johannes Heiny, (Department of Mathematics, Aarhus University, Denmark)
Siegfried Hörmann, (Institute of Statistics, Graz University of Technology, Austria)
Søren Johansen, (Department of Economics, University of Copenhagen, Denmark)
Claudia Kirch, (Institut für Mathematische Stochastik, Otto-von-Guericke Universität Magdeburg, Germany)
Victor Panaretos, (Institut de Mathématiques, Ecole Polytechnique Fédérale de Lausanne, Switzerland)
Daniel Peña Sánchez de Rivera, (Departamento de Estadística, Universidad Carlos III de Madrid, Spain)
Mark Podolskij, (Department of Mathematics, Aarhus University, Denmark)
Anders Rahbek, (Department of Economics, University of Copenhagen, Denmark)
Rainer von Sachs, (ISBA, Université catholique de Louvain, Belgium) - arXiv:1701.03314v4, arXiv: 1808.08764
Masanobu Taniguchi, (Department of Mathematical Sciences, Waseda University, Tokyo, Japan)
Shahin Tavakoli, (Department of Statistics, University of Warwick, Coventry, U.K.)
Chun Yip Yau, (Department of Statistics, Chinese University of Hong Kong)
Program and Slides
Program of the 9th Workshop on New Developments in Econometrics and Time Series
Serges Darolles, (Université Paris-Dauphine, France) - PDF
Richard A. Davis, (Department of Statistics, Columbia University, New York, U.S.A.) - PDF
Johannes Heiny, (Department of Mathematics, Aarhus University, Denmark) - PDF
Siegfried Hörmann, (Institute of Statistics, Graz University of Technology, Austria) - PDF
Søren Johansen, (Department of Economics, University of Copenhagen, Denmark) - PDF
Victor Panaretos, (Institut de Mathématiques, Ecole Polytechnique Fédérale de Lausanne, Switzerland) - PDF
Daniel Peña Sánchez de Rivera, (Departamento de Estadística, Universidad Carlos III de Madrid, Spain) - PDF
Mark Podolskij, (Department of Mathematics, Aarhus University, Denmark) - PDF
Rainer von Sachs, (ISBA, Université catholique de Louvain, Belgium) - PDF
Masanobu Taniguchi, (Department of Mathematical Sciences, Waseda University, Tokyo, Japan) - PDF
Shahin Tavakoli, (Department of Statistics, University of Warwick, Coventry, U.K.) - PDF
Chun Yip Yau, (Department of Statistics, Chinese University of Hong Kong) - PDF
Scientific Board
Holger Dette (Ruhr-Universität Bochum)
Marc Hallin (ECARES Universite libre de Bruxelles)
Thomas Mikosch (University of Copenhagen).
Local Organisation
Thomas Mikosch - mikosch@math.ku.dk
Jorge Yslas - jorge.yslas1@gmail.com