Lunedì 6 Giugno alle ore 13:00 si svolgerà presso la "Sala della Grottesca" del Rettorato
il workshop on "Time Series Econometrics" organizzato dalla Prof. Camilla Mastromarco del Dipartimento di Scienze dell'Economia dell' Università del Salento.

Programma:

     13:30 Registration

• 13:45 - 14:45 Anders Rahbek (Department of Economics, University of Copenhagen, Denmark)
  “Bootstrap Based Test Of No Arch And Parameter(s) On The Boundary Of The Parameter Space”
• 14:45 - 15:45 Giuseppe Cavaliere (Department of Statistical Sciences, University of Bologna, Italy) “Bootstrapping Infinite Variance”
• 15:45 - 16:30 Luca Fanelli (Department of Statistical Sciences, University of Bologna, Italy)
  “Bootstrapping DSGE Models”

    16:30 - 17:00 coffee break

• 17:00 - 18:00 Peter Boswijk (Faculty of Economics and Business, University of Amsterdam, The Netherlands) “Identification of Long-run Effects in Near-Integrated Systems”
• 18:00 - 18:30 Luca De Angelis (Department of Statistical Sciences, University of Bologna, Italy) “Co-integration Rank Determination in Partial Systems Using Information Criteria”
• 18:30 - 19:00 Emanuele Bacchiocchi (DEMM, University of Milan, Italy)
  “On the Identification of Interdependence and Contagion of Financial Crises”
• 19:00 - 19:30 Marco Maria Sorge (Department of Economics,University of G ̈ottingen, Germany) “Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?”

     20:30 Dinner at local restaurant (Corte dei Pandolfi)

Organizer: Camilla Mastromarco (email: camilla.mastromarco@unisalento.it)

Si allega locandina