Time Series and Large Panels

ESEM
Presenter(s) Type Archive date Archive time Length
Mustafa Kilinc
Vadim Marmer
Alexander Mayer
Julia Schaumburg
Contributed Sessions
25/08/22
16:00 CEST
90 mins
Presenter(s)
Type
Archive date
25/08/22
Archive time
16:00 CEST
Length
90 mins

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