CATE workshop on applied and theoretical econometrics

The Centre for Applied and Theoretical Econometrics (CATE), with support from the Centre for Applied Macro- and Petroleum Economics (CAMP), is organising a half-day workshop on applied and theoretical econometrics.

BI Oslo (Nydalen), 6 September 2016, room C2-095


09.00-09.10 Opening remarks

09.10-09.40 Limit Theorems for Residuals from VARMAX Models, by Steffen Grønneberg (BI Norwegian Business School)

09.40-10.10 Errors-in-variables system identification using structural equation modeling, by David Kreiberg (BI Norwegian Business School)

10.10-10.20 Coffee break

10.20-10.50 On Bank of England Forecast Reports, by James Reade (Univ. of Reading)

10.50-11.20 Parameter estimation in non-linear and non-Gaussian state space models, by Christian Brinch (BI Norwegian Business School)

11.20-11.30 Coffee break

11.30-12.00 Least squares estimation for GARCH (1,1) model with heavy tailed errors, by Giuseppe Storti (Univ. of Salerno)

12.00-12.30 Models of Financial Return with Time-Varying Zero Probability (PDF), by Genaro Sucarrat (BI Norwegian Business School)

12.30-13.30 Lunch

Last updated 1 September 2016