| 12:00 - 13:00 |
Marco AVARUCCI (Glasgow)
Generalized Least Squares Estimation of Panel with Common Shocks (joint with Paolo Zaffaroni) |
| 13:00 - 14:00 |
LUNCH (School of Economics and Finance Foyer) |
| 14:00 - 15:00 |
Maria KYRIACOU (Southampton)
Indirect inference in Spatial Autoregressions (joint with Francesca Rossi and Peter C.B. Phillips)
|
| 15:00 - 16:00 |
Christian HAFNER (Institut de statistique and CORE, Université catholique de Louvain)
A Simple Model for Now-Casting Volatility (joint with Jörg Breitung)
|
| 16:00 - 16:30 |
TEA/COFFEE |
| 16:30 - 17:30 |
Tassos MAGDALINOS (Southampton)
Econometric Inference in the Vicinity of Unity (joint with Peter C.B. Phillips) |
| |
Drinks (The Central) and Dinner (possibly Zizzi's) |
