Apologies for cross-posting
CALL FOR PAPERS
International conference on
FACTOR STRUCTURES FOR PANEL AND MULTIVARIATE TIME SERIES DATA
Maastricht University
Faculty of Economics and Business Administration,
Tongersestraat 53
6211 LM Maastricht
The Netherlands
September 19-20, 2008
Keynote Speakers:
Marc Hallin (ECARES, Université Libre de Bruxelles)
Hashem Pesaran (University of Cambridge)
Mark Watson (Princeton University)
Submission: Papers should be submitted via conferencemaker
https://editorialexpress.com/conference/FEBA25
Submission is now open and papers are welcome. The deadline for submitting
papers is June 15th. Final decisions will be communicated by July 1st.
Aim of the conference
The aim of this two-days conference on Factor Structures for Panel and
Multivariate Time Series Data is to present and discuss recent advances
and new developments in specification, estimation and testing of dynamic
models with factor structures for panel data and multivariate time series
in economics and business. Multivariate time series and panel data sets
in which the time and cross-sectional dependence is of crucial importance
and can be modelled using common and idiosyncratic factor structures are
available in various areas such as finance, macroeconomics, growth
analysis, organization and marketing. Possible topics for conference
papers are: factor structures and other forms of common features to
account for cross-sectional and/or time dependence, the joint use of
continuous and discrete data, non-stationarity and other forms of time
variation, parametric and nonparametric methods of inference, numerical
aspects of estimation and testing procedures, forecasting issues in large
panel data. Applications that contribute to a better understanding of
these issues will be welcome. The list is meant to be illustrative, not
exhaustive.
The conference will be a medium size conference (40-60 participants, no
parallel sessions) with invited keynote speakers and contributed sessions.
The conference is open to faculty members and PhD students. In particular,
two poster sessions will be organized specially aimed to provide a forum
to young promising researchers in this field to present their theoretical
and/or applied research.
Local organization
• Franz C. Palm (Maastricht University)
• Jean-Pierre Urbain (Maastricht University)
Programme committee
• Joerg Breitung (University of Bonn)
• Franz C. Palm (Maastricht University)
• Jean-Pierre Urbain (Maastricht University)
• Joakim Westerlund (Lund University)
Conference webpage: http://www.personeel.unimaas.nl/j.urbain/conference.htm
Conference Email: [log in to unmask]
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