Hello Frank
How time is flying. The Conference is next week! Do you have a copy of your paper? I am intending to put all the papers on the conference website and I would be glad to receive your paper as soon as it is available. I look forward to meeting up with you again. Incidentally, it seems that sending out the conference programme via the Study Group list had some effect. There are two conferees coming from Germany, for example, who are unknown to me. Actually there has also been a late burst in the numbers due to support from economists at Kent. Best wishes. Garry.
Garry DA Phillips
________________________________________
From: Philips, Garry
Sent: 13 August 2018 10:48:10
To: [log in to unmask]; Frank Windmeijer
Subject: Re: Econometrics Conference at the University of Kent, 7-8 September
Many thanks Frank. Best wishes. Garry.
Garry DA Phillips
________________________________________
From: A broadcast forum for applied and theoretical researchers in econometrics. <[log in to unmask]> on behalf of Frank Windmeijer <[log in to unmask]>
Sent: 13 August 2018 09:49:09
To: [log in to unmask]
Subject: Econometrics Conference at the University of Kent, 7-8 September
An Econometrics Conference, “Fifty Years of Econometrics at Keynes College”
is to be held September 7-8 , 2018, at Keynes College, University of Kent at Canterbury, UK.
This year marks the fiftieth anniversary of the opening of Keynes College at the University of Kent. This conference is held as part of the celebrations in reaching this milestone. It is organised by Professor Garry Phillips who, as a founding member of the college, gave the first lectures in Econometrics in the academic year 1968-69. The conference has no particular theme and covers a range of theoretical topics in Econometrics depending on the interests of the participants several of whom have either taught or studied at the University of Kent.
Registration for the conference can be completed by following the link below by Monday 27th August 2018. For any queries contact Garry Phillips by e-mail via [log in to unmask]
Conference link:
Here<https://kenthospitality.kent.ac.uk/Register/Registration/Welcome.aspx?e=C77A46F57F289944CBC3078FB0C5C512> is the link to the registration page.
Conference Programme
Venue: Keynes College<https://www.kent.ac.uk/maps/canterbury/canterbury-campus/building/keynes-college> KLT 2&3
Friday 7th September
9.15 am Welcoming Address
9.30 Session 1 Chair: Richard Baillie (Michigan State)
Valentina Corradi (Surrey):
Improved Tests for Robust Forecast Comparison
Robert Taylor (Essex Business School):
Parameter Instability in Predictive Regression Models
11.00 Coffee/Tea Break
11.30 Session 2 Chair: James Davidson (Exeter)
Enrique Sentana (Cemfi, Madrid):
Specification Tests for Non-Gaussian Maximum Likelihood Estimators
Grant Hillier (Southampton):
Another Conditional Likelihood Ratio Test for IV Regression
13.00 Lunch
14.00 Session 3: Chair: Robert Taylor (Essex Business School)
Peter Boswijk (Amsterdam):
Bootstrapping Non-Stochastic Volatility
Richard Baillie (Michigan State University):
How Important is Modelling Long Memory in Realized Volatility?
15.30 Coffee/Tea Break
16.00 Session 4 Chair: Denise Osborn (Manchester)
Andrew Harvey (Cambridge):
Cointegration and Control; Assessing the Impact of Events using Time Series Data
Brendan McCabe (Liverpool):
Approximate Bayesian Forecasting
17.30 End of sessions
19.30 Conference Dinner in Keynes College
Saturday 8th September
9.30 Session 5 Chair: Garry Phillips (Exeter and Alicante)
Jan Kiviet (Amsterdam):
Testing the Impossible; Identifying Exclusion Restrictions
Frank Windmeijer (Bristol):
The Confidence Interval Method of Selecting Valid Instruments
11.00 Coffee/Tea break
11.30 Session 6 Chair: Andrew Tremayne (Liverpool)
Tassos Magdalinos (Southampton):
Hypothesis Testing Under Matrix Normalisation
Katsuto Tanaka (Gakushuin University)
Computing Limiting Local Powers and Power Envelopes of Panel MA Unit Root Tests and Stationarity Tests
13.00 Lunch
End of Conference
Registration for the conference can be completed by following the link below by Monday 27th August 2018. For any queries contact Garry Phillips by e-mail via [log in to unmask]
Conference link:
Here<https://kenthospitality.kent.ac.uk/Register/Registration/Welcome.aspx?e=C77A46F57F289944CBC3078FB0C5C512> is the link to the registration page.
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