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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]