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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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