[Forum SIS] Seminario Luis GIL-ALANA a UniTo

[Elvira Di Nardo]

Mercoledì 22 Maggio 2019, alle ore 11:30, presso il Dipartimento di
Matematica "G.Peano" (via Carlo Alberto 10, Torino), si terrà il seguente
seminario (Aula 5):

Luis GIL-ALANA (Navarra University)

Title: LONG MEMORY AND FRACTIONAL INTEGRATION. AN OVERVIEW

Abstract

We present two definitions of long memory and focus on a particular model
that satisfies this property which is called fractional integration.
Alternative fractionally integrated models dealing with issues such as
seasonality, structural breaks, cycliclity and non-linerities are presented
and several estimation and testing methods are proposed. A number of
empirical
applications will also be discussed at the end of the talk.

Tutti gli interessati sono invitati a partecipare.

Cordiali saluti,
Elvira Di Nardo

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Elvira Di Nardo
Dept. Mathematics "G. Peano"
University of Torino
Via Carlo Alberto 10
10123 Torino, Italia
tel. +39 0116702862
fax +39 0116702878
http://www.elviradinardo.it
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