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(Sorry for cross-posting)
Common Features in Maastricht 14-16
December 2003 Faculty
of Economics and Business Administration of the University of
Maastricht http://www.fdewb.unimaas.nl/cfmaas/ Scope and call for papers Economic
series display a vast array of similarities, which can be removed by linearly
combining them, and are labeled Common Features. Examples are: common stochastic
trends (cointegration), common serial correlation (common cycles), codependence
(unsynchronous common cycles), common autoregressive conditional
heteroskedasticity (common ARCH), common structural breaks (co-breaking), common
seasonality, etc. These similarities have several implications for
economic-series modeling, estimation, testing and forecasting.
From
December 14th to 16th, this second edition of a specific conference on common
features is an opportunity to have an integrated view in that area, allowing for
an interesting exchange with people working in the frontier of several different
aspects of this important phenomenon. The
conference will have several invited lectures, contributed and possibly a poster
session, with open submission of papers. The idea is to have a minimum number of
sessions running concurrently so as to allow for a high-quality discussion
between speakers and audience. |