Integrated Time Series Models
This session will focus on univariate or multivariate integrated time
series
models in economics. Topics of particular interest include:
- modelling, estimation and testing of (nonlinear, fractional, seasonal..) cointegration;
- statistical inference for univariate integrated models;
- Monte Carlo studies on 1) or 2);
- empirical applications of 1) or 2) with economic data.
If you are interested in contributing to this session, please send me an
abstract of one or two pages (plain text only) by email, fax or snailmail
no later than January 15, 1999.
Uwe Hassler
Institute of Statistics and Econometrics
Free University Berlin
Boltzmannstr. 20
D-14195 Berlin
Germany
fax: ..49/30/8384142
email: uwe@wiwiss.fu-berlin.de