NBER/NSF TIME SERIES SEMINAR

Duke University, October 10-11, 1997


The 1997 meeting of the NBER/NSF Time Series Seminar was hosted jointly by the Institute of Statistics and Decision Sciences and the Department of Economics, Duke University, Durham, North Carolina. This was one of three meetings comprising Statistics Week 1997 at Duke

Organising Committee:

George Tauchen, Mike West (Chair) and Bob Winkler, Duke University

Advisory Committee :

Rob Engle, George Tiao, Ruey Tsay and Bill Wecker

The conference is supported by: