NBER/NSF TIME SERIES SEMINAR
Duke University, October 10-11, 1997
POSTER PRESENTATIONS
- Omar Aguilar & Mike West
- Multivariate hierarchical random effects time series models for binomial panel data
- Antoni Espasa & J M Martínez
- The VECM disaggregated approach for modelling Spanish imports when the level
- of the variable depends on the phase
of the business cycle
- David Findley, Benedikt Pötscher & C-Z Wei
- Convergence results for short memory modelling and model selection for time series
- or time series arrays
- Ashis Gangopadhyay
- A Bayesian curve fitting approach to the estimation of spectral density
- Eric Ghysels, Clive Granger & Pierre Siklos
- Seasonal adjustment and volatility dynamics
- Miguel Herce
- Modelling and estimating random structural change
- Melvin Hinich & Phillip Wild
- Testing time series stationarity
- Gabriel Huerta & Mike West
- Structured priors and model uncertainty in
autoregresive time series:
- An analysis of the Southern Oscillation Index
- Frank Kleibergen & Richard Paap
- Priors, posterior odds and Lagrange multiplier statistics in Bayesian analysis
- of cointegration
- Kazimierz Krauze
- Cointegration tests in models with structural breaks
- Gaelle LeFol, Christian Gouriéroux & Bertrand Meyer
- Analysis of order queues
- Benedikt Pötscher
- On weak dependence conditions for the output process of dynamic nonlinear models
- Wolfgang Polasek and L Ren
- Structural breaks and model selection with marginal likelihoods
- Baldev Raj & Eric Bevan
- Stock volatility of Canadian multinational banks and some large shocks
- Bonnie Ray & Ruey Tsay
- Identifying common long-range dependence in a vector time series
- Fabrizio Ruggeri & Mike West
- Nonparametric models for autoregressions with arbitrary stationary distributions
- Jeffrey Russell & Robert Engle
- Autoregressive conditional multinomial: A new model for irregularly-spaced
- discrete-valued time series data with applications for high-frequency financial data
- Bruno Sanso
- A dynamic model for tropical rainfall
- Jon Stroud & Peter Müller
- Nonlinear state space models: Locally-weighted mixtures of NDLMs
- William Wei and Paulo Teles
- The effects of temporal aggregation on testing for linearity and Gaussianity
- in time series
- Erik Zivot
- Cointegration and forward and spot exchange rate regressions