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The University of Alicante hosts the 7th Meeting of the Econometric Time-Series European Research Network

Alicante, June 15, 2011

From 16th to 17th June, he 7th Meeting of the Econometric Time-Series European Research Network (ETSERN) is scheduled to be held at the Headquarters of the
University of Alicante. Organized by the Department of Economic Analysis at the University of Alicante and directed by Professor Maria Angeles Carnero, it will count on the participation of experts and researchers in this area.

The meeting aims at bringing together European experts to join ideas on the topics related to Time Series Econometrics, a discipline that analyzes and develops models whose main objective is to predict the value taken in the future economic variables such as GDP, the unemployment rate, interest rates, volatility in financial markets, and so on.

ETSERN is a network of European research that aims at promoting and discussing methodological issues associated with the econometrics of time series. Therefore, its activities are focussed on developing research in the area of %u200B%u200Btime series in the European framework, to encourage collaboration between European researchers and promote collegiality. The main instrument for achieving these objectives is to organize scientific meetings of short duration in different parts of Europe, at a biannual basis. Each meeting has a limited number of participants which helps create a stimulating environment for discussion and knowledge transfer.

The main areas of research to which the ETSERN network is devoted are: co-integration and common features, unit roots, long memory processes, GARCH processes, volatility prediction, asymptotic theory, bootstrap and numerical methods, nonlinear time series, seasonality, and structural changes.

 

 

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