The Econometrics Journal News

Large Dimensional Models Special Session at 2014 Royal Economic Society Conference, Manchester

  • Published Date: 01 April 2014

Two presentations have been organised by The Econometrics Journal which, this year, will focus on the topic of Large Dimensional Models. These will take place in University Place Theatre A on Monday 7 April starting at 17.00

The speakers are Jianqing Fan (Princeton) who will present “Large Panel Test of Factor Pricing Models” and Marc Hallin (ECARES ULB and ORFE Princeton) whose work on "General Dynamic Factors and Volatilities" will also be presented. The session will be chaired by Richard J Smith (University of Cambridge).

Previous Special Sessions have covered the topics of Heterogeneity, Econometrics of Forecasting and Nonparametric Identification. Information on these topics has been posted as webcasts see the Special Sessions page.

You are warmly invited to attend and participate in the Large Dimensional Models Special Session next week at the 2014 Royal Economic Society Conference in Manchester.

For more information on The Econometrics Journal Special Session and RES Conference please visit the Large Dimensional Models page.

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