The Econometrics Journal News

Webcasts Reminder

  • Published Date: 25 November 2014

Webcasts available on Large Dimensional Models, Nonparametric Identification, Econometrics of Forecasting and Heterogeneity

The Econometrics Journal Special Session at the 2014 Royal Economic Society Annual Conference, in April 2014 at the University of Manchester focused on Large Dimensional Models. The invited speakers were Jianqing Fan (Princeton University) and Marc Hallin (ECARES ULB and ORFE Princeton). These Special Sessions addressed “Large Panel Test of Factor Pricing Models” and "General Dynamic Factors and Volatilities". The presentations are now available on the EctJ www site see http://live.wavecast.co/res-annual-conference/session/large-dimensional-models-econometrics-journal-special-session/the webcast here.

Previous Special Sessions have focused on Nonparametric Identification, the Econometrics of Forecasting and Heterogeneity.

Further details on all Special Sessions are available on the journal website http://www.res.org.uk/view/special-session-menu.html

It is anticipated that these webcasts will be useful for research and/or teaching activities.

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