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Home | Events Archive | 28th (EC)^2 on Time-varying Parameter Models

28th (EC)^2 on Time-varying Parameter Models

  • Speaker(s)
    Christian Gourieroux (University of Toronto, Canada and Crest, France), Andrew Patton (Duke University, United States), Andre Lucas (VU Amsterdam), Torben G. Andersen (Northwestern University), Robert F. Engle (New York University), Peter R. Hansen (The University of North Carolina at Chapel Hill) et al.
  • Location
  • Date and time

    December 14 2017, 09:00 until December 15 2017, 17:00

Vrije Universiteit Amsterdam and Tinbergen Institute host the 28th (EC)2 Conference on December 14-15, 2017 in Amsterdam.

This year’s conference theme: “Time-Varying Parameter Models”.

Keynote Speakers

ET Keynote Speakers: Christian Gourieroux (University of Toronto, Canada and Crest, France) – Econometric Modelling and Transformation Groups

JEDC Keynote Speaker: Andrew Patton (Duke University, United States) – Dynamic Semiparametric Models for
Expected Shortfall (and Value-at-Risk)

Andre Lucas (Vrije Universiteit Amsterdam) – Developments in score-driven time-varying parameter models

Speakers in alphabetical order:

Torben G. Andersen (Northwestern University) , Maurice Bun (University of Amsterdam), Fabio Canova (Norvegian Business School), Giuseppe Cavaliere (University of Bologna), Ying Lun Cheung (Goethe University Frankfurt), Pavel Cizek (Tilburg University), Robert F. Engle (New York University), Ana Galvao (University of Warwick), Peter R. Hansen (The University of North Carolina at Chapel Hill), Andrew C. Harvey (Cambridge University), Bart Keijsers (Erasmus University Rotterdam), Dimitra Kyriakopoulou (Université catholique de Louvain), Young Jun Lee (University College London), Ye Lu (University of Sydney), Alessandra Luati (University of Bologna), Susana Martins (University of Minho), Nour Meddahi (Toulouse School of Economics), Mateus R. Noriller (Federal University of Santa Catarina), Simon C. Smith (USC Dornsife INET, Department of Economics, USC), Rasmus Sondergaard Pedersen (University of Copenhagen), Bas Werker (Tilburg University), Paolo Zaffaroni (Imperial College London)

Main organizers

Siem Jan Koopman (Vrije Universiteit Amsterdam and Tinbergen Institute) and Anders Rahbek (University of Copenhagen, Denmark)

Program Chair

Anders Rahbek jointly with Siem Jan Koopman

Program Committee

Francisco Blasques (Vrije Universiteit Amsterdam), Peter Boswijk (University of Amsterdam), Siem Jan Koopman (Vrije Universiteit Amsterdam), Heino Bohn Nielsen (University of Copenhagen), Rasmus Søndergaard Pedersen (University of Copenhagen), and Anders Rahbek (chair, University of Copenhagen)