Topics: I. Forecast Evaluation A. Review of standard results B. Comparison of a small number of non-nested models: Diebold / Mariano / West (DMW) statistic; asymptotic irrelevance C. Comparison of a small number of nested models D. Comparison of a large number of models II. Present value models...

We welcome papers on a wide variety of topics involving subjective probabilities and expectations, and using a variety of data. Here are some examples: • Empirical analyses of the formation of expectations and their properties, including their evolution in panel data. • Empirical analysis of...

The goal of the workshop is to present the state of the art of applications of partial differential equations to finance.

The Program Committees invite submissions of high quality papers from academic, government, and business economists in the field of panel data economics. Proposals for the organization of Special Sessions on specific topics (including special applications to Chinese economy) are also welcome.

This course is suitable for researchers, academics and MA and PhD students. Some background on basic econometrics and STATA software is needed to attend this course.

Time series forecasting is a challenge in many fields. In finance, experts forecast stock exchange courses or stock market indices; data processing specialists forecast the flow of information on their networks; producers of electricity forecast the load of the following day. ESTSP'07 is a...

The theme of the seminar series is Regime-Switching Models in Economics and Finance. [gemäß den Informationen des Anbieters - according to site editor's information] The website is no longer available.

Program: Patrik Guggenberger (UCLA) - "Generalized empirical likelihood tests in time series models with potential identification failure", Axel Lindner, Rolf Scheufele (IWH) - "Economic forecasting for the Euro area based on the IWH model. How can we do better?"

The conference provides researchers who use the SOEP with the opportunity to present and discuss their work with other researchers familiar with the SOEP data.Researchers in all disciplines who use either the Public-Use version of the SOEP or the GSOEP part of the Cross-National Equivalent Files...