2nd Tinbergen Institute Conference on "20 Years of Cointegration: Theory and Practice in Prospect and Retrospect"
Cointegration is a Nobel-worthy concept in econometrics. The literature contains an overwhelming amount of articles on theoretical refinements and advances of new techniques, while many practitioners rely on the basic tools as programmed in EViews and similar econometric software. Hence, 20 years after the seminal article of Engle and Granger (Econometrica, 1987), it seems relevant to look back and ahead to see what the current status is of the concept of cointegration, both in theory and in practice.
|Event dates:||2007-03-23 – 2007-03-24|
|Deadline Call for Papers:||2007-01-15|
|Classification:||C0 - Mathematical and Quantitative Methods. General|
|Event type:||Konferenzen, Tagungen; Conferences|