Time series econometrics and forecasting constitute a dynamic research area that combines sophisticated statistical methodologies with economic theory to model, interpret and predict economic and ...

From input costs to water usage and crop rotations, technology is transforming how producers plan for the future. At ...

This is a preview. Log in through your library . Abstract Limit theory with stochastic integrals plays a major role in time series econometrics. In earlier contributions on weak convergence to ...

For full instructions on how to apply for short courses, please contact the Centre for Flexible and Continuing Education - [email protected] The primary objective of this short course is to provide ...

We propose an intuitive and simple-to-use procedure for estimating the cointegration rank of a high-dimensional time series system with possible breaks. Based on a similar idea to a principal ...

Statistics takes the numbers that you have and summarises them into fewer numbers which are easily digestible by the human brain The Joint Econometrics and Statistics Seminar Series is organised ...