Event: 6th Vienna Workshop on High-Dimensional Times Series in Macroeconomic...
Master data
Title: | 6th Vienna Workshop on High-Dimensional Times Series in Macroeconomics and Finance |
Description: | The goal of this conference is to exchange ideas and to discuss recent results in the analysis of high-dimensional time series. As with previous workshops, a special focus will be on cross-fertilization from approaches in other areas of application. |
Keywords: | High-dimensional time series; macroeconomics, finance |
Organizers
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Manfred Deistler
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Benedikt M. Pötscher (external) |
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Ulrike Schneider
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Leopold Sögner
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Martin Wagner (internal) |
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Assignment
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Fakultät für Wirtschafts- und Rechtswissenschaften
Institut für Volkswirtschaftslehre Makroökonomik und Quantitative Wirtschaftsforschung
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Categorisation
Funding type | Other |
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Subject areas | |
Research Cluster | No research Research Cluster selected |
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Event focus |
Classification raster of the assigned organisational units:
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working groups | No working group selected |
Funding
Cooperations
Organisation | Address | ||
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Institut für Höhere Studien
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AT - 1080 Wien |
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Universität Wien
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AT - 1010 Wien |
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Technische Universität Wien
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AT - 1040 Wien |
Research activities
Projects | No related projects |
Publications | No related publications |
Events | No related events |
Lectures | No related lectures |
Lectures of the event
On (Static) Linear Transformations of VAR Models
On (Static) Linear Transformations of VAR Models
D. Bauer, A. Konstantopoulos, M. Wagner, C. Zwatz |
Robust Inference for the Long Run
Robust Inference for the Long Run
R. Kawka, M. Vetter, M. Wagner |
Integrated Modified OLS Estimation and Inference in Systems of I(2) Cointegrating Regressions
Integrated Modified OLS Estimation and Inference in Systems of I(2) Cointegrating Regressions
M. Wagner, S. Veldhuis |