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
| Employees | Time period | |||||
|---|---|---|---|---|---|---|
Manfred Deistler
|
|
|||||
| Benedikt M. Pötscher (external) |
|
|||||
Ulrike Schneider
|
|
|||||
Leopold Sögner
|
|
|||||
| Martin Wagner (internal) |
|
Assignment
| Organisational unit | ||
|---|---|---|
|
Fakultät für Wirtschafts- und Rechtswissenschaften
Institut für Volkswirtschaftslehre Makroökonomik und Quantitative Wirtschaftsforschung
|
Categorisation
| Funding type | Other |
| Event type |
|
| Subject areas | |
| Research Cluster | No research Research Cluster selected |
| Group of participants |
|
| Event focus |
Classification raster of the assigned organisational units:
|
| working groups | No working group selected |
Funding
Cooperations
| Organisation | Address | ||
|---|---|---|---|
Institut für Höhere Studien
|
AT - 1080 Wien |
||
Universität Wien
|
AT - 1010 Wien |
||
Technische Universität Wien
|
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 |