Time Series I

ESEM
Presenter(s) Type Length Chair
Yifan Li Alessio Volpicella Tobias Hartl Dante Amengual Hanbat Jeong Contributed 26/08 09:00 UTC
120
mins
Anders Kock

Papers

(Listed in order of presenters above)

Correcting the Finite Sample Bias of the Sample Cross-Covariance Estimator

Read paper

Identification of Uncertainty Shocks

Read paper

Monitoring the pandemic: A fractional filter for the COVID-19 contact rate

Read paper

Moment tests of independent components

Read paper

A matrix exponential time specification

Read paper