The First SIRE Econometrics Workshop on "Recent Developments in Econometric Time Series Analysis" will be held on 3 December, 2008 at the University of St. Andrews. Rod McCrorie is the local organizer and the speakers will be Robert Taylor (Nottingham University) and Giuseppe Cavaliere (University of Bologna).

Rob will give a paper entitled "Testing for unit roots in the presence of uncertainty over both the trend and initial condition"

Giuseppe will give a paper entitled "Testing for co-integration in vector autoregressions with non-stationary volatility"

Copies of the papers are available on the speakers' websites.

Schedule:

2:55-3:00 Welcome address by Gary Koop and Rod McCrorie

3:00-4:00 Seminar by Rob Taylor

4:00-4:30 Coffee

4:30-5:30 Seminar by Giuseppe Cavalieri

5:30-onwards buffet dinner followed by drinks in local pub.

Note: Please email Rod McCrorie by 2 PM on Friday 28 November if you wish to attend the buffet.

Location:

The Workshop will be held in the School of Economics and Finance at St. Andrews.

The School is on the Scores in the building before the ruined castle (with postcode KY16 9AL should you be using google maps or something similar).

Instructions on getting to St. Andrews are available at:

http://www.st-andrews.ac.uk/visiting/GettingtoStAndrews/

Finances

Second class rail fare or equivalent will be refunded for academic staff (contact the local organizer, Rod McCrorie for details). 

It is hoped that PhD students attending will have their travel expenses refunded by their home universities. If this is not possible, please have your supervisor contact the local organizer.

Last Updated: November 2008.