for ETSERN (Econometric Time Series European Research Network):
ETSERN network activities within Europe aims at promoting and discussing methodological econometric time series analysis. It is a network whose
activities should develop further progression of econometric time series research in Europe
and encourage collaboration as well as collegiality. This is done by having shorter intense meetings regularly throughout Europe. The meetings will have a smaller number of participants thereby creating a stimulating intensive
environment for discussions and dissemination of knowledge. ETSERN plans to have
a working paper series which can be accessed on the ETSERN homepage.
Participation in ETSERN and ETSERN meetings is by invitation.
ETSERN intends to have 2-3 meetings annually.
Fall, 2010, University of Algarve (Paulo Rodrigues)
Spring, 2011, University of Alicante (Angeles Carnero)
Fall, 2011, Bologna or Vienna or?
A non-exhaustive list includes: cointegration and common features, unit-roots, long-memory, GARCH, volatility, forecasting, asymptotic theory, bootstrap and numerical methods, nonlinear time series analysis, seasonality, and structural breaks.