The Role of Initial Values in Conditional Sum-of-Squares Estimation of Nonstationary Fractional Time Series Models

Marcel-Dagenais Econometrics and Macroeconomics Seminar 2014-2015
joint with the Département de sciences économiques, Université de Montréal & CIRANO

room C-6149 (U. of Montreal, Pavillon Lionel-Groulx, 3150, rue Jean-Brillant)

Organizers : Rui Castro & Sílvia Gonçalves

30 September 2023 (ITHQ)

2 October 2023, 15:00-19:00 (Studio-Cabaret de l'Espace St-Denis)

6 October 2023 (ITHQ)

13-14 October 2023 (U. Sherbrooke)

25 October 2023 (U. Montréal)

10 November 2023, 11:30 - 13:00

16 November 2023, 12:00 - 13:30

4-5 December 2023 (Germany)

8 December 2023 (U. Montréal)

10-11 May 2024 (ITHQ)