"Econometric and statistical modelling of multivariate time series"
Interdisciplinary Workshop
Louvain-la-Neuve (Belgium) - May 25-27, 2011
Context
This interdisciplinary workshop on multivariate time series will address substantial questions of a common interest in econometrics and statistics.
The particular topics that are covered by the meeting are:
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Multivariate volatility models
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High Frequency data
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Extreme value modelling
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Dimension reduction and Factor Models
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Time-varying parameter models and structural changes
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Forecasting
Format
The conference starts on Wednesday 25th May noon and close on Friday 27th noon.
About 15 invited speakers will present their research during these three days.
A poster session will be organised; see below for the registration details to the poster session.
Confirmed invited speakers
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Luc Bauwens (Université catholique de Louvain, CORE)
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Richard A. Davis (Columbia University)
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Christian Gouriéroux (University of Toronto & CREST)
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Christian Hafner (Université catholique de Louvain)
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Marc Hallin (Université Libre de Bruxelles, ECARES)
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Dennis Kristensen (Columbia University)
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Éric Renault (University of North Carolina)
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Johan Segers (Université catholique de Louvain, ISBA)
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Timo Teräsvirta (Aarhus University & CREATES)
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Sébastien Van Bellegem (Toulouse School of Economics & Université catholique de Louvain, CORE)
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Qiwei Yao (London School of Economics)
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Jun Yu (Singapore Management University)
This list will be completed soon.
Registration
Available soon
Scientific Committee
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Luc Bauwens
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Christian Hafner
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Rainer von Sachs
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Johan Segers
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Sébastien Van Bellegem
Location of the meeting
Salle du Sénat académique (Halles universitaires)
Place de l'Université, 1
1348 - Louvain-la-Neuve
Practical informations and accommodation
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Hotel Mercure. Booking has to be done as soon as possible!
Boulevard de Lauzelle 61
1348 Louvain-la-Neuve
Tel: (+32)10/450751
@: h2200@accor.com
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Hotel Leonardo (more difficult public transportation to LLN)
Rue de la Wastinne 45
B-1301 Wavre
Tel: (+32)10/411363
@: info.wavre@leonardo-hotels.com
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At Home Hotel (more difficult public transportation to LLN)
Place Bosch 33
B-1300 Wavre
Tel: (+32)10/228383
@: contact@at-homehotel.be
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Hotels in Brussels (30km/45' by train)
How to get to Louvain-la-Neuve?
Sponsors
Contract « Projet d'Actions de Recherche Concertées » nr. 07/12/002 of the « Communauté française de Belgique », granted by the « Académie universitaire Louvain »
Contact & Informations
Mrs Monique Tanga
ISBA / IMMAQ
Voie du Roman Pays 20
B-1348 Louvain-la-Neuve
Email :
Phone : (+32)10/47.89.62
Fax : (+32)10/47.30.32
