Invited Session: IP5

Computational Econometrics

Organiser :  Erricos Kontoghiorghes
                      University of Cyprus, Cyprus

9h-10h 30      Wednesday, August 25

Chairperson :    Erricos Kontoghiorghes        Room :  Abbé Grégoire


"Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters"
Esther Ruiz and Alejandro Rodríguez
Universidad Carlos III de Madrid, Spain

" A comparison of estimators for regression models with change points"
Cathy W S Chen1, Jennifer Chan S K2and Richard Gerlach2
1Feng Chia University, Taiwan
2University of Sydney, Australia
 
"An Asymmetric Multivariate Student's t Distribution Endowed with Different Degrees of Freedom"
Marc Paolella
University of Zurich, Switzerland
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