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Centre for International Macroeconomics and Finance (CIMF), University of Cambridge

Dates:
November 28-28, 2008
Description:
Forecasting Under Model Instability
Location:
Cambridge,Trinity College, United Kingdom
Subject:
Programme: - Data-Based Ranking of Realised Volatility Estimators - Bayesian Forecasting using Stochastic Search Variable Selection in a VAR - Forecasting with Equilibrium-correction Models during Structural Breaks - Forecasting Inflation by an Autoregressive Model with a Shifting Mean - Small Sample Properties of Multistep Forecasts in the Presence of Location Shifts - Multivariate Methods for Monitoring Structural Change - Forecasting Random Walk under Drift Instability [gem?_?? den Informationen des Anbieters - according to site editor's information] The website is no longer available. [Redaktion EconBiz - editors EconBiz]
Notes:
JEL Code:
E
Sponsor:
URL:

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