RFE: Conference Listings
This service is joint project of RFE and EconBiz.
- Banco de Portugal; Euro Area Business Cycle Network EABCN; entre for Economic Policy Research CEPR
| Dates: | September 10-14, 2007 |
| Description: | Sixth EABCN training school Forecast Evaluation and Related Topics in Applied Time Series |
| Location: | Banco de Portugal, Lisbon, Portugal |
| Subject: | Topics: I. Forecast Evaluation A. Review of standard results B. Comparison of a small number of non-nested models: Diebold / Mariano / West (DMW) statistic; asymptotic irrelevance C. Comparison of a small number of nested models D. Comparison of a large number of models II. Present value models and random walks A. Interpretation of data from present values models when the discount factor is near one B. Using panels to estimate and forecast. [gemäß den Informationen des Anbieters - according to site editor's information] |
| JEL Code: | C |
| URL: | http://www.eabcn.org/training/lisbon_2007/index.htm |