Advances in Econometrics Volume 43: Essays in Honor of M. Hashem Pesaran
April 03–05, 2020 Dallas Fed
The Federal Reserve Bank of Dallas will host the Advances in Econometrics conference in honor of M. Hashem Pesaran. Professor Pesaran has pioneered many areas of econometric research. The aim of this conference is to produce a research volume on the theory and practice of econometrics that is linked to, related to or inspired by the work of Pesaran.
Call for Papers
A call for papers can be downloaded here. The submission deadline is Dec. 25, 2019. The Federal Reserve Bank of Dallas and Southern Methodist University will provide partial travel support for the accepted presentations.
Possible topics include, but are not limited to:
- Nonstationary time series
- Panel data
- Model selection and testing
- Identification and solution of rational expectations models
- Aggregation in econometric modeling
- Financial econometrics and credit risk analysis
- Forecasting in the presence of structural breaks
- Macro modeling and global vector autoregressive modeling
- Econometric modeling of oil and commodity markets
About Advances in Econometrics
Advances in Econometrics is a research annual whose editorial policy is to publish original articles that contain enough detail so that nonexperts will find them accessible and useful in their work. Authors should be able to provide, upon request, data and code to facilitate replication of their results. See the Advances in Econometrics website for more information.
- April 3–5, 2020
- Federal Reserve Bank of Dallas
2200 N. Pearl Street
Dallas, TX 75201
- Alexander Chudik (email@example.com)
- Cheng Hsiao (firstname.lastname@example.org)
- Allan Timmermann (email@example.com)