Time: 1:00 - 6:10pm Venue: David Sizer LT
Please register to book a place for this event following the link below. Places are limited so early booking is recommended.
Register
13.00: Registration and Refreshments
13.25: Welcome
Chair: Richard Baillie, Queen Mary, University of London13.30: Keynote speech - M. Hashem Pesaran (University of Southern California, and Trinity College, Cambridge)"Econometric Analysis of Production Networks"
14.30: Ron Smith (Birkbeck, University of London), and Elisa Cavartorta (King’s College London)“Factor Models in Panels with Cross-section Dependence: an Application to the Extended SIPRI Military Expenditure Data”
15.10: Maria Kyriacou (Southampton University), Peter C. B. Phillips (Yale University), and Francesca Rossi (Southampton University)“Continuously Updated Indirect Inference in SAR Models with Unobserved Heterogeneity”
Chair: Liudas Giraitis, Queen Mary, University of London16.10: Peter M. Robinson (LSE)"Inference on Trending Panel Data"
16.50: Sean Holly (University of Cambridge), and Natalia Bailey (Queen Mary, University of London)“House Prices and Space: Size, Distance and Endogeneity”
17.30: Federico Martellosio (University of Surrey)“Adjusted QMLE for the Spatial Autoregressive Parameter”
18.10: End of Workshop
19.00: Dinner (by invitation)
The Econometrics Workshop will take place in David Sizer Lecture Theatre in the Bancroft building (#31 on the campus map). Registration and refreshments will take place in the foyer on the ground floor.
Nearby Underground stations are Mile End (Central, District, and Hammersmith & City lines; walking directions to East Gate) and Stepney Green (District and Hammersmith & City lines; walking directions to East Gate).
Organisers: Natalia Bailey and Liudas Giraitis
Sponsored by: School of Economics and Finance, Queen Mary, University of London