CEBA Talk: HAC Robust Estimation and Inference for Long-Run Equilibrium Relationships

Martin Wagner has been invited to hold a talk at the renowned CEBA – Center for Econometrics and Business Analytics Research Seminar of St. Petersburg State University on 11 November 2022. The title of the presentation is “HAC Robust Estimation and Inference for Long-Run Equilibrium Relationships“.

4th QED Workshop

The 4th Quantitative Economics Workshop takes place on Tue., November 8, 2022 at 2:30pm in room B02.2.13. The title of the presentation by Christian Zwatz is “Large Sample Robust Inference in the Generalized Linear Regression Model“.

Guests welcome!

Residual Based Cointegration and Non-Cointegration Tests for Cointegrating Polynomial Regressions

Wagner, Martin (2022) “Residual Based Cointegration and Non-Cointegration Tests for Cointegrating Polynomial Regressions” accepted for publication in Empirical Economics.

3rd QED Workshop

The 3rd Quantitative Economics Workshop takes place on Tue., October 25, 2022 at 2:30pm in room B02.2.13. Follow-up on the presentation “Solving and Simulating Dynamic Macroeconomic Models” by Alexandros Konstantopoulos.

Guests welcome!