The Workshop It-1 was the starting point of a project to bring together academics and non-academic professional practitioners working on Time Series Econometrics in Spain, from both the theoretical and applied perspectives. During this workshop, we developed objectives and the structure of future workshops. In a friendly and productive atmosphere, we participated in the following sessions:
- Jesús Gonzalo (U. Carlos III) "A walk through Clive Granger Research"
- Antonio Aznar (U. de Zaragoza) "Testing for Stationarity in a local-to-unity framework
- Laura Mayoral (Instituto de Análisis Económico) "Consistent estimation of cointegrating subspaces"
- Javier Hualde (U. Pública de Navarra)
"Consistent estimation of cointegrating subspaces"
- Cecilio Tamarit (U. de Valencia) "External imbalances in a monetary union. Does the Lawson doctrine apply to Europe"
- Tomás del Barrio (U. Islas Baleares) "Nonparametric Tests for Periodic Integration"
- Josep Lluís Carrion-i-Silvestre (U. de Barcelona) "Bounds, breaks and unit root tests"
- Gabriel Pérez Quirós (Banco de España) "Real Time Common Factor Markov Switching Models
- Carlos Velasco (U. Carlos III) "A distribution-free transform of the residuals sample autocorrelations with application to model checking"
- Simón Sosvilla (U. Autónoma de Madrid) "Detecting patterns in financial time series"