Workshop in Time Series
Zaragoza. April 12 -13, 2018

Previous meetings


VIIt Workshop (March 30-31, 2017)



VIt Workshop (April 7-8, 2016)


Vt Workshop (April 16-17, 2015)



VIt Workshop (April 3-4, 2014)

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IIIt Workshop (April 11-12, 2013)


IIt Workshop (April 19-20, 2012)

It Workshop (April 28-29, 2011)

It-1 Workshop (April 8-9, 2010)

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"