Welcome to XIt Workshop in Time Series Econometrics
Time Series Econometrics has been one of the most productive areas in quantitative economics in recent years. Along with the progress in theory and computation, great possibilities for applications have opened up in several economic fields, both for academics and professional practitioners. For these reasons, a group of us who are very devoted to this subject consider that it deserves a more prominent place in both national and international meetings. The main objective of this WTSE is to fill this gap.
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WTSE wishes to bring together academics and non-academic professional practitioners working in Time Series Econometrics in Spain, both in the theoretical and applied dimensions.
We hope this meeting does not suffer any structural break with respect to previous events and that we can carry on enjoying a long time series, without sample size problems, with a deterministic trend towards quality, with long memory and with a common factor based on getting together and enjoying our work in such a stimulating area as Time Series. Even so, we should leave room for some stochastic or random elements.

Due to the health restrictions, all the sesions will be online from the Paraninfo de la Universidad de Zaragoza (Zaragoza, Spain). Details will be given later.

The provisional programme is now available here

 Keynote Speakers
  • Manuel Arellano (CEMFI, Madrid)
  • Valentina Corradi (University of Surrey)
  • Óscar Jordá (University of California , Davis and Federal Reserve Bank of San Francisco)

  • Robin Lumsdaine (American University)
  • Elena Pesavento (Emory University)

email
[email protected] 

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phone
+34 976 76 22 21 

address
Facultad de Ciencias Económicas
Gran Vía, 2, 50005
Zaragoza, Spain