Time series econometrics and forecasting constitute a dynamic research area that combines sophisticated statistical methodologies with economic theory to model, interpret and predict economic and ...

We propose an intuitive and simple-to-use procedure for estimating the cointegration rank of a high-dimensional time series system with possible breaks. Based on a similar idea to a principal ...

Statistics takes the numbers that you have and summarises them into fewer numbers which are easily digestible by the human brain The Joint Econometrics and Statistics Seminar Series is organised ...

We propose a nonparametric estimation theory for the occupation density, the drift vector, and the diffusion matrix of multivariate diffusion processes. The estimators are sample analogues to ...

From input costs to water usage and crop rotations, technology is transforming how producers plan for the future. At ...