Time Series Econometrics - Conference in Honour of Andrew Harvey

The Oxford-Man Institute, in partnership with the Bank of England and Journal of Applied Econometrics is delighted to host Time Series Econometrics - a conference in honour of Andrew C.Harvey's 65 year.

This 2 day, invitation only conference had a distinguished line up of invited speakers who have agreed to present their work on unobserved components and time series econometrics or related topics.

Andrew C. Harvey is well-known for his pioneering work on the use of the Kalman filter in Econometrics. His monograph “Forecasting, Structural Time Series Models and the Kalman Filter”, published in 1989 by Cambridge University Press, has been widely recognized as a key and major reference to the use of the Kalman filter and state space models in Econometrics. For example, according to Google Scholar on May 1, 2012, the book has been cited almost 5,000 times. His two textbooks “The Econometric Analysis of Time Series” and “Time Series Models” have been widely used in courses on econometrics and time series analysis, and have been quite popular amongst students and their teachers. Apart from his books, Andrew has been known to be the leading author of more than 100 articles that have been published in major journals from the fields of economics, econometrics and statistics. His many contributions on the development of the unobserved components approach to time series econometrics have been well recognized worldwide.

Please note that participation in this event is by invitation only.

Start date:
Friday, June 29, 2012 - 10:30
End date:
Saturday, June 30, 2012 - 16:30