A Bootstrap Stationarity Test for Predictive Regression Invalidity
- JG Smith Building, Room G22
This event is part of the Econometrics Research Group Seminar Series.
Speaker: Professor Robert Taylor
Robert Taylor took his PhD from Cambridge University in 1997. He has previously held academic posts at the Universities of York, Birmingham and Nottingham. He is a fellow of the Journal of Econometrics. Robert is Editor-in-Chief of the Journal of Time Series Analysis, a Co-Editor of Econometric Theory, and an Associate Editor of The Econometrics Journal and of Econometrics Reviews.