A Bootstrap Stationarity Test for Predictive Regression Invalidity

JG Smith Building, Room G22
Thursday 6th October 2016 (13:00-14:00)
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This event is part of the Econometrics Research Group Seminar Series.

Speaker: Professor Robert Taylor

Speaker profile

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.