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Aim of the conference The aim of this two-days conference on Factor Structures for Panel and Multivariate Time Series Data is to present and discuss recent advances and new developments in specification, estimation and testing of dynamic models with factor structures for panel data and multivariate time series in economics and business. Multivariate time series and panel data sets in which the time and cross-sectional dependence is of crucial importance and can be modelled using common and idiosyncratic factor structures are available in various areas such as finance, macroeconomics, growth analysis, organization and marketing. Possible topics for conference papers are: factor structures and other forms of common features to account for cross-sectional and/or time dependence, the joint use of continuous and discrete data, non-stationarity and other forms of time variation, parametric and nonparametric methods of inference, numerical aspects of estimation and testing procedures, forecasting issues in large panel data. Applications that contribute to a better understanding of these issues will be welcome. The list is meant to be illustrative, not exhaustive. The conference will be a medium size conference (40-60 participants, no parallel sessions) with invited keynote speakers and contributed sessions. The conference will be open to faculty members and PhD students. In particular, two poster sessions will be organized specially aimed to provide a forum to young promising researchers in this field to present their theoretical and/or applied research. Local organization
Secretary
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Information for poster presentations
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