Workshop: International workshop on High-Dimensional Time Series and Panel Data
The Department of Econometrics and Business Statistics at Monash Business School is hosting an International Workshop on High-Dimensional Time Series and Panel Data. This two day workshop welcomes distinguished speakers from some of the world's best institutions: The University of Cambridge and Columbia University.
We are pleased to announce distinguished speakers in the field, editors of prominent journals in econometrics. Notably Professor Oliver Linton from the University of Cambridge and Professor Serena Ng from Columbia University, as Co-Editors of The Journal of Econometrics.
The speakers will focus on the most recent development in high-dimensional time series and panel data analysis and their applications in business, climatology, economics, energy, finance and other fields.
The ground breaking research of the keynote speakers is closely connected with the research activities of the Monash Business School funded International Network on High-Dimensional Dynamic Systems. We look forward to enhancing this collaboration and the strength of Monash researchers within the field. The Department of Econometrics and Business Statistics is ranked at the top ten in the world by RePEc.
Keynote Speakers
Professor Oliver Linton is a Professor of Political Economy at The University of Cambridge.
Professor Linton is a highly ranked and cited econometrician, and a world leader in econometrics and financial econometrics. He was previously a Professor of Economics at Yale University between 1998-2000 and a Professor of Econometrics at London School of Economics from 1999 to 2011. Oliver Linton is a Fellow of the British Academy and the Econometric Society. He has given a number of keynote speeches at leading international conferences and workshops in econometrics, financial econometrics and statistics.
Professor Serena Ng is a Professor of Economics at Columbia University.
Professor Ng was a Professor of Economics at The University of Michigan from 2003 to 2007. She is one of the most highly cited econometricians for her work in the area of factor models, and a world leader in time series and econometrics of big-data. Serena Ng is a Fellow of both the Econometric Society and the Society for Financial Econometrics. From January 2019 she will be the Managing Editor of The Journal of Econometrics. Professor Ng has been a keynote speaker at several leading international conferences and workshops in economics and econometrics.
Download the full program here.
Event Details
- Date:
- 26 November 2018 at 9:00 am – 27 November 2018 at 5:30 pm
- Venue:
- Level 1, Building H, Room H1.16, 900 Dandenong Road, Caulfield East
- Categories:
- Econometrics and Business Statistics
Description
The Department of Econometrics and Business Statistics at Monash Business School is hosting an International Workshop on High-Dimensional Time Series and Panel Data. This two day workshop welcomes distinguished speakers from some of the world's best institutions: The University of Cambridge and Columbia University.
We are pleased to announce distinguished speakers in the field, editors of prominent journals in econometrics. Notably Professor Oliver Linton from the University of Cambridge and Professor Serena Ng from Columbia University, as Co-Editors of The Journal of Econometrics.
The speakers will focus on the most recent development in high-dimensional time series and panel data analysis and their applications in business, climatology, economics, energy, finance and other fields.
The ground breaking research of the keynote speakers is closely connected with the research activities of the Monash Business School funded International Network on High-Dimensional Dynamic Systems. We look forward to enhancing this collaboration and the strength of Monash researchers within the field. The Department of Econometrics and Business Statistics is ranked at the top ten in the world by RePEc.
Keynote Speakers
Professor Oliver Linton is a Professor of Political Economy at The University of Cambridge.
Professor Linton is a highly ranked and cited econometrician, and a world leader in econometrics and financial econometrics. He was previously a Professor of Economics at Yale University between 1998-2000 and a Professor of Econometrics at London School of Economics from 1999 to 2011. Oliver Linton is a Fellow of the British Academy and the Econometric Society. He has given a number of keynote speeches at leading international conferences and workshops in econometrics, financial econometrics and statistics.
Professor Serena Ng is a Professor of Economics at Columbia University.
Professor Ng was a Professor of Economics at The University of Michigan from 2003 to 2007. She is one of the most highly cited econometricians for her work in the area of factor models, and a world leader in time series and econometrics of big-data. Serena Ng is a Fellow of both the Econometric Society and the Society for Financial Econometrics. From January 2019 she will be the Managing Editor of The Journal of Econometrics. Professor Ng has been a keynote speaker at several leading international conferences and workshops in economics and econometrics.
Download the full program here.
Event Contact
- Name
- buseco-events@monash.edu
- Phone
- Organisation