Unit Root and Cointegration Testing (URCT2005)

Venue: Faculty of Economics, University of Algarve

Location: Faro, Portugal

Event Date/Time: Sep 29, 2005 End Date/Time: Oct 01, 2005
Registration Date: Sep 20, 2005
Early Registration Date: Jul 31, 2005
Abstract Submission Date: Mar 31, 2005
Paper Submission Date: May 31, 2005
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Description

The scope of the conference understands new research on unit roots and cointegration testing encompassing such topics as:

Structural breaks
Seasonality
Panel data
Nonlinearity
Fractional processes

Submission of full length articles on theoretical or empirical contributions on the theme of the conference are welcome.


Conference Program & Organising Chairs

Helmut Lütkepohl, Dept. of Economics, European Univeristy Institute

Paulo M. M. Rodrigues, Faculty of Economics, University of Algarve


Submissions & Deadlines

Submission of papers:
Abstracts and papers should be submitted by e-mail to Helmut Lütkepohl or Paulo M. M. Rodrigues.

Jointly-authored papers:
Jointly-authored papers should be submitted by the person who will present the paper, if it is accepted. Please note that each participant may present at most one paper.

Abstract:
The abstract should be written in English. Please include the following details: (i) title of paper; (ii) name(s) of author(s); (iii) institutional affiliation and complete mailing address; (iv) e-mail address; (v) abstract of the paper of no more than 150 words; (vi) containting no symbols, references, or equations; (vii) up to ssix keywords.

Deadlines for submissions are as follows:

Abstract 31 March 2005
Full Paper Submission 31 May 2005

Contributors will be informed of the acceptance of their papers by July 15, 2005.

A special issue of Econometric Theory is planned for the theoretical papers submitted conference.

Confirmed Speakers:

Søren Johansen, Dept. of Statistics and Operations Research, University of Copenhagen

Peter C. B. Philips, Dept. of Economics, Yale University

Peter M. Robinson, Dept. of Economics, London School of Economics

Pentti Saikkonen, Dept. of Statistics, University of Helsinki

Venue

Campus de Gambelas, 8005-139 Faro
Faro
Portugal
MORE INFO ON THIS VENUE

Additional Information

Registration The registration form can be downloaded in ps or pdf format and sent by e-mail to: Susy Rodrigues or by fax to +351 289 815 937. Alternatively, you may complete and submit your registration form online. Registration fees cover access to all sessions, welcome drink, 2 lunches, conference dinner, coffee breaks, conference pack, certificate and transfers (from hotels to university and vice-versa during the 2 conference days). The fee for each accompanying person is €50 and covers the welcome drink and conference dinner. Registration fee Early Until July 31, 2005 €100 Late Aug.1 - Sept.20 €150 On-site Sept.29 - Oct.1 €200