SESSION 3.1
THURSDAY. 5th JUNE. 17.45 h.

"ECONOMETRICS"
Venue: Classroom D3.1
Moderator: Jorge V. Pérez
 
AUTHORS LEÓN GONZÁLEZ, ROBERTO
PAPER
Bayesian Inference in Generalized Gamma Processes for Stochastic Volatility
 
AUTHORS LUCIANI, MATTEO
BARIGOZZI, MATTEO
LIPPI, MARCO
PAPER
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms
 
AUTHORS NEGRÍN HERNÁNDEZ, MIGUEL ANGEL
VÁZQUEZ POLO, FRANCISCO JOSÉ
MARTEL, MARÍA
MORENO, ELIAS
GIRÓN, FRANCISCO JAVIER
PAPER
Modelo de selección de variables Bayesiana aplicada a la identificación de subgrupos en el análisis coste-efectividad
 
AUTHORS AFONSO RODRIGUEZ, JULIO A.
PAPER
A model-free CUSUM-type statistic for testing the null of cointegration