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Workshop on “New Developments in Econometrics and Time Series”

September 10-11, 2012, Rome

The Collaborative Research Center "Statistical Modelling of Nonlinear Dynamic Processes" (SFB 823), supported by the Deutsche Forschungsgemeinschaft (DFG),  is proud to announce an international workshop on “New Developments in Econometrics and Time Series”, to be held in Rome on September 10th/11th 2012. The aim is to bring together internationally renowned experts in these areas with the researchers of SFB 823 in order to review recent developments and initiate scientific exchange. The Workshop is in part a continuation of the successful series of “Brussels-Waseda Seminars on Time Series and Financial Statistics”.


Tentative program and abstracts



Einaudi Institute for Economics and Finance (EIEF), Rome (map of the area)

  (more pictures)

Speakers and Abstracts:



Anybody interested is welcome!

Please fill in the registration form, send it to Susana Palomar (fax or scan, contact details are indicated on the form), and proceed with the payment to the account indicated on the form.


Scientific Board:

Holger Dette (Ruhr-Universität Bochum), Ursula Gather (TU Dortmund University), Marc Hallin (ECARES, Université libre de Bruxelles), Marco Lippi (EIEF, Universita di Roma La Sapienza)


Local Organization:

Marco Lippi and Susana Palomar (EIEF, Universita di Roma La Sapienza)