Conference on
“Innovations in Time Series Econometrics”
in honor of Helmut Lütkepohl
September 23-24, 2016
DIW Berlin, Germany
The conference brings together renowned scholars from econometrics and focuses on recent advances in time series econometrics. Key topics include (1) high-dimensional VAR systems, (2) nonlinear VAR models and (3) robust inference in VARs.
The aim is to discuss new developments in the field and to stimulate the exchange between theoretical
econometrician and applied researchers. The two-day international conference is organized in honor of Helmut Lütkepohl’s scientific contributions. It takes place at the DIW (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany.