2012 Sessions for William Crowder

 
Sunday
3:00 - 4:45 p.m.
SEA*
Session 20M*
Topics in Time Series Econometrics

Organizers:

William Crowder, The University of Texas at Arlington

Session Chairs:

William Crowder, The University of Texas at Arlington

Papers:

"A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data"
Aaron Smallwood, The University of Texas at Arlington (Contact Author)

"Real Volatility Spillovers in Southeast Asia"
Paul Beaumont, Florida State University
Stefan Norrbin, Florida State University (Contact Author)

"Uncertainty Is Depressing"
Kevin Grier, The University of Oklahoma (Contact Author)

"Are Consumers More Ricardian when Debt Levels Are Higher"
William Crowder, The University of Texas at Arlington (Contact Author)

Discussants:

TBA

 

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