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" "Real Volatility Spillovers in Southeast Asia" "Uncertainty Is Depressing" "Are Consumers More Ricardian when Debt Levels Are Higher" |
Discussants: |
TBA |