At this 15th edition of NESG conference Lukas Hoesch and Yicong Lin are among the plenary speakers. In the session on Bootstrap methods Lukas Hoesch will deliver a presentation entitled ‘Robust Inference in Structural VAR Models identified by Non-Gaussianity’. Yicong Lin will speak in the session on Time series. His presentation is titled ‘Sieve Bootstrap Inference for Time-Varying Coefficient Models’. The Time series session is chaired by Siem Jan Koopman.
EDS colleagues also participate in the poster session. Enzo D’Innocenzo presents his poster titled ‘Dynamic Partial Correlation Models’ and Siem Jan Koopman presents his poster titled ‘Panel time series models with time-varying effects’.
The Netherlands Econometric Study Group (NESG) is a yearly conference that provides a forum for econometricians from the Netherlands and beyond to exchange research ideas and developments on theoretical and applied econometrics.