Marco Tedeschi from Ancona University presented an innovative time-varying parameter panel model, estimated with #gretl, on Day 1.
Topic: Geopolitical risks and interactions with commodity prices.
Marco Tedeschi from Ancona University presented an innovative time-varying parameter panel model, estimated with #gretl, on Day 1.
Topic: Geopolitical risks and interactions with commodity prices.
Exciting research from Marco G. Ercolani at University of Birmingham comparing VECM #cointegration estimates across software packages.
A fascinating study that sheds light on the challenges of #timeseries modeling in econometric research.
Brilliant insights on "Modelling financial #timeseries with multiplicative errors" from Giampiero M. Gallo at #NYU Florence.
A captivating keynote presentation that perfectly blends theory and application.
#econometrics #economics #financialmodelling #econtwitter #gc23