19 January 2010
Venue: Skeel Lecture Theatre, People's Palace, Mile End
'Strongly Dependent Economic Time Series'
Liudas Giraitis, Professor of Econometrics
Many economic time series display significant dependence between distant observations. The lecture will focus on generating mechanisms, properties and estimation methods of strongly dependent time series. It will highlight some recent theoretical developments and challenges of applied work.
Liudas Giraitis was awarded his PhD degree from Vilnius University. He was awarded the Alexander von Humboldt Research Fellowship in 1993. Following this, he conducted research at Heidelberg, Boston Universities, London School of Economics and the University of York. He joined the department of Economics at Queen Mary, University of London in 2006.