NBER-NSF Time Series Conference
We are pleased to bring the 2009 NBER-NSF time series conference to UC Davis. This conference ranks as the premier international meeting on the statistical analysis of time series data and attracts leading researchers from around the world. It has been held annually since the late 1970s at universities in the United States, Asia and Europe, including once at UC Davis in 1984. This year marks the 25th anniversary of that meeting, during which Robert Engle and Clive Granger and James Stock presented their seminal research on cointegration. Granger was awarded the 2003 Nobel Prize for his work on this topic.
Sadly, Clive Granger passed away on May 27, 2009 in La Jolla, CA. Clive was a brilliant researcher and a wonderful person. He will be sorely missed in the time series community.
Read Jesús Gonzalo's tribute to Clive's career.
Read more about Clive's life.
- Registration Deadline: August 31, 2009
Program Committee
- Alexander Aue (UC Davis)
- Richard Davis (Columbia University)
- Oscar Jorda (UC Davis)
- Guido Kuersteiner (UC Davis)
- Aaron Smith (UC Davis)
- James Stock (Harvard University)
- Ruey Tsay (University of Chicago)
Local Organizing Committee
- Alexander Aue (UC Davis)
- Oscar Jorda (UC Davis)
- Guido Kuersteiner (UC Davis)
- Aaron Smith (UC Davis, chair)
Please contact Mary Davis with any administrative questions about the conference.
| 2007 | University of Iowa, USA |
|---|---|
| 2008 | Aarhus, Denmark |
| 2009 | University of California, Davis, USA |
| 2010 | Duke University, USA |
