The 1st International Conference on Time Series Econometrics (ICTSE) will take place at Room #504, Academia Hall for Social Sciences (Building #42), Rokkodai 1st Campus, Kobe University at 10:20-15:20, March 11th, 2024. Organized by Associate Professor Kaiji Motegi (Graduate School of Economics, Kobe University), ICTSE offers an invaluable opportunity for advancing international joint research on time series analysis and its applications to economic and financial data. Excellent researchers from USA, Singapore, and UK will give presentations at ICTSE:

Keynote speaker: Dr. Tatevik Sekhposyan (Associate Professor, Texas A&M University, USA)
Title of presentation: Density calibration, uncertainty, and its macroeconomic effects
Fields of expertise: Applied macroeconomics, time series analysis, economic forecasting
Main publications: AER, AEJ-Macro, JOE (4 articles), JAE
Personal website: Here

Speaker: Dr. Seok Young Hong (Assistant Professor, Nanyang Technological University, Singapore)
Title of presentation: Unified inference for long-horizon predictive regressions including mildly integrated and explosive cases
Fields of expertise: Time series analysis, econometrics, financial econometrics
Main publications: JOE (2 articles), JFEC (2 articles)
Personal website: Here

Speaker: Dr. Ekaterina Kazak (Lecturer, University of Manchester, UK)
Title of presentation: Bagged forecast combination for tail risk measures
Fields of expertise: Econometrics, financial econometrics
Main publications: JOE, JBES, IJF
Personal website: Here

In addition to these three talks, Professor Shigeyuki Hamori (Graduate School of Economics, Kobe University) will deliver a memorial lecture as he is scheduled to retire from Kobe University on March 31st; Associate Professor Motegi will also present his latest research; the conference program can be downloaded below.
ICTSE is an in-person meeting, and anyone interested can audit free of charge. Please consider attending the conference and inviting your colleagues and students. To estimate the number of participants, pre-register from the link below if you plan to join.

Outline of the International Conference on Time Series Econometrics (ICTSE):

Time & Date: 10:20-15:20, Monday, March 11th, 2024
Venue: Room #504, Academia Hall for Social Sciences (Building #42), Rokkodai 1st Campus, Kobe University
Format: In-person meeting without virtual components
Language: English
Program: Downloadable at the link below
Eligibility: Anyone interested can audit free of charge.
Pre-registration: Pre-register at the link below by Wednesday, March 6th, 2024
Contact: Dr. Kaiji Motegi (Organizer): motegi［@］econ.kobe-u.ac.jp