CREATES

Center for Research in Econometric Analysis of Time Series

Center for Research in Econometric Analysis of Time Series, CREATES, is a research unit at Aarhus BSS, hosted by the Department of Economics and Business Economics. The core group of members includes time series and financial econometricians from Aarhus University (Department of Economics and Business Economics) and the University of Copenhagen (Department of Mathematical Statistics).


Events

Tue 08 Dec
12:05-12:35 | Online
Joint Econometrics-Finance Lunch Seminar: Ran Xing, AU
Title: Equilibrium Distribution of Mutual Fund Investment Horizon and Value Added under Career Concern
Wed 09 Dec
14:15-15:15 | via Zoom
Econometrics and Business Statistics Seminar: Joakim Westerlund, Lund University
Title: Interactive Effects Panel Data Models with General - Factors and Regressors
Tue 15 Dec
12:05-12:35 | Online
Joint Econometrics-Finance Lunch Seminar: Salman Huseynov, AU
Title: TBA
Mon 18 Jan
15:30-18:30 | via Microsoft Teams
PhD defence: Anine Eg Bolko
Topic: Modelling and Forecasting Fractional Volatility

News

2019.10.08 | CREATES

Søren Johansen and Katarina Juselius elected as Citation Laureates by Web of Science

The Institute for Scientific Information, part of the Web of Science Group, has elected Søren Johansen and Katarina Juselius as Citation Laureates – researchers whose work is deemed to be of Nobel stature as measured by bibliometric impact. The distinction is awarded in recognition of developing the cointegrated vector autoregressive (CVAR)…



Working papers