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 10 Dec
12:05-13:05 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar (extended): Cisil Sarisoy, FED Board, Central Bank of the United States
Title: Variance Dynamics in Term Structure Models
Wed 11 Dec
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics and Business Statistics Seminar: Michael Knaus, University of St. Gallen
Title: Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence
Thu 19 Dec
12:15-15:00 | Aarhus BSS, Aarhus University, Fuglesangs Allé 4, 8210 Aarhus V, building 2626, Harvard Auditorium
PhD defence: Erik Lindén
Topic: Competition Economics and Damage Estimation - Empirical Theory and Practice

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)…


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Working papers