Virtual Time Series Seminar

Thursdays @ 4pm (London time)

The goal of the Virtual Time Series Seminars is to advance all branches of time series analysis. The seminar provides a forum for researchers to present their work to a broad academic and professional audience.

Seminars take place on Zoom. Each seminar lasts for 60 minutes, followed by an informal discussion. The recordings of the seminars are then made available on the VTSS dedicated YouTube channel.

Here are the technical details:

click here to register on Zoom and join the seminar. Participants only need to register once to gain access to the entire series of seminars. To have the link resent to you, please register again. Registering on Zoom will also generate a Google calendar invite to all VTSS seminars, you will find it in the confirmation email. Note that the calendar does not show the names of the presenters and titles;
click here to add to your calendar a separate Google calendar showing presenters and titles, but without Zoom links;
click here to sign up to the mailing list and receive news and updates.
you can find us Twitter/X;
you can watch the recording of previous seminars on our dedicated channel on Youtube.

Feel free to get in touch by email if you have any questions.

Autumn 2025

2 October, Marcelo Fernandes (Sao Paolo). Estimation risk in conditional expectiles. Guest Panellist: Abdelaati Dalouia (Toulouse)

9 October, Sylvia Kaufman (Study Center Gerzensee). Dynamic factor models with common (drifting) stochastic trends. Guest Panellist: Massimiliano Marcellino (Bocconi)

16 October, Dennis Kristensen (UCL). Simple and robust bias correction. Guest Panellist: Indeewara Perera (Sheffield)

23 October, Juan Rubio Ramirez (Emory). TBA. Guest Panellist: TBA

30 October, Ulrich Hounyo (Albany). Projection-Based Wild Bootstrap under General Two-way Cluster Dependence with Serial Dependence. Guest Panellist: Harold Chiang (Wisconsin-Madison)

6 November, Paolo Paruolo (JRC). Canonical Correlation analysis of stochastic trends via functional approximation. Guest Panellist: TBA

13 November, Zhentao Shi (CUHK). TBA. Guest Panellist: TBA

20 November, Anders Kock (Oxford). TBA. Guest Panellist: TBA

27 November, Marine Carrasco (Montreal). Score-type tests for Markov switching models. Guest Panellist: TBA

4 December, Ilya Archakov (York). TBA. Guest Panellist: TBA

Winter 2025

15 January, Katerina Petrova (Venice). TBA. Guest Panellist: TBA

22 January, Mike West (Duke). TBA. Guest Panellist: TBA

29 January, Hilde Bjørnland (Oslo). TBA. Guest Panellist: TBA

5 February, Elena Pesavento (Emory). TBA. Guest Panellist: TBA

12 February, Dobrisalv Dobrev (FED). Missing data substitution for enhanced robust filtering and forecasting in linear state space models. Guest Panellist: TBA

19 February, Tommaso Proietti (Rome). TBA. Guest Panellist: TBA

26 February, Vanessa Berenguer-Rico (Oxford). TBA. Guest Panellist: TBA

5 March, Hashem Pesaran (USC). TBA. Guest Panellist: TBA

12 March, Juan Carlos Escanciano (Madrid). TBA. Guest Panellist: TBA

19 March, Paulo Rodrigues (Lisbon). TBA. Guest Panellist: TBA

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