Kanchana Nadarajah
3 appearances in the program
Sessions & presentations
Advances in Time Series and Financial Econometrics
Co-Author
Presentation: Bootstrap specification tests for multivariate GARCH processes
Contributed Papers · Tue, Aug 5 , 8:30 AM
Econometric Theory, Model Misspecification, and Inference
First Author
Presentation: Estimation and Prediction in Mis-specified Fractionally Integrated Models with an Unknown Mean
Contributed Papers · Mon, Aug 4 , 8:30 AM
Econometric Theory, Model Misspecification, and Inference
Presenting Author
Presentation: Estimation and Prediction in Mis-specified Fractionally Integrated Models with an Unknown Mean
Contributed Papers · Mon, Aug 4 , 8:30 AM