Seminars

The series hosts a seminar every other week on current research topics. The seminar often features an invited guest speaker and occasionally local faculty members, students or others affiliated with the department. The usual time of the seminar is 3:30-4:30 pm on Fridays. Professors Tatiyana V Apanasovich (apanasovich@gwu.edu), Qing Pan (qpan@gwu.edu) and Emre Barut (barut@gwu.edu ) are the Seminar Series Coordinators.


Upcoming Seminar

Date: Friday, October 7th, 11:00am-12:00pm

Location: Duques Hall, Room 152

Title: Testing Collinearity of Vector Time Series

Speaker: Tucker McElroy, Principal Researcher at the U.S. Census Bureau

Abstract: A nonparametric test of singularity of the multivariate spectral density is developed, with asymptotic theory for the Schur complements, i.e., the diagonal entries of the Cholesky decomposition. This test is applied to co-integration detection in economic data. It is shown that the rate of convergence of the test statistic depends on whether the null hypothesis of singularity holds. The asymptotic distribution is estimated via subsampling.