Issues on Spurious Behaviour

Prof. Christos N. Agiakloglou

When?

Wednesday 16 May 2012, 11:00

Open to:

Public, Staff, Students

Speaker:

Professor Christos N. Agiakloglou, University of Piraeus

Abstract

Professor Agiakloglou is planning on covering two subjects within this field. The first one being spurious correlations for stationary AR(1) processes. The second one on spurious regressions on nonlinear time series.

Biography

Professor Agiakloglou is Chairman of the Department of Economics at the University of Piraeus. He did his PhD in 1992 in Economics at the University of Illinois at Urbana in the US. His dissertation title was ‘Experiences in the Application of Unit Roots and Fractional Difference Models and Tests’
Key areas of interest are time series analysis and forecasting, econometrics, statistics, finance, macroeconmics and industrial organization.