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Home | Events Archive | 2nd Tinbergen Institute Conference: 20 Years of Cointegration: Theory and Practice in Prospect and Retrospect
TI Annual Conference

2nd Tinbergen Institute Conference: 20 Years of Cointegration: Theory and Practice in Prospect and Retrospect


  • Field
    Econometrics
  • Location
    Rotterdam
  • Date and time

    March 23 2007, 09:00 until March 24 2007, 17:30

The 2nd Tinbergen Institute Conference is held in Rotterdam, The Netherlands, on March 23-24, 2007.

Cointegration is a Nobel-worthy concept in econometrics. The literature contains an overwhelming amount of articles on theoretical refinements and advances of new techniques, while many practitioners rely on the basic tools as programmed in EViews and similar econometric software. Hence, 20 years after the seminal article of Engle and Granger (Econometrica, 1987), it seems relevant to look back and ahead to see what the current status is of the concept of cointegration, both in theory and in practice.

Local organizers

H. Peter Boswijk (University of Amsterdam)
Philip Hans Franses (Erasmus University Rotterdam)
Dick van Dijk (Erasmus University Rotterdam)