Dynamic Econometrics Conference Proceedings

The Dynamic Econometrics Conference brings together leading econometricians and researchers to present cutting-edge work in time series analysis, forecasting, and economic modelling. The conference series attracts international speakers and participants, fostering collaboration and advancing econometric methodology.

The Ana Timberlake Memorial Lecture

Since its inception in 2011, the Ana Timberlake Memorial Lecture has been a cherished tradition and highlight of the Dynamic Econometrics Conference. This prestigious lecture honours the memory of Ana Timberlake by showcasing the work of distinguished, often female, econometricians who have made significant contributions to the field. Over the years, the memorial lecture has featured leading researchers presenting groundbreaking work in econometric theory and practice, making it one of the most anticipated moments of each conference.

 

The following lists the lectures that have featured at the Dynamic Econometrics Conference since 2011.

Søren Johansen (Sept. 2011) “Statistical Analysis of Fractional Data”
Grayham E. Mizon (March 2012) “Expectations and Economic Policy in the Presence of Unanticipated Changes”
Timo Teräsvirta (Sept. 2012) “Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications”
Russell Davidson (Sept. 2013) “Heteroscedasticity and Autocorrelation Consistent Bootstrapping”
Katarina Juselius (March 2014) “Haavelmo’s Probability Approach and the Cointegrated VAR”
David R. Cox (Sept. 2014) “The Theory of Statistics: Some History and the Current Position”
Christophe Croux (Sept. 2015) “Robust Statistics and Time Series Modelling”
H. Peter Boswijk (March 2016) “Identification of Long-run Effects in Near-integrated Systems”
Lynda Khalaf (Sept. 2016) “Weak Exogeneity and Stability Tests of Cointegrated Relations”
Jean Jacod (Sept. 2017) “Statistics for High-Frequency Observations of a Process”
Robin L. Lumsdaine (Sept. 2018) “Organizational Complexity and Systemic Risk”
Sir David F. Hendry (March 2019) “Econometrics for Empirical Climate Modeling”
Lucrezia Reichlin (Sept. 2019) “Semi-Structural Macroeconometrics”
Baroness Minouche Shafik DBE (March 2021) “What We Owe Each Other: A New Social Contract for a Better Society”
Valentina Corradi (Sept. 2021) “Conditional Quantile Coverage: An Application to Growth at Risk”
Jennifer L. Castle (April 2023) “Forecasting UK Inflation Using Historical Evidence on the Role of Energy in Productivity and Prices”
Robert F. Engle (April 2024) “A Financial Approach to Climate Risk"
Mary S. Morgan (Sept. 2025) “Dynamics, Numbers, and Narratives in the History of Economics”