Robert F. Engle

ECONOMICS DEPARTMENT HOSTS ADVANCES IN ECONOMETRICS CONFERENCE

October 27,2004

The Department of Economics and the Division of Economic Development and Forecasting, at LSU’s E. J. Ourso College of Business Administration will host the third annual Advances in Econometrics conference November 5-7, 2004, at the Lod and Carole Cook Conference Center on the LSU campus. This year’s conference will feature Nobel Prize winner Robert Engle of New York University as keynote speaker.

The focus of the conference will be “Econometric Analysis of Economic and Financial Time Series,” the subject of Engle’s prize-winning research. The conference is a companion to Advances in Econometrics: Econometric Analysis of Financial Time Series, which will be published in two volumes by Elsevier Science in 2005. The journals will be co-edited by R. Carter Hill, economics, LSU, Milton "Dek" Terrell, economics, LSU, and Thomas B. Fomby, economics, SMU. One volume will feature research papers broadly related to Engle’s field of study, while the other volume will be similarly based on the research interests of Engle’s partner, Clive Granger, who received the Nobel Prize in economics along with Engle in 2003.

Engle is a finance professor at the Stern School of Business at New York University, where he teaches special topics in econometrics and futures and options. He received his bachelor’s degree from Williams College with highest honors in physics and went on to earn his masters in physics and doctorate in economics from Cornell University.

Carter Hill of the E. J. Ourso College Department of Economics organized the event, which was funded by the Department of Economics at the E. J. Ourso College. Across LSU, the economics, finance, agricultural economics, and accounting department will be represented.

For more information on the Advances in Econometrics conference visit series contact R. Carter Hill via e-mail at eohill@lsu.edu or by fax at 225/578-3807. For more information on the Department of Economics or the E. J. Ourso College, visit www.bus.lsu.edu.