In brief
The Villa Mondragone Time Series Symposium (VMTSS) will take place at Villa Mondragone, Tor Vergata University of Rome, Monte Porzio Catone (Rome), during October 2-4.
It is organised by Tor Vergata University of Rome, with the financial support of Italian Ministry of University and Research (PRIN 2020-2023 research project ref. 2020N9YFFE).
The symposium will be centred around current time series topics, such as high dimensional time series models and feature extraction, anomaly and changepoint detection, nonlinear serial dependence, and prediction. It celebrates the scientific achievements and legacy of Marco Lippi.
Marco has made enduring contributions to Macroeconomics and Econometrics in areas like large-dimensional factor models, cross-sectional aggregation and microfundation of macroeconomics, business cycle analysis, permanent-transitory decompositions, fundamentalness and structural modelling.
More information about Marco is available from his web page at the Einaudi Institute for Economics and Finance (EIEF) and his personal page.