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JOURNAL OF APPLIED ECONOMETRICS J. Appl. Econ. 22: 701 (2007) JOURNAL OF APPLIED ECONOMETRICS ANNUAL LECTURE SERIES We are delighted to announce that the 2007 Journal of Applied Econometrics Annual Lectures will be given by Mark Watson Professor of Economics, Princeton University on ‘Factor Models for Regressions and VARs’ at Duke University, Durham, NC 21–22 June, 2007 The JAE Lecture Series was launched in 1997 in a move to help promote applied econometrics. Each year, two lectures are delivered on consecutive days by an eminent speaker. Our hope is that these lectures will redress the balance of many applied econometrics presentations, where a major part of the discussion is often concerned with theoretical issues, leaving little time for serious consideration of the empirical results and their interpretations. In the first of the two lectures the speaker sets up the theoretical model and discusses the econometric theory involved in estimation and testing of the model, and in the second lecture focuses wholly on the empirical results and their interpretation. We believe this is an exciting opportunity for serious consideration of empirical results in economics. Previous JAE Lecturers have been Professor James Heckman of the University of Chicago, Professor Peter C.B. Phillips of Yale University, Professor Daniel McFadden of the University of California at Berkeley, Professor Guy Laroque of the Institut National de la Statistique et des Etudes Economiques (INSEE), France, Professor Robert F. Engle of the University of California at San Diego and Stern Business School, New York University, Professor Ariel Pakes, of Harvard University, Professor Charles Manski, of Northwestern University, Professor David Hendry, of the University of Oxford, Professor John Geweke, of the University of Iowa, and Professor Robert H. Porter, of Northwestern University. The 2007 JAE Lectures will be held alongside the 2007 North American Summer Meeting of the Econometric Society, which are hosted by the Department of Economics and the Fuqua School of Business at Duke University, from 21 st June until 24 th June. Further information concerning the Econometric Society Meeting is available at: http://www.econ.duke.edu/NASM/ Copyright 2007 John Wiley & Sons, Ltd.

Journal of Applied Econometrics Annual Lecture Series

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JOURNAL OF APPLIED ECONOMETRICSJ. Appl. Econ. 22: 701 (2007)

JOURNAL OF APPLIED ECONOMETRICSANNUAL LECTURE SERIES

We are delighted to announce that the 2007 Journal of Applied Econometrics Annual Lectureswill be given by

Mark Watson

Professor of Economics, Princeton University

on

‘Factor Models for Regressions and VARs’

at

Duke University, Durham, NC

21–22 June, 2007

The JAE Lecture Series was launched in 1997 in a move to help promote applied econometrics.Each year, two lectures are delivered on consecutive days by an eminent speaker. Our hope isthat these lectures will redress the balance of many applied econometrics presentations, wherea major part of the discussion is often concerned with theoretical issues, leaving little timefor serious consideration of the empirical results and their interpretations. In the first of thetwo lectures the speaker sets up the theoretical model and discusses the econometric theoryinvolved in estimation and testing of the model, and in the second lecture focuses wholly onthe empirical results and their interpretation. We believe this is an exciting opportunity for seriousconsideration of empirical results in economics. Previous JAE Lecturers have been ProfessorJames Heckman of the University of Chicago, Professor Peter C.B. Phillips of Yale University,Professor Daniel McFadden of the University of California at Berkeley, Professor Guy Laroqueof the Institut National de la Statistique et des Etudes Economiques (INSEE), France, ProfessorRobert F. Engle of the University of California at San Diego and Stern Business School, NewYork University, Professor Ariel Pakes, of Harvard University, Professor Charles Manski, ofNorthwestern University, Professor David Hendry, of the University of Oxford, Professor JohnGeweke, of the University of Iowa, and Professor Robert H. Porter, of Northwestern University.

The 2007 JAE Lectures will be held alongside the 2007 North American Summer Meeting of theEconometric Society, which are hosted by the Department of Economics and the Fuqua School ofBusiness at Duke University, from 21st June until 24th June.

Further information concerning the Econometric Society Meeting is available at:http://www.econ.duke.edu/NASM/

Copyright 2007 John Wiley & Sons, Ltd.