Conference and summer school theme is "Methodology and applications of dynamic structural models with strategic interactions". The summer school and conference will run in-person. The primary focus of DSE summer school is to provide PhD students with tools and hands-on computational instruction...

Recent years have seen a massive increase in the availability of large data sets. In this course we will cover some of the techniques that have been developed to analyze such data sets. Particular attention will be given to precise estimation, variable selection, and hypothesis testing. We will...

First week topic: Big Data Econometrics and Machine Learning, Dates: July 4 through July 8, 2016. Second week topic: Methods for Evaluating Social Programs and for Duration Data Analysis, Dates: July 11 through July 15, 2016

Programm 2013 MACROECONOMETRICS – Bayesian Macroeconometrics Marco Del Negro (Federal Reserve Bank of New York) - Modelling and forecasting Macroeconomics Series Valentina Corradi (University of Warwick, UK)

This course introduces topics from research in financial time series econometrics. For each topic, econometric methods are discussed and illustrated by empirical applications. After completion of the course the student will have obtained a fundamental knowledge of central econometric modeling as...

Throughout the course we will illustrate the econometric concepts with macroeconomic applications related to: (1) inflation and monetary policy and (2) purchasing power parity and uncovered interest rate parity. [gemäß den Informationen des Anbieters - according to site editor's...

The Summer school runs over three weeks with a course program consisting of 45 hours of lectures in class, 30 hours of prepared exercises (theoretical and practical) in class and individual project work supervised by the faculty members. The guiding principle of the summer school is ‘learning...

The subjects covered in the summer school will include "Advanced Quantitative Methods: Applied Multivariate Data Analysis, Bootstrapping and Productivity/Efficiency Measurement." The course presents the latest developments in parametric and nonparametric approaches. Recent advances in these...

Since 1987, the CIDE organizes the Summer School of Econometrics, a two weeks residential course whose objective is to promote the knowledge among young researchers of recent advances in econometric methods. The School provides to young researchers the possibility of keeping in touch with some...

Topic: Econometric Methodology and Macroeconomics Applications - the Cointegrated VAR Model