Essex Econometric Methods Summer School 2019

Essex Business School presents the summer school “Econometric methods for high-dimensional empirical macroeconomic models”.

  • Mon 9 - Wed 11 Sep 19


  • Colchester Campus

    Essex Business School, University of Essex

  • Event type


  • Event organiser

    Summer Schools

  • Contact details

Essex Business School presents the summer school “Econometric methods for high-dimensional empirical macroeconomic models” running for three days from 9 September - 11 September 2019.

Fees are competitively priced and are as follows: £300 for Essex PhDs/MSc/MPhil students, £400 for External PhDs/MSc/MPhil students and £900 for all other participants, including academics and commercial delegates.

Early booking is recommended, as places are limited.

Essex Econometric Methods Summer School 2019

What to expect:

This summer school is delivered by Dimitris Korobilis and is ideal for advanced PhD students in Economics and commercial delegates, such as Central Bank Staff. Our course aims to help you develop an understanding of econometric methods relevant for the analysis of large financial and macroeconomic time series. The emphasis throughout this course is on (Bayesian) estimation and computation, and specification of flexible models.

Course Content:

Monday 9 September 2019:

Lecture 1: Univariate Bayesian approaches with many predictors (3 hrs)

Lab 1: Bayesian model selection and shrinkage algorithms for regression problems (3 hrs)

Tuesday 10 September 2019:

Lecture 2: Bayesian multivariate inference (3 hrs)

Lab 2: Bayesian VAR inference (3 hrs) 

Wednesday 11 September 2019:

Lecture 3a: Univariate classical inferential procedures with many predictors (2 hrs)

Lecture 3b: Bayesian Machine Learning Inference in macroeconomics (2 hrs)

Lab 3: Inference in regressions with many predictors (2 hrs)

Eligibility and booking: 

 As this course requires prior specialised knowledge, please pay particular attention to the course prerequisites outlined on our Econometrics Methods Summer School page.

To apply please submit your CV to econometrics_ebs@essex.ac.uk first in order to pass an initial screening. If accepted onto the course, you will be directed to the payment page to confirm your place on the summer school.

Get in touch: 

If you have any questions, please contact us using the email: econometrics_ebs@essex.ac.uk