Essex Business School presents the summer school “Econometric methods for high-dimensional empirical macroeconomic models”.
Essex Business School, University of Essex
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.
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.
Lecture 1: Univariate Bayesian approaches with many predictors (3 hrs)
Lab 1: Bayesian model selection and shrinkage algorithms for regression problems (3 hrs)
Lecture 2: Bayesian multivariate inference (3 hrs)
Lab 2: Bayesian VAR inference (3 hrs)
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)
To apply please submit your CV to email@example.com 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.
If you have any questions, please contact us using the email: firstname.lastname@example.org