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Monday, 19 June 2017 09:01

2017 Cambridge Econometrics Summer School

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2017 Econometrics Summer School - Cambridge, UK

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15 - 22 July - Clare College, Cambridge
 
Clare College, Cambridge
Our 2017 Econometrics Summer School, Cambridge will take place on 15-22 July 2017 and will be held at Clare College, University of Cambridge. The School comprises 3 x 2.5-day econometrics short courses delivered by leading Econometricians from the University of Cambridge: Prof. Andrew Harvey, Prof. Sean Holly and Dr. Melvyn Weeks. 
 
Full details of the courses and registration can be found on our website and summary information is detailed below.  
 
COURSE AGENDA
TIME SERIES ANALYSIS & MODELLING
Prof. Andrew C Harvey, University of Cambridge

Learn how to model and analyse economic and financial time series. Statistical modelling will be demonstrated using the STAMP computer package and you will be given the opportunity to use STAMP in class.
MACROECONOMIC MODELLING & FORECASTING
Prof. Sean Holly, University of Cambridge

This course will cover the elements of economic theory and econometrics that are needed to construct a macroeconometric model that can be used for forecasting and for macroeconomic policy analysis.
MICROECONOMETRICS
Dr. Melvyn Weeks, University of Cambridge

This course will provide a review and practical guide to a number of microeconometric models and estimators. The focus is on panel data models as well as on a broad class of models of discrete choice behaviour.
 
 
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