SIdE Summer Schools

 

2021

  • Score-Based Approaches to Econometric Modeling with Applications

        Peter R. Hansen, (University of North Carolina Chapel Hill, USA)
       Siem Jan Koopman, (VU University Amsterdam, NL)

 

2019

  • Machine Learning Algorithms for Econometricians
    Arthur Charpentier (UQAM, Canada)
    Emmanuel Flachaire (AMSE, France)
  • Principles, Ideas and Theory in Econometric Time Series with Examples from Cointegration, Bootstrap, ARCH, State Space and Big Data Models
    Søren Johansen (University of Copenhagen, Denmark)
    Anders Rahbek (University of Copenhagen, Denmark)

 

2018

  • Recent Developments in Financial Econometrics 2018
    Andrew Patton (Duke University)
    Kevin Sheppard (Oxford University)
  • Text Analysis and Sentiment Analysis with Applications to Finance
    Wolfgang Härdle (University of Berlin)
    Cathy Yi-Hsuan Chen (University of Berlin)

 

2017

  • Non-Parametric Bayesian Models for Big Data and Macro/FInance
    Tamara Broderick (Massachusetts Institute of Technology)
    Joshua Chan (University of Technology Sydney)
  • High-Dimensional Econometrics
    Anders Bredahl Kock (Aarhus University and CREATES)
    Mehmet Caner (Ohio State University)

 

2016

  • Big Data Econometrics and Machine Learning
    Matthew Harding (University of California Irvine)
    Animashree Anandkumar (University of California, Irvine)
  • Methods for Evaluating Social Programs and for Duration Data Analysis
    Petra Todd (University of Pennsylvania)
    Maarten Lindeboom (Vrije Universiteit Amsterdam)

 

2015

  • Big Data and High-Dimensional Econometric Models
    Victor Chernozhukov (MIT, Cambridge, USA)
    Christian B. Hansen (Chicago Booth, Chicago, USA)

 

2014

  • The Econometrics of Systemic Risk and Tail Correlations
    Christian Brownlees (Universitat  Pompeu Fabra)
    David Veredas (Université Libre de Bruxelles )

 

CIdE Summer Schools

 

2013

  • Bayesian Macroeconometrics
    Del Negro (Federal Reserve Bank of New York,  USA)
  • Modelling and Forecasting Time Series
    Valentina Corradi (University of Warwick, UK)

 

2012

  • Estimation of dynamic models with applications to macro- and micrp-economics
    Jerome Adda (Euopean University Institute)

 

2011

  • Causal inference and program evaluation
    Alberto Abadie (Harvard University)
  • Topics in panel data econometrics
    Jeffrey M. Wooldridge (Michigan State University, USA)
    Raffaella Giacomini (University College of London)

 

2010

  • Advances in the econometrics of panel data
    Ivan Fernandez-Val (Boston University)
    Jinyong Hahn (University of California, Los Angeles)
  • Topics in forecasting
    Peter Hansen (Stanford University)
    Siem Jan Koopman (Tinbergen Institute, Amsterdam)

 

2009

  • Econometric Evaluation of Social Programs
    Ed Vytlacil (Yale University)
  • Nonparametric and Semiparametric Models and Methods
    Jim Powell (University of California, Berkley)
  • Dynamic Discrete Choice and Duration Analysis
    Jaap Abbring (Tilburg University)
  • Inference in Partially Identified Models
    Elie Tamer (Northwestern University)

 

2008

  • Panel Data Analysis
    Badi Baltagi (Syracuse University)
  • Econometric Models for Count an Duration Data
    Rainer Winkelmann (University of Zurich)
  • Applied Macroeconometrics 1
    Gabriel Perez Quiros (Banco de Espana)
    Maximo Camacho (University of Murcia)

 

2007

  • Halbert White (University of California, San Diego)
  • Applied Macroeconometrics 2
    Anindya Banerjee (University of Bimingham, UK)
  • A unified framework for defining and identifying causal effects
    Jeffrey Racine (MacMaster University, Canada)
  • Techniques for Building Small Macroeconometric Models
    Adrian Pagan (Queensland University of Technology and University of New South Wales)
  • Recent developments in forecasting economic time series
    Norman Rasmus Swanson (Rutgers Universit, USA) 

 

2006

  • The econometrics of asset pricing
    René Garcia (Universite de Montreal, CIRANO and CIREQ)
  • Volatility estimation and modelling
    Nour Meddahi (Universite de Montreal, CIRANO and CIREQ)
  • Economics of inequality
    Antony B. Atkinson (Nuffield College, Oxford, UK)
    Stephen P. Jenkins (ISIER, University of Essex)

 

2005

  • A Course in Bayesian Econometrics 1 and 2
    Tony Lancaster (Brown University, USA)
    Gary Koop (University of Leicester, UK)
  • Quantitative Models in Marketing Research
    Philip Hans Franses (Erasmus University Rotterdam, NL)

  • Topics in Panel Data Econometrics
    Jeffrey M. Wooldridge (Michigan State University, USA)

 

2004

  • Discrete time models for Risk-management and derivative valuation
    Peter Christoffersen ( McGill University, Montreal)
  • Volatility models, MIDAS regression and the econometrics of option pricing
    Eric Ghysels ( University of North Carolina at Chapel Hill)
  • Econometrics of structural change and threshold models
    Bruce E. Hansen ( University of Wisconsin, Madison)
  • Applied nonparametric methods
    Wolfgang Hardle ( Humboldt University, Berlin)

 

2003

  • Econometrics of linear dynamic panel data models
    Jacques Mairesse (ENSAE, Paris)
  • Econometrics of nonlinear panel data models
    Michael Lechner (University of St. Gallen, Switzerland)
  • Issues in forecasting; Theory and prectice
    Graham Elliott e Alan Timmermann (University of California at San Diego, USA)

 

2002

  • The cointegrated VAR model: econometric methodology and macroeconomic applications
    Katarina Juselius (University of Copenhagen, Danimarca)
  • Recent issues in time series modeling
    Kenneth West (University of Wisconsin, USA)
  • The econometrics of testing asset pricing models
    Enrique Sentana (CEMFI, Madrid, Spagna)
  • Nonstationarities in asset returns: Nature, causes and remedies
    Peter Bossaerts (California Institute of Technology, USA)

 

2001

George Tauchen (Duke University, USA)
Neil Shephard (University of Oxford, UK)
Steven Durlauf (University of Wisconsin, USA)

  • Quantitative mecroeconomics: analyzing business cycles
    Morten Ravn (London Business School, UK)

 

2000

Arie S. Pakes (Harvard University, Cambridge, USA)
John Rust (Yale University, New Haven, USA)
Cheng  Hsiao (University of Southern California, Los Angeles, USA)
Aman Ullah  (University of California, Riverside, USA)

 

1999

Halbert White (University of California, San Diego, USA)
John Bilson (Illinois Institute of Technology, Chicago, USA)
Eric Renault (CREST, Parigi, Francia)
Tim Bollerslev (Duke University, Durham, USA)
 

1998

Badi Baltagi (Texas A&M University, USA)
Pravin K. Trivedi (Indiana University, USA)
Léopold Simar (Université Catholique de Louvain, Belgio)
Lester D. Taylor (University of Arizona, USA)
 

1997

Sean Holly (University of Cambridge, UK)
Helmut Lütkepohl ( Humboldt-Universitaet zu Berlin, Germania)
Clive Granger (University of California, San Diego, USA)
Timo Terasvirta (Stockholm School of Economics, Svezia)
 

1996

Christian Gourieroux (Institut National de la Statistique e des Etudes Economiques, INSEE, Paris)
Michel Dacorogna (Osen & Associates, Zurich)
Francis Diebold (University of Pennsylvania, USA)
Amlan Roy (University of London)
 

1995

Russell Davidson (Queen’s University, Canada  and  Univ Aix-Marseille I)
Lucrezia Reichlin (Université Libre de Bruxelles)
Arie Kapteyn (Tilburg University, Netherlands)
Meghir Costas (University College London)

 

1994

Manuel  Arellano (CEMFI, Madrid)
Zvi Griliches (Harvard University, Cambridge, USA)
David F. Hendry (Nuffield College, Oxford, UK)
Michel  Wickens (University of York, UK)

 

1993
James D. Hamilton (University of California San Diego, USA)
Hashem Pesaran ( Trinity College, Cambridge, UK)
Stephen Pudney (Cambridge University)
Charles F. Manski ( University of Wisconsin, USA)

 

1992

Peter Schmidt (Michigan University)
William H. Greene (New York University)
Kenneth F. Wallis (Univerity of Warwick, UK)
Ernst R. Berndt (MIT, Usa) Sergio Pastorello (Univerity of Bologna)
Giuseppe Parigi (Bank of Italy)

 

1991

Manuel Arellano (LSE, Londron, UK)
Grayham E. Mizon (University of Southampton)
Renzo Orsi (University of Bologna, Italy)
Adrian R. Pagan (University of Rochester, USA)
Jean-Francois Richard (Duke University, USA)
Domenico Sartore (University of Venice, Italy)
Fabio Canova (European University Institute, Italy)
Giovanni Urga (University of Oxford)

 

1990

Adrian Pagan (University of Rochester, USA)
Robert Mariano (University of Pennsylvania, USA)
Giampiero Gallo (University of Flirenze)

 

1989
Søren Johansen (University of Copenhagen, Denmark)
Andrew Harvey (LSE, UK)
Agustin Maravall (Banco de España)
Michel Mouchart
A. Holly
Francesco Carlucci (Univerity of Roma "La Sapienza")
Mario Faliva
Guido Gambetta (University of Bologna)
Renzo Orsi (University of Bologna)
Carlo Giannini
Domenico Sartore (University of Venezia)
Roberto Golinelli (University of Bologna)
Paolo Paruolo (University of Bologna)

 

1988
David F. Hendry (Nuffield College, Oxford, UK)
Robert F. Engle (University California San Diego)
Alain Monfort (INSEE, France)

 

1987
M.Wickens (University of Southampton)
Aris Spanos (London University)
Chris Sims (University of Minnesota)