SIdE Summer Schools
2023
- Methods in Time Series Econometrics
- Francesco Bianchi (Louis J. Maccini Professor of Economics at Johns Hopkins University;USA)
- Karel Mertens (Federal Reserve Bank of Dallas, USA)
- Macroeconomic Forecasting and Analysis in the Machine Learning Era
- Philippe Goulet Coulombe , Université du Québec à Montréal
- Dalibor Stevanovic, Université du Québec à Montréal
2022
- Program Evaluation Methods in Econometrics
Matias D. Cattaneo, (Department of Operations Research and Financial Engineering Princeton University, USA)
Michael Jansson, (Department of Economics UC-Berkeley, USA & CREATES, DK)
- Textual analysis and machine learning with applications to economics and finance
Thomas Renault , University Paris 1 Panthéon-Sorbonne (France)
Matthieu Picault , University of Orléans (France) and Laboratoire d’Économie d’Orléans
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
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
- Recent advances in forecasting
Barbara Rossi (Duke University) - Recent developments in macroeconometrics
Atsushi Inoue (University of Pennsylvania) - Estimation of dynamic models with applications to macro- and micro-economics
Jerome Adda (European University Institute) - Productivity econometrics
Jacques Mairesse (ENSAE, Paris)
2011
- Causal inference and program evaluation
Alberto Abadie (Harvard University) - Topics in panel data econometrics
Jeffrey M. Wooldridge (Michigan State University, USA) - Macroeconometrics
Tao Zha (Federal Reserve Bank of Atlanta)
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)
