Menu

Training Calendar

Econometrics Summer School, Cambridge

  • Location: University of Cambridge
  • Duration: 6 days
  • Software: Stata, EViews, OxMetrics
  • Level: Advanced, Intermediate
  • Delivered By: Prof. Andrew C. Harvey, University of Cambridge; Prof. Sean Holly, University of Cambridge; Dr. Melvyn Weeks, University of Cambridge
  • Topic: Econometrics, Statistics, Summer School, Various methods
 Econometrics Summer School, Cambridge

COURSE DATES:
24th - 29th July 2018

Our 2018 Econometrics Summer School, Cambridge will take place at University of Cambridge.

The econometrics summer school comprises a series of three, 2-day courses and are delivered by leading econometricians from the University of Cambridge: Prof. Andrew Harvey, Prof. Sean Holly and Dr. Melvyn Weeks.

The courses forming the 2018 Econometrics Summer School, Cambridge are:

Always one of our most popular series of courses where participants travel globally to attend, this is a great opportunity for students, academics and professionals to expand their econometrics skills and learn their application from econometricians pioneering research at the forefront of their specialist fields.

Additionally, participants can also take advantage of the spectacular setting at Clare College, University of Cambridge throughout the duration of the School.

All courses teach econometrics from an applied perspective and demonstrate the techniques in the internationally used econometric software packages of Stata, EViews and OxMetrics (STAMP).

Course 1: Microeconometrics

Date: Tuesday 24 - Wednesday 25 July

Delivered by: Dr. Melvyn Weeks, University of Cambridge
Learning ratio: 65% theory and 35% practical

This course provides 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.

Return to menu

Course 2: Time Series Analysis & Modelling

Date: Thursday 26 July - Friday 27 July

Delivered by: Prof. Andrew C. Harvey, University of Cambridge
Learning ratio: 50% theory and 50% practical

The course will show how economic and financial time series can be modelled and analysed. The aim is to provide understanding and insight into the methods used, as well as explaining the technical details. Statistical modelling will be demonstrated using the STAMP computer package and participants will be given the opportunity to use STAMP in class.

Return to menu

Course 3: Macroeconomic Modelling & Forecasting

Date: Saturday 28th July - Sunday 29 July

Delivered by: Prof. Sean Holly, University of Cambridge
Learning ratio: 55% theory and 45% practical

This course is designed to 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.

Return to menu

Feedback & Testimonials

Delegate feedback is made available through our training associate profiles. Click on the names below to view their profile and feedback from previous courses:

Return to menu

Accommodation

Accommodation within the college is included in the price and the details are to be confirmed

  • Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrolment).
  • Additional discounts are available for multiple registrations.
  • Cost includes course materials, lunch and refreshments.
  • Delegates are provided with temporary licences for the software(s) used in the course and will be instructed to download and install the software prior to the start of the course. (Alternatively, laptops can be hired for a fee of £10.00 (ex. VAT) per day).

The number of delegates is restricted. Please register early to guarantee your place.

Return to menu

Registration

Find out more and register for the Summer School by contacting our sales and training team either by email: training@timberlake.co.uk or phone: +44 (0) 20 8697 3377

Return to menu

Prerequisites

Course 1: Time Series Analysis & Modelling

  • Participants are expected to have taken an introductory course in Econometrics or Time Series Analysis. The textbook 'Time Series Models (TSM)' in the course outline give an indication of the material covered.
  • The recently published 'Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series' is primarily concerned with the topics in financial econometrics covered on the last day. It will be of particular interest to researchers who work in this area.
  • Some participants may find some of the maths difficult, but the lectures will stress the concepts and the implications for applied work.

Course 2: Macroeconomic Modelling & Forecasting

  • Intermediate-level University training (or equivalent) in Econometrics is essential.
  • Basic knowledge of Time Series concepts such as ARMA models, stationarity vs. non-stationarity and forecasting is required.
  • Familiarity with EViews fundamentals (built-in functions) is required.

Course 3: Microeconometrics

  • A basic knowledge of Statistics and Regression Analysis is required. Analytical thinking is key for this course as its delivery will push you to think behind the intuition of these econometric concepts. Familiarity with Stata software is advisable.

Terms & Conditions

  • Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrolment).
  • Additional discounts are available for multiple registrations.
  • Cost includes course materials, lunch and refreshments.
  • Delegates are provided with temporary licences for the software(s) used in the course and will be instructed to download and install the software prior to the start of the course. (Alternatively, we can also provide laptops for a small daily charge).
  • If you need assistance in locating hotel accommodation, please notify us at the time of booking.
  • Payment of course fees required prior to the course start date.
  • Registration closes 5-calendar days prior to the start of the course.
  • 100% fee returned for cancellations made over 28-calendar days prior to start of the course.
  • 50% fee returned for cancellations made 14-calendar days prior to the start of the course.
  • No fee returned for cancellations made less than 14-calendar days prior to the start of the course.

The number of delegates is restricted. Please register early to guarantee your place.

  •  CommercialAcademicStudent
    Attend 1 course (24/07/2018 - 25/07/2018)
    Attend 2 courses (26/07/2018 - 27/07/2018)
    Attend all 3 courses (28/07/2018 - 29/07/2018)

All prices exclude VAT or local taxes where applicable.

* Required Fields

£0
- +
Post your comment

Timberlake Consultants