This summer school will cover fundamental topics in econometrics and data science. The content ranges from predictive and causal methods for time-series analysis, to state-space methods and filtering techniques for high-dimensional datasets. Participants will learn how to design, test and...

Within the framework of the Conference it is supposed to discuss theoretical and applied questions of application of modern econometric methods. The work of the Conference will be divided into sessions. Topics: Financial econometrics. Financial markets; Risk assessment. Banks, enterprises,...

The Conference will be devoted to application of the modern econometric tools in applied research and its theoretical aspects. The activities of the Conference will be divided into sessions. Preliminary session topics are: - Financial econometrics. Financial markets - Risks, banks, firms, and...

Statistical inference on the parameters of interest in a vast number of econometric models is plagued by its dependence on the settings of secondary nuisance parameters. Examples of such models are wide spread and include: - Linear instrumental variables regression - Inference in linear...

We want to invite researchers working in such diverse fields as network applications, telecommunications, call-centers and pure queueing theory to participate. In all these research fields models show up in which the customers play a more active role than in the traditional queueing models such...

Topics - Problems of the adequacy of official statistical observations relevant control tasks (official statistics) - Mathematical statistics - Economic statistics: Business statistics; Agricultural statistics; Input-output tables and the value-added chain - Social and legal statistics - Young...

The Conference will be devoted to application of the modern econometric tools in applied research and its theoretical aspects. Topics: - Financial econometrics. Financial markets - Risks, banks, firms, and loans - Estimation of productivity and efficiency - Spatial econometrics - Theoretical...

Topics: 1. Theory and methodology of applied statistics and econometrics. 2. Application of Applied Statistics and Econometrics: 2.1. in economics, political and social sciences; 2.2. in demography and population statistics; 2.3. in management. 3. Probability models of financial mathematics.

The conferences “Modern econometric tools and applications” have been launched as a series of econometrics conferences held in Russia on a regular basis. The focus is on econometric theory and methodology emphasizing modern and new econometric tools.