The theme of the conference is : Econometrics of Climate, Energy, and Resources and papers on these topics will be given priority for the main program. We plan for an in-person on-site conference (with the possibility to join online if preferred).

After reviewing basic identification strategies in econometrics as well as reviewing main ideas and methods of supervised machine learning, the main part of the lectures concerns causal machine learning, i.e. how to combine the prediction methods of the machine learning literature with the...

Everybody planning to attend the Annual SoFiE conference is invited to register and attend this Pre-Conference. It will help raise the quality and recognition to the benefit of the scholars in our organization! The pre-conference provides students, postdocs, and untenured professors (with up to...

Advances in Econometrics will host a conference on dynamic factor models at the Center for Research in Econometric Analysis of Time Series (CREATES) at Aarhus University, Denmark, on November 15 to 17, 2014. Submissions to this call for papers will be considered for presentation at the...

This course introduces topics from research in financial time series econometrics. For each topic, econometric methods are discussed and illustrated by empirical applications. After completion of the course the student will have obtained a fundamental knowledge of central econometric modeling as...

Throughout the course we will illustrate the econometric concepts with macroeconomic applications related to: (1) inflation and monetary policy and (2) purchasing power parity and uncovered interest rate parity. [gemäß den Informationen des Anbieters - according to site editor's...

Topic: all areas of financial econometrics

The conference aims to shed new light on the uses of high frequency financial data in improved risk measurement, management, and asset pricing, including ways in which to distill large intraday data bases into manageable information structures. Examples of studies that fall within the scope of...

We welcome papers in all areas within microeconometrics and encourage both applied and theoretical contributions. Confirmed keynote speakers are: Professor Jeffrey A. Smith, University of Michigan and Professor Edward J. Vytlacil, Yale University

The conference theme is Real Time Econometrics and will focus on forecasting, issues related to data revisions, and the econometric analysis of high-frequency data. Theoretical and applied contributions are invited and we particularly welcome contributions that relate the global financial crisis...