Recent years have seen a massive increase in the availability of large data sets. In this course we will cover some of the techniques that have been developed to analyze such data sets. Particular attention will be given to precise estimation, variable selection, and hypothesis testing. We will...

Course outline: 1. Overview of Bayesian econometrics: Bayesian theory and computations 2. Linear regressions: Gaussian and t errors, moving average errors, independence-chain Metropolis-Hastings, Griddy-Gibbs 3. Mixture models: scale mixture of normals, finite mixture of normals 4. Linear state...

A wide range of topics on econometrics and empirical economics cann be submitted for presentation at the workshop.

Theme: Redesigning the MBA

The Einaudi Institute for Economics and Finance (EIEF), the Bank of Italy, the Collaborative Research Center “Statistical Modelling of Nonlinear Dynamic Processes” (SFB 823) and the Deutsche Forschungsgemeinschaft (DFG) announce two international workshops, to be held in Rome September...

The Einaudi Institute for Economics and Finance (EIEF), the Bank of Italy, the Collaborative Research Center “Statistical Modelling of Nonlinear Dynamic Processes” (SFB 823) and the Deutsche Forschungsgemeinschaft (DFG) announce two international workshops, to be held in Rome September...

Theme: The Role of Business Schools in the Americas

This conference is aimed at the International, External and Corporate Relations, PR, Marketing, Communication and Alumni Professionals in business schools. Theme: Connecting for Growth - Strategy & Tools

The aim of the conference is to discuss recent analyses on the relationship between the sovereign debt crisis in the euro area and the financial markets, banking systems and economies of the euro area.