Funding Options Available
Location of Course
Our 2017 Econometrics Summer School, Cambridge will run between 15-22 July 2017 and will take place at Clare College, University of Cambridge.
The econometrics summer school comprises a series of three, 2.5-day courses running consecutively between 15-22 July 2017. The courses are delivered by leading econometricians from the University of Cambridge: Prof. Andrew Harvey, Prof. Sean Holly and Dr. Melvyn Weeks.
The courses forming the 2017 Econometrics Summer School, Cambridge are:
- Course 1: Time Series Analysis & Modelling
- Course 2: Macroeconomic Modelling & Forecasting
- Course 3: Microeconometrics
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).
Ensuite residential accommodation located within Clare College is included within the course fees.
COURSE 1: TIME SERIES ANALYSIS & MODELLING
Date: Saturday 15 - Monday 17 July (am)
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.
COURSE 2: MACROECONOMIC MODELLING & FORECASTING
Date: Thursday, 20 - Saturday, 22 July (am)
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.
COURSE 3: MICROECONOMETRICS
Date: Monday 17 July (pm) - Wednesday 19 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.
- Prof. Andrew C. Harvey, University of Cambridge; Prof. Sean Holly, University of Cambridge; Dr. Melvyn Weeks, University of Cambridge