The data revolution is having a profound effect on economic research. The availability of large-scale administrative data or private sector data challenge the way economists have traditionally conducted empirical analysis. Big data is likely to affect the types of questions economists pose, by allowing for more focus on population variation and the analysis of a broader range of economic activities and interactions. No economist can avoid acquiring a basic knowledge of the large-data statistical methods that have been developed in neighboring fields and that are likely to substitute most classical econometric techniques.
Academic Coordinator for the 2018 edition: Montserrat Guillen (Universitat de Barcelona & Riskcenter).
Arthur Charpentier holds a PhD in Applied Mathematics from KU Leuven. He teaches Predictive Modeling, Actuarial Science & Insurance, Financial Mathematics, Networks & Algorithms, Statistics & Econometrics at the University of Rennes 1, where he is a Full Professor.
The course will look at Big Data problems. We will first consider why it is an important issue for econometricians, and describe several computer Based Techniques.
Lecture 1: Introduction : Why Big Data brings New Questions
Lecture 2: Simulation Based Techniques & Bootstrap
Lecture 3: Loss Functions : from OLS to Quantile Regression
Lecture 4: Nonlinearities and Discontinuities
Lecture 5: Cross-Validation and Out-of-Sample diagnosis
Lecture 6: Variable and model selection
Lecture 7: New Tools for Classification Problems
Lecture 8: New Tools for Time Series & Forecasting
The Summer School includes a R Programming Refresher Session taught by Lluís Bermudez (Universitat de Barcelona & Riskcenter).
July 2nd-6th, 2018
9.30h to 13.00h
General fee: 615 euros
Student fee: 415 euros
Fees cover: coffee breaks, the welcome dinner, the farewell cocktail, unlimited access to the UB Sports Centre and any material required for the course. They do not cover accommodation, transport or any other services.
Student fee eligibility: We will only consider you for the Student Reduced Fee if you are a full-time PhD or Master student enrolled at a university or college, or if you have just finished university or if you are starting university in the same year as the Summer School course. You will be asked to provide a proof of this status at the moment of the application.
Master and PhD students seeking financial aid may apply for one of the five scholarships available. Each scholarship covers the course tuition fees. Applicants should add (i) a cover letter and (ii) a support letter from their supervisor or professor to the online application form.
Deadline for registration including scholarship application is May 31st, 2018. Applications will be reviewed by the Summer School academic coordinator. Priority will be given to those working on a clearly related topic. The list of awarded participants will be published by June 15th, 2018.
Attendance Certificate: The course is recognized by the University of Barcelona as 2 ECTS credits.
Scholarships available for Master and PhD students
John M. Keynes 1-11, 08034 Barcelona
Barcelona , Spain