Summer schools
On-Site
Regular fees: 700 EUR
International Fees : 550 EUR
The Summer School on Modern Topics in Time Series Analysis is held at the University of Klagenfurt from September 7-11, 2026.
This program targets PhD students and offers many insights from leading researchers on time series analysis.
Enjoy the engaging athmosphere, learn and mingle with fellow PhD students. Connect to your peers as well as the experts providing introductions to modern topics in time series analysis.
5th Klagenfurt-Bielefeld Summer School on Modern Topics in Time Series Analysis
Main Facts
- Time: September 7-11, 2026
- Venue: University of Klagenfurt, Austria
- Capacity: 40 participants
- Fee: EUR 550 (PhD students); EUR 700 (others)
Target Audience
The summer school’s target audience are primarily PhD students. However, the school also welcomes young post-doctoral researchers (from universities, research institutes or (central) banks) and professionals with a strong formal background seeking to extend their knowledge base in time series analysis. A good preliminary knowledge of the main work-horses of time series analysis, e.g., estimation and specification of vector autoregressive models, is expected.
Important Dates
- May 15, 2026: Deadline for Application
- June 1, 2026: Notification of Acceptance
- June 15, 2026: Deadline for Registration
Cancellation Policy
Until August 2, 2026: free of charge | up to August 23, 2026: 50% of the fee will be retained | after August 23, 2026: no reimbursement possible.
Programme / Schedule
The summer school provides a PhD-level introduction to a range of modern topics in time series analysis taught by a selection of top researchers in Europe:
- Introduction and Overview: Dietmar Bauer (Bielefeld University) and Martin Wagner (University of Klagenfurt)
- Econometric Modelling of Climate Change: Eric Hillebrand (Aarhus University)
- Bootstrap: Jens-Peter Kreiß (TU Braunschweig)
- Structural VAR: Martin Bruns (University of East Anglia)
- Nonlinear VAR: James Duffy (Oxford University)
- Bayesian Methods for (Macro and Financial) Time Series Analysis: Gregor Kastner (University of Klagenfurt)
- Tensor and Network Econometrics: Roberto Casarin (Ca’ Foscari University of Venice)
- Hidden Markov Models: Roland Langrock (Bielefeld University)
Each half-day will be dedicated to one topic in two 90-minute lectures. Presentations will roughly follow a common layout introducing the main theory of the area, potentially providing examples and discussing software available and finally indicating relevant questions at the research frontier.
Schedule
The summer school will start on Monday, September 7, 2026 at 9:00 (registration at 8:30) and will close on Friday, September 11, 2026 in the early afternoon. Details will be communicated directly to the participants.
Application
PhD students provide:
- A motivation letter including the subject of their PhD thesis and name of their supervisor
- An up-to-date CV listing all time series and statistics-related courses taken so far
- Proof of enrolment in PhD studies
Others:
- A motivation letter
- An up-to-date CV listing all time series analysis-related experience
Please pack all documents into a single PDF file (size limit 5MB). Applications are to be sent to QED [at] aau [dot] at.
Practical Information
The conference fee covers social events, accommodation and transport. Some impressions from MTSA 2022 and 2024 include positive feedback about the balance between lectures and breaks, networking opportunities, and impactful presentations by instructors.
Contact Information
University of Klagenfurt
Universitätsstraße 65-67
9020 Klagenfurt am Wörthersee, Austria
+43 463 2700 4102
www.aau.at
Universitätsstraße 65-67
9020 Klagenfurt am Wörthersee , Austria
