Monday, February 28, 2011

Dynamic Econometrics at IFS

These courses are excellent by all accounts. And no better way to spend St. Patrick's day in London.

Cemmap training course: Dynamic Econometric Models
Tutor: Walter Beckert, Birkbeck, University of London

17 - 18 March 2011, UCL (London)

Full details and booking information:
http://www.cemmap.ac.uk/courses.php?event_id=582
This course presents an introduction to econometric methods applied to the empirical analysis of dynamic economic processes. Next to classical applications in empirical macroeconomics and finance, the approaches surveyed in this course are also increasingly used in applied competition economics. The course starts with a review of the generalized method of moments approach to estimation that encompasses
almost all the models covered in the course. It then surveys the main econometric models for univariate and multivariate processes and various tools for diagnostic testing. The theoretical exposition is accompanied by a sequence of computer practicals that implement the various econometric models and techniques in applications which relate to competition analysis in the US petroleum industry. Stata will be used.

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