The overall aim of CIRET conferences is to encourage and improve communication, exchange and co-operation between academics and practitioners who conduct economic surveys, analyse survey data and develop or make use of cyclical indicators. CIRET, the Centre for International Research on Economic...

ESOBE stands for European Seminar on Bayesian Econometrics. In recent decades Bayesian econometrics has expanded enormously in areas such as optimal processing of information from different sources, efficient forecasting using sets of models, and measuring policy effectiveness and its associated...

The goal of this conference is to exchange ideas and to discuss recent results in the analysis of high-dimensional time series. At this workshop we take the opportunity to celebrate the 80th birthday of Manfred Deistler. As with previous workshops, a special focus will be on cross-fertilization...

The goal of this conference is to exchange ideas and to discuss recent results in the analysis of high-dimensional time series. Authors working in applications or econometric theory in this area are invited to submit an abstract.

The goal of this conference is to exchange ideas and to discuss recent results in the analysis of high-dimensional time series.

This course will introduce the main methods of microsimulation, with an emphasis on the practical development of policy applications. The course will explore basic techniques in static microsimulation for use in the distributional analysis across representative samples of economic agents – for...

The Institute for Advanced Studies is holding the Second Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance on May 21 - 22, 2015. Cross-fertilization from approaches in other areas of application is intended. A special focus will be on factor models and Bayesian...

The Institute for Advanced Studies and the Vienna Graduate School of Finance are holding the first Vienna Workshop on High Dimensional Times Series in Macroeconomics and Finance on May 2 - 4, 2013. A special focus will be on factor models and Bayesian methods for forecasting and analysis. The...

Our aim is to organize a two-day conference in order to discuss recent techniques for the numerical valuation of american and bermudan options.

The workshop will provide a forum for presentation and discussion of current trends and challenging problems in model selection and related shrinkage methods. Key researchers will deliver invited presentations. Contributed presentations are welcome.