The program's format will be either 100% virtual or a hybrid of in-person and virtual. The goal of this four-day program is to teach young scholars the tools they need to understand and conduct corporate finance research using structural estimation. The target audience is advanced Ph.D. students...

The basic course “Bayesian Approach in Social Science” will be given by keynote lecturer Dr. Hannes Kröger (Socio-Economic Panel Study (SOEP), German Institute for Economic Research (DIW), Berlin, Germany; European University Institute, Florence, Italy).

This course will provide an introduction to modern Bayesian methods in econometrics. Bayesian methods can be applied to any field of economics. The examples and exercises offered during the course will be drawn from various topics, including micro- and macroeconometrics, and finance. The main...

Course outline: 1. Overview of Bayesian econometrics: Bayesian theory and computations 2. Linear regressions: Gaussian and t errors, moving average errors, independence-chain Metropolis-Hastings, Griddy-Gibbs 3. Mixture models: scale mixture of normals, finite mixture of normals 4. Linear state...

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 course includes the topics: - Introduction to central concepts: vector autoregressive processes, error-correction models, non-stationary processes and cointegration. - Representation of cointegrated processes. - Estimation and testing in the cointegrated VAR model. - Identification and...

Topic: "Semiparametric and Nonparametric Econometrics" In this course we shall study a unified framework for nonparametric and semiparametric kernelbased analysis. We focus on kernel-based methods capable of handling the mix of categorical (nominal and ordinal) and continuous datatypes one...

Four lecture series, each of about 5x45 minutes, will be given by David Applebaum (Sheffield), Claudia Klüppelberg (Munich), Szymon Peszat (Warsaw), and Yimin Xiao (Michigan), covering topics such as an introduction to Lévy processes, applications to risk theory, stochastic partial...

Course outline I. Bayesian econometrics II. Vector autoregressions III. Markov-switching models