Topics: - Nonparametric procedures and info-metrics methods - Nonparametric and Information-Theoretic Estimation and Inference Methods - Density and Regression Estimation (Nonparametric and Information Methods) - Kernel estimation and info-metrics - Mixed data estimation - Quantile estimation -...

This event is an introduction to some of the techniques in Bayesian econometrics which can be useful for modelling and forecasting in central banks. It will provide an overview of the theory and then focus on practical implementation through computer-based exercises. The seminar will be taught...

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...

The Program Committee of ISBA 2012 invites submissions of proposals for special topic sessions. Each session consists of 4 talks of 25 min with a common theme.

The seminar will be taught from the perspective of the practitioner with the aim of discussing techniques that can improve upon classical econometric methods, or are more convenient alternatives. The topics covered are likely to include: - introduction to Bayesian analysis and Gibbs sampling; -...

This intensive week-long course will provide attendees with knowledge of many issues surrounding structural equation and multilevel modeling, including practical application in Mplus. Models incorporating both cross-sectional and longitudinal/panel data will be treated. Econometric methods for...