This workshop will provide an opportunity to review, discuss and explore directions of development of Bayesian Inference in Stochastic Processes and in the use of Stochastic Processes for Bayesian Inference. The Workshop will encourage discussion and promote further research in these fields....

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...

This four-day EDEN seminar will deal with methods and techniques for conducting a meta-analysis. The purpose is to train the participants to conduct a high-quality scientific meta-analysis within the broad field of management and economic research. The seminar will focus on the meta-analysis...

The following topics are likely to be covered: - the econometric modelling and forecasting of inflation and growth; - formulating and using varieties of mechanical, statistical, semi-structural and structural forecasting models; - forecasting at different forecast horizons; - tools for forecast...

RESIM 2014 solicits talks on rare event simulation methodologies and applications, including (but not limited to) the following list of topics: - Methodologies (Importance Sampling; RESTART/Splitting; Stratified Sampling; Cross-Entropy Method; Large Deviations Theory; MCMC Techniques; Extreme...

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; -...

The program of the ISBA 2014 World Meeting will feature four lectures on Bayesian foundations, five keynote sessions, eight section-sponsored invited sessions and several additional invited sessions, including the Savage Award session and the Bayesian Analysis session. The program will also...

This conference calls for papers on all aspects of the estimation of bilateral trade. In particular, we welcome papers with a strong orientation towards econometric issues. Topics: - Panel data analysis of gravity models. - Allowing for time-dependence or cross-sectional dependence of the data...

Review of manuscripts will commence soon after the conference. Selected papers will appear in Advances in Econometrics, Volume 34. Topics: 1) New approaches for evaluating marginal likelihoods and Bayes factors 2) Comparative studies ofalternative methods 3) Computational issues in model...

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...