Due to the current global situation, the Dynamic Econometrics Conference and Spring School will now be held virtually. 

Dynamic Econometrics Conference

The deadline for abstract submissions has now closed, but registration for the event will soon be opening. Dates for the conference are 18-19 March 2021, and will include contributed paper sessions, poster sessions, PhD SPEED presentations, and the invited Ana Timberlake memorial lecture, along with a panel discussion with developers of the OxMetrics econometrics software, including Jurgen A. Doornik, David F. Hendry, Siem Jan Koopman, and Sébastien Laurent.

Climate Econometrics Spring School 

Subject: Econometric modelling of climate and related variables

Outline: Running from 2.00-5.30pm, the course provides an introduction to the theory and practice of econometric modelling of climate variables in a non-stationary world. It covers the modelling methodology, implementation, practice and evaluation of climate-economic models.

The framework, its basic concepts and implications will be explained for modelling evolving processes that are also subject intermittently to outliers and structural breaks. Live applications to empirical climate time series will demonstrate the approach. The Climate Econometrics international webinar by Zack Miller will be included on Tuesday 16 March from 4.00-5.00pm.

Sessions will be taught by Prof. Sir David Hendry, Dr. Jennifer Castle and Dr. Jurgen Doornik

Who should attend: This course is aimed at anyone modelling climate time-series data who wants to get up-to-date with major recent developments in empirical econometric modelling.

Learning outcomes: Develop skills in selecting econometric models for a range of climate and related variable, producing and evaluating empirical models and handling evolving time series exhibiting trends, outliers and sudden shifts. Exposure to the powerful econometric software package XLModeler running within Excel will be provided to achieve this.

Delivery style: The course is applied, combining theory with practical sessions.

Prerequisites: Knowledge of basic econometric concepts and regression analysis at the undergraduate level is the minimum requirement, at lease as in David F. Hendry and Bent Nielsen [2007] Econometric Modelling: A Likelihood Approach, Princeton University Press.

Some previous experience with econometrics would be advantageous. Knowledge of the XLModeler software is not required but participants should install the software before the course using licenses provided by Timblerlake.

Cost:

Commercial and academic: £625

Student: £470