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Climate Econometrics Spring School

7th March 2021 - 9th March 2021

Due to the current global situation, we have decided to postpone the Climate Econometrics Summer School. It will now take place in Washington DC, March 2021 [dates to be confirmed]

Subject: Econometric modelling of climate and related variables

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.

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: 2.5-Day Pass

Commercial = £1,710+VAT

Academic = £840+VAT

Student = £840+VAT




7th March 2021
9th March 2021


George Washington University
1918 F Street, NW
Washington DC, DC 20052 United States
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