Dynamic Econometrics Conference & Climate Econometrics Spring School


Owing to the global situation, the Dynamic Econometrics Conference and Climate Econometrics Spring School 2021 will 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

Taking place 15-17 March 2021, and running from 2pm-5.30pm, the course will be led by Professor Sir David Hendry, Dr. Jurgen Doornik, and Dr. Jennifer Castle, with Timberlake Consultants Ltd.

Course Overview

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.

For more detailed information, visit the registration website at Timberlake.

Subject: Econometric modelling of climate and related variables

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 Oxmetrics and XLModeler running within Excel will be provided to achieve this.

Cost: Commercial and Academic = £625, Student = £470