2018: Causal Inference and Machine Learning
Guido W. Imbens (Stanford Graduate School of Business, United States)
2017: Statistical Learning and Data Science
Trevor Hastie (Stanford University)
2016: Forecasting and Financial Market
Allen Timmermann (Rady School of Management, UC San Diego)
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2015: Structural Modeling of Economic Time Series
Christopher A. Sims (Princeton University, USA)
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2014: The Econometric Analysis of
Recurrent Events in Macroeconomics and Finance Adrian Pagan
(The University of Sydney) and Don Harding (University of la Trobe)
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2013: Low Frequency Econometrics
Mark Watson (Princeton University)
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2012: Recent Theory and Applications of DSGE Models
Frank Schorfheide (University of Pennsylvania)Â
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2011: Modeling heterogeneity in econometric models
Jerry A. Hausman (MIT)
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2010: Yield Curve Modeling and Forecasting
Francis X. Diebold (University of Pennsylvania)Â and Glenn D. Rudebusch (Federal Reserve Bank of San Francisco)
Programme
2009: Semi-Parametric Bayesian Inference in Econometrics
Peter Rossi (University of Chicago)
Programme
2008: Complete and inclomplete Econometric Models
John Geweke (University of Iowa)
ProgrammeÂ
2007: Robustness, Fragility and Misspecification in Econometric Modelling.
Thomas Sargent (New York University)
Programme
2006: Empirical Analysis and Econometrics in Applied Industrial Organization.
Ariel Pakes ( Harvard University )
Programme
2005: Modeling Competition and Coördination in Supply Chains and Service Networks.
Awi Federgruen ( Columbia University )
Programme
2004: Analysis of Treatment Response for Decision Making.
Charles F. Manski ( Nortwestern University )
Programme
2003: Multivariate Volatility Modelling with Dynamic Correlations.
Robert F. Engle (Stern School of Business, New York University)
Programme   Â