Previous lectures

2018: Causal Inference and Machine Learning

Guido W. Imbens (Stanford Graduate School of Business, United States)

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2017: Statistical Learning and Data Science

Trevor Hastie (Stanford University)

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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) 
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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) and Glenn D. Rudebusch (Federal Reserve Bank of San Francisco)

2009: Semi-Parametric Bayesian Inference in Econometrics

Peter Rossi (University of Chicago)

2008: Complete and inclomplete Econometric Models

John Geweke (University of Iowa)

2007: Robustness, Fragility and Misspecification in Econometric Modelling.

Thomas Sargent (New York University)

2006: Empirical Analysis and Econometrics in Applied Industrial Organization.

Ariel Pakes ( Harvard University )

2005: Modeling Competition and Coördination in Supply Chains and Service Networks.

Awi Federgruen ( Columbia University )

2004: Analysis of Treatment Response for Decision Making.

Charles F. Manski ( Nortwestern University )

2003: Multivariate Volatility Modelling with Dynamic Correlations.

Robert F. Engle (Stern School of Business, New York University)

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