Scuola Estiva di Econometria - 1997-2007
2007
Prima Settimana ( 11-16 giugno 2007 ):
- A Unified Framework for Defining and Identifying Causal Effects (Program in Pdf)
Halbert White (University of California, San Diego) - A Unified Framework for Nonparametric and Semiparametric Econometrics with Mixed Data (Program in Pdf)
Jeffrey Racine (McMaster University, Canada)
Seconda Settimana (26 June – 1 July 2005 ):
- Techniques for Building Small Macroeconometric Models (Program in Pdf)
Adrian Pagan (Queensland University of Technology, Australia) - Predictive and Simulation Based Specification Testing and Model Selection in Macro and Financial Econometrics (Program in Pdf)
Norman Swanson (Rutgers University, New Jersey)
2006
Prima Settimana ( 19-24 June 2006 ):
- The Econometrics of Asset Pricing (Program in Pdf, 51 Kb)
René Garcia (Université de Montréal, CIRANO and CIREQ) - Volatility Estimation and Modelling (New Program in Pdf, 37 Kb)
Nour Meddahi (Université de Montréal, CIRANO and CIREQ)
Seconda Settimana (26 June – 1 July 2005 ):
- Economics of Inequality (Program in Pdf, 24 Kb)
Antony B. Atkinson ( Nuffield College, Oxford )
Stephen P. Jenkins ( ISIER, University of Essex )
2005
Prima Settimana ( 20-25 Giugno 2005 ):
- A Course in Bayesian Econometrics (Pdf)
Tony Lancaster ( Brown University, USA )
Gary Koop ( University of Leicester, UK )
Seconda Settimana (27 Giungno – 2 Luglio 2005 ):
- Quantitative Models in Marketing Research (Pdf)
Philip Hans Franses ( Erasmus University Rotterdam, NL ) - Topics in Panel Data Econometrics (Pdf)
Jeffrey M. Wooldridge ( Michigan State University, USA )
2004
Prima settimana (14 - 19 giugno 2004)
- Peter Christoffersen (McGill University, Montreal), Discrete Time Models for Risk Management and Derivative Valutation (Pdf)
- Eric Ghysels (University of North Carolina at Chapel Hill), Volatility Models, MIDAS Regressions and the Econometrics of Option Pricing.
- Bruce E. Hansen (University of Wisconsin, Madison), Econometrics of Structural Change and Threshold Models (Pdf)
- Wolfgang Hardle (Humbolt University, Berlin), Applied Nonparametric Methods.
2003
Prima settimana (15 - 21 giugno 2003)
- Jacques Mairesse (ENSAE, Parigi, Francia), Econometrics of Linear Panel Data Models.
- Michael Lechner (University of St. Gallen, Switzerland), Topics in Econometrics of Nonlinear Panel Data Models (Pdf)
- Graham Elliott e Alan Timmermann (University of California at San Diego, USA), Issues in Forecasting: Theory and Practice (Pdf)
2002
Prima settimana (16 - 22 giugno 2002)
- Katarina Juselius (University of Copenhagen, Danimarca), Cointegrated VAR Modeling: Econometric Theory and Macroeconomic Applications .
- Kenneth West (University of Wisconsin, USA), Topics in Time Series Econometrics .
Seconda settimana (24 giugno - 29 giugno 2002)
- Enrique Sentana (CEMFI, Madrid, Spagna), The Econometrics of Testing Asset Pricing Models .
Peter Bossaerts (California Institute of Technology, USA), Nonstationarities in Asset Returns: Nature, Causes and Remedies .
2001
Prima settimana (18 - 23 giugno 2001)
- George Tauchen (Duke University, USA), Efficient Simulated Method of Moments with Applications to Financial Econometrics [ Sito del corso ]
- Neil Shephard (University of Oxford, UK), Levy Based Dynamic Models and Their Use in Financial Economics
- Steven Durlauf (University of Wisconsin, USA), Econometrics Issues in the Study of Inequality and Growth
Morten Ravn (London Business School, UK), Quantitative Macroeconomics: Analyzing Business Cycles
2000
Prima settimana (19 - 24 giugno 2000) :
- Ariel S. Pakes (Harvard University, Cambridge, USA), Techniques for Applied and Empirical Analysis in Industrial Organization
- John Rust (Yale University, New Haven, USA), The Econometrics of Social Insurance
- Cheng Hsiao (University of Southern California, Los Angeles, USA), Econometrics of Panel Data
Aman Ullah (University of California, Riverside, USA), Nonparametric and Semiparametric Econometric Methods
1999
Prima settimana (14 - 19 giugno 1999)
- Halbert White (University of California, San Diego, USA), The Bootstrap, Data Snooping, and Financial Market Models
- John Bilson (Illinois Institute of Technology, Chicago, USA), Trading, Investment and Risk Management
- Eric Renault (CREST, Parigi, Francia), Dynamic Factor Models in Finance
- Tim Bollerslev (Duke University, Durham, USA), Financial Market Volatility and High - Frequency Data
1998
Prima settimana (14 - 19 giugno 1998)
- Badi Baltagi (Texas A&M University, USA), Econometrics of Panel Data
- Pravin K. Trivedi (Indiana University, USA), Econometrics of Count Data
- Léopold Simar (Université Catholique de Louvain, Belgio), Efficiency Analysis: The Econometric Approach
- Lester D. Taylor (University of Arizona, USA), Demand Analysis in the Regulated Industries
1997
Prima settimana (16 - 21 giugno 1997):
- Sean Holly (University of Cambridge, UK), Forecasting and Policy Analysis with Macromodels: Current Trends and Future Developments
- Helmut Lütkepohl ( Humboldt-Universitaet zu Berlin, Germania), Recent Developments in Multiple Time Series Analysis
- Clive Granger (University of California, San Diego, USA), Forecasting in Theory and Practice Using General Cost Functions
- Timo Terasvirta (Stockholm School of Economics, Svezia), Modelling Economic Relationships with Smooth Transition Regressions
