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Summer Program in Applied
Econometrics
Overview
In recent years there have been remarkable developments
in econometric and statistical methods together with an increase in
available data. Some of these data sets are very large, while others
are small, but since most of these data are non-experimental, none of
these data sets are perfect. Different methods to analyze and to better
understand imperfect data are evolving constantly. Many of these
developments are either too new or too specialized to fit within the
traditional university course framework.
Objective
The primary purpose of the summer program in applied
econometrics is to provide students, researchers and faculty with state
of the art econometric methods for analyzing data in the Social
Sciences. Examples include Bayesian Econometrics, Information and
Entropy Econometrics, Applied IO, Generalized Method of Moments,
Nonparametric and Forecasting, and Time Series.
Each day of the week-long course consists of morning
lectures that develop the basic concepts and philosophy as well as
their applications to real economic problems and data. Each afternoon,
these methods will be applied and practiced in the computer lab. These
daily tutorials and work in the computer lab provide students with
“hands on” experience in using these methods with real data.
Instructors Affiliated with the
Summer Econometrics Program
Amos Golan, John Geweke, Bill Greene, Alastair Hall,
John Rust, Eric Ghysels, Eric Renault
The Program
Beginning 2005, every year in mid May, at least one such
class will be offered at American University.
Target Group and Requirements
Each course in the program is open to students who have
completed at least a year of econometrics at the Ph.D. level, to
professional economists, researchers and econometricians who work in
government agencies, non-governmental organizations and in the private
market.
Credits
- Students who attend the classes and
tutorials/workshops in May and complete a research project directed by
the course instructor during the following summer receive three
credits.
- Students from other institutions, who complete the
class requirements, receive full credit for the class.
- Researchers may take the class for a fixed fee of
$1,944.00 per class (register for zero credit) for Summer 2009 classes.
Lecturers
The lecturer for each course is one of the leading
experts in that field.
Class Material
The text for each class will be announced prior to the
class and will include a text book and/or a reader consisting of a
collection of papers.
Daily Schedule
Classes begin at 9:00 am and end at 4:30 or 5:00 pm.
There will be a morning coffee break, a lunch break and an afternoon
break.
Registration
Please note: registration amounts and
specifics may change. Please check back for more up-to-date information
soon. Registration for Summer
2009 begins March 30.
Registration for AU students:
Sign up through the my.american.edu portal.
Registration for non-AU students in the
US:
Sign up by filling out a non-degree
student application and mailing the form along with a check for the
Summer 2009 class fee of $1,944.00, payable to American University and
send it to:
Senior Administrative Assistant
Economics Department, American University
4400 Massachusetts Avenue NW, Roper Hall Room 105
Washington, DC 20016-8029
Please specify which course or courses you would like to
register for on the bottom of the non-degree student application form.
The course numbers are ECON 096.N91 for Financial Econometrics
and Volatility Models and ECON 096.N92 for Discrete Choice.
Registration for non-AU students outside of
the US:
Sign up by filling out a visiting
student form. The course numbers are ECON 096.N91 for
Financial Econometrics and Volatility Models and ECON 096.N92
for Discrete Choice). There is a special tuition rate per class of
$1,944.00 for Summer 2009, please contact the American University
Student Accounts department for more information about transfering
funds at (202) 885-3541.
Forthcoming Classes
2009
Eric
Zivot
May 11-15
William
Greene, NYU
May 26-30
2010 (Tentative)
To be determined
Alastair Hall, North
Carolina State University and University
of Manchester
William Greene, NYU
William Greene, NYU
Past Classes
2005
Information and Entropy Econometrics—Theory
and Practice
May 16 - 20, 2005
Amos Golan, American University
Class
Syllabus
2006
Bayesian Econometrics and
Decision-Making
May 15 - 19, 2006
John
Geweke, University of Iowa
Link to Class material
here.
Discrete Choice Modeling
May 30 - June 3, 2006
William
Greene, NYU
Link to Class material
here.
2007
May 14 - 18, 2007
Alastair Hall, North
Carolina State University and University
of Manchester
Link to Class material
here.
May 29 - June 2, 2007
William
Greene, NYU
2008
Amos
Golan, American University
Class
Material
Amos Golan, George G. Judge, Douglas Miller (1996), Maximum
Entropy Econometrics: Robust Estimation with Limited Data, John
Wiley & Sons. [Link
to Publisher's Website]
Additional Material:
A. Golan, "Information
and Entropy Econometrics — A Review and Synthesis", Foundations and
Trends® in Econometrics: Vol. 2: No 1–2, pp 1-145. [Book
Information Link]
A printed and bound version of this article is available
at a 50% discount from Now Publishers. This can be obtained by entering
the promotional code MC08004 on the order
form at Now Publishers. You will then pay $45/Euro plus postage.
John Rust
Class
Material
Note: Includes agent-based modeling and programming.
For further information or for
registration contact:
Department of Economics, American University, Roper
Hall 105
4400 Massachusetts Ave., NW, Washington, DC 20016-8029
[phone] 202-885-3770 [fax] 202-885-3790
econ@american.edu
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