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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 $1,833.00
per class (register for zero credit).
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 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 class fee of $1,833.00, 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 IEE and ECON
096.N92 for Computational Economics.
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
IEE and ECON 096.N92 for Computational Economics). There
is a special tuition rate per class of $1,833.00, and you may
make payment with a wire transfer from your bank using the information
below:
Your
wire transfer must be sent and addressed as follows:
Beneficiary: American University- SA
Beneficiary Address: 4400 Massachusetts Ave.
NW
Washington DC 20016-8033
Receiving Bank: Chevy Chase Bank
Receiving Bank Address: 7501 Wisconsin Ave.
Bethesda MD 20814
(ABA) Routing Number: 255071981
Bank Account Number: 500-430798-9
OBI Field: Students name and ID number (Mandatory).
You do not need to put the ID number in.
The bank’s telephone numbers are (240) 497-7199 and (240)
497-7191.
Forthcoming Classes
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.
2009
Classes will be finalized during Fall 2008
Eric Ghysels and Eric Renault
John Geweke,
University of Iowa
William Greene,
NYU To Be Decided
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
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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