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Info-Metrics | Info-Metrics Summer Program

In recent years there have been remarkable improvements in methods of inference in general and in econometric and statistical methods of inference in particular. These developments came together with an increase in available data and information. Some of these data sets are very large, while others are small, but since most of these data are non-experimental and quite blurry, none of these data sets are perfect. Nonetheless, most currently-used theoretical and empirical methods in the social, behavioral, decision and natural sciences fail to adequately take these information limitations into account. Ideally a model should use all available information and then use a consistent and efficient method of inference. There is a critical need for new approaches to modeling and inference that can handle limited, inaccurate, or constantly evolving information. Classical econometrics and statistics, for example, are built on a set of assumptions that are often not verifiable (say, a pre-specified likelihood) or unobservable. 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 Info-Metrics is to provide students, researchers and faculty with state of the art hands-on tutorials and training workshops on inferential methods for analyzing data and processing information across the sciences. Examples include info-metrics, Bayesian methods of inference, Information-Theoretic methods of estimation, generalized method of moments, nonparametric methods, forecasting, financial econometrics, agent based models, computational methods in the social sciences, micro-econometrics and panel data methods, Bayesian decision making, statistical model selection, and more.

Each day of the training workshop consists of morning tutorial that develop the basic concepts and philosophy as well as their applications to real world 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 the participants with “hands on” experience in using these methods with real data.

Past instructors and workshop facilitators include: Amos Golan, John Geweke, Bill Greene, Alastair Hall, John Rust, Eric Zivot, Graham Elliott and Ingmar Prucha. 

The Program

Since 2005, every year during the summer, Info-Metrics Institute tutorials are offered at American University.

Target Group and Requirements

Each course/workshop in this program is open to participants who have completed at least a year of econometrics/statistics at the PhD level. These training workshops are of interest to graduate students, data analysts, research scientists, professional economists, researchers and econometricians/statisticians who work in government agencies, non-governmental organizations and in the private market.

Credits

*Currently Under Revision*

Certificates

Each participant that completes a tutorial receives a Certificate of Completion.

Workshop Material

The text for each training-workshop will be announced prior to the workshop and will include a text book and/or a reader consisting of a collection of papers.

Daily Schedule

Tutorials 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 periodically. Registration for Summer 2013 is now open.

Registration for AU students: For more information on how to register, send an email to info-metrics@american.edu.

Registration for non-AU students and all other interested researchers and individuals is via the Info-metrics Institute. For more information on how to register, send an email to info-metrics@american.edu.

For further information, please contact:

Info-Metrics Institute, American University, Kreeger Hall 104
4400 Massachusetts Ave., NW, Washington, DC 20016-8029
Phone: 202-885-3758 Fax: 202-885-3790
info-metrics@american.edu

 

Forthcoming Classes

A Special Two-Day Tutorial on Info-Metrics
May 28-29 (Tuesday & Wednesday), 2013
Instructor: Amos Golan (American U) & Info-Metrics affiliate TBD
Location: Info-Metrics Institute, American University
Class Information: Older material-to be updated

 

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
Class Information

Discrete Choice Modeling

May 30 - June 3, 2006
William Greene, NYU
Class Information


2007

Generalized Method of Moments—Theory and Practice
May 14 - 18, 2007
Alastair Hall, North Carolina State University and University of Manchester
Class Information

Panel Data
May 29 - June 2, 2007
William Greene, NYU


2008

Information Theoretic and Entropy Econometrics
Amos Golan, American University
Class Information
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)

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.

Computational Economics
John Rust
Class Information
Note: Includes agent-based modeling and programming.

 

2009

Financial Econometrics and Volatility Models
Eric Zivot

Discrete Choice
William Greene, NYU

 

2010

Forecasting
Instructor: Graham Elliott, UCSD
Class Syllabus
Course Description

Bayesian Econometrics & Decision-Making
Instructor: John Geweke,
U of Iowa and UTS, Sydney, Australia
Course Description


2011

Info-Metrics: Theory and Practice
Instructor: Amos Golan, American University

Spatial Econometrics: Theory and Practice
Instructor: Ingmar Prucha, Professor, Department of Economics at University of Maryland College Park

 

2012

Microeconometrics with focus on Panel Data and Discrete Choice: Theory and Practice
May 14-18 (Monday-Friday), 2012
Instructor: William Greene (NYU)
Location: Info-Metrics Institute, American University
Class Information

Data Mining and Information: Theory and Practice
May 29-June 2 (Tuesday-Saturday), 2012
Instructors: Teddy Seidenfeld (Carnegie Mellon U), Richard Scheines (Carnegie Mellon U), Kevin Zollman (Carnegie Mellon U) Location: Info-Metrics Institute, American University
Class Information

A Special Two-Day Tutorial on Info-Metrics
July 9-10 (Monday & Tuesday), 2012
Instructor: Amos Golan (American U)
Location: Info-Metrics Institute, American University
Class Information

Upcoming Classes

May 28 & 29 (Tuesday & Wednesday), 2013

A Special Two-Day Tutorial on Info-Metrics
Amos Golan (American U) & Info-Metrics affiliate TBD

Please see below for Forthcoming and Past classes.

Registration & Contact

Info-Metrics Institute
American University,
Kreeger 104
4400 Massachusetts Ave., NW,
Washington, DC 20016-8029
info-metrics@american.edu