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 Info-Metrics 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 include: Amos Golan, John Geweke, Bill Greene, Alastair Hall, John Rust, Eric Zivot
The Program
Since 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 PhD level, to professional economists, researchers and econometricians who work in government agencies, non-governmental organizations and in the private market.
Credits
*Currently Under Revision*
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 2011 begins on March 28.
Registration for AU students: Sign up through the my.american.edu portal.
Registration for non-AU students and all other interested researchers and individuals is via the Info-metrics Institute.
Info-Metrics Institute, American University, Kreeger Hall 104
4400 Massachusetts Ave., NW, Washington, DC 20016-8029
Phone: 202-885-3770 Fax: 202-885-3790
info-metrics@american.edu
Forthcoming Classes
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
Data Mining and Information: Theory and Practice
May 29-June 2 (Tuesday-Saturday), 2012
Instructor: Teddy Seidenfeld (Carnegie Mellon U)
Location: Info-Metrics Institute, American University
2013
Nonparametric Methods of Estimation: Theory and Practice
May (exact dates TBD), 2013
Instructor: Aman Ullah (UC Riverside)
Location: Info-Metrics Institute, American University
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
