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.
Please see below for Registration.
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 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 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) for Summer 2009 classes.
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 began on 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 $1,833.00, 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 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 $1,833.00 for Summer 2009, please contact the American University Student Accounts department for more information about transfering funds at (202) 885-3541.
For further information, please 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
Forthcoming Classes
May 11-15, 2009
Financial Econometrics and Volatility Models
Eric Zivot
Course Outline
May 26-30, 2009
Discrete Choice
William Greene, NYU
2010 (Tentative)
Forecasting—Theory and Applications
Instructor TBD
Generalized Method of Moments—Theory and Practice
Alastair Hall, North Carolina State University and University of Manchester
Panel Data
William Greene, NYU
Discrete Choice
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
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 Universityof 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.
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
