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Econometrics Summer Masterclass and Workshop

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Econometrics Summer Masterclass and Workshop

The Department is pleased to announce the Econometrics Summer Masterclass organised by Dr Mingli Chen and the Econometrics and Labour Research Group for both staff and PhD students.

Wednesday 14– 16 June 2017
S0.11 Social Sciences building (view location)

The three day event includes a masterclass and workshop and is an excellent opportunity to hear from leading academics in the field of Econometrics. Participants may attend one or both events and lunch is included for all participants.

Workshop (Wednesday 14 June 2017)

The program is as follows:

The 6 following speakers will each give a one hour talk. The title and schedule of the talks will be available soon.

09:30 - 10:00


10:00 - 11:00

Luis Candelaria (Warwick/Duke); A Semiparametric Network Formation Model with Multiple Linear Fixed Effects

11:00 - 12:00

Takashi Yamagata (York); Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities

joint with Hashem Pesaran

12:00 - 13:30


13:30 - 14:30

Geert Dheane (KU Leuven); Profile-score adjustments for incidental-parameter problems

joint with Koen Jochmans

14:30 - 15:30

Guido Kuersteiner (Maryland); Estimation with Aggregate Shocks

joint with Jinyong Hahn and Maurizio Mazzocco

15:30 - 16:00

Coffee break

16:00 - 17:00

Bo E. Honoré (Princeton); Panel Vector Auto regressions with Binary Data

Masterclass (Thursday 15 - Friday 16 June 2017)

Bo Honore (Princeton) will give a master class on panel data models.

Thursday 15th June


9.45 – 12.00

Session 1: Motivations and introduction. The linear model. Static Binary models.
(10.45 -11.00 - Coffee Break)

12.00 – 13.30


13.30 – 15.45

Session 2: Dynamic Binary models. VAR Binary Panel Data models.
(14.30 - 14.45- Coffee Break)

Friday 16th June


9.45 – 12.00

Session 3: Other Nonlinear Dynamic and Static Panel Data models. Multiple fixed effects.
(10.45 -11.00 - Coffee Break)



13.30 – 15.45

Session 4: Nonparametric approaches and wrapping up.
(14.30 - 14.45 - Coffee Break)


These events are open to Faculty members and MRes/PhD students from the Department of Economics, Department of Statistics, the Mathematics Institute, and the Warwick Business School.

You must register via the link below to book a place for this event. Places are limited so early booking is recommended.

For registration enquiries, please contact Margaret Nash - 

Register for event

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