5th Klagenfurt-Bielefeld Summer School on Modern Topics in Time Series Analysis (MTSA 2026)

About

The summer school provides a PhD-level introduction to a range of modern topics in time series analysis taught by a selection of top researchers in Europe.

Introduction and Overview
Dietmar Bauer, Bielefeld University
Martin Wagner, University of Klagenfurt

Econometric Modelling of Climate Change
Eric Hillebrand, Aarhus University

Bootstrap
Jens-Peter Kreiß, TU Braunschweig

Structural VAR
Martin Bruns, University of East Anglia

Nonlinear VAR
James Duffy, Oxford University

Bayesian Methods for (Macro and Financial) Time Series Analysis
Gregor Kastner, University of Klagenfurt

Tensor and Network Econometrics
Roberto Casarin, Ca’ Foscari University of Venice

Hidden Markov Models
Roland Langrock, Bielefeld University

Course leader

Martin Wagner (University of Klagenfurt) and Dietmar Bauer (Bielefeld University)

Target group

The summer school’s target audience are primarily PhD students. However, the school also welcomes post-doctoral researchers (from universities, research institutes or (central) banks) and professionals with a strong formal background seeking to extend their knowledge base in time series analysis. A good preliminary knowledge of the main work-horses of time series analysis, e.g., estimation and specification of vector autoregressive models, is expected

Course aim

Each half-day will be dedicated to one topic in two 90-minute lectures. Presentations will roughly follow a common layout introducing the main theory of the area, potentially providing examples and discussing software available and finally indicating relevant questions at the research frontier

Fee info