Model Selection and Averaging in Econometrics

About

The course will cover a rigorous introduction to the theory and practice of econometric model selection, model averaging, and related methods. The goal is to introduce students to a range of tools which can be used in applied econometrics, to provide the theoretical foundation to understand how to use these tools, and to introduce the theory for students interested in pursuing methodological research.

Course leader

Bruce E. Hansen, Professor in the Department of Economics, University of Wisconsin-Madison, USA, will be the Distinguished Guest Professor Bruce E. Hansen is a Mary Claire Aschenbrenner Phipps Distinguished Chair and Trygve Haavelmo Professor of Econom

Target group

Our Summer School is a very diverse programme, attracting a range of people from over 24 different countries since 2006. The majority of participants are currently studying at graduate and postgraduate levels, alongside a number of professionals from a range of business sector

Course aim

The broader objective of this series of events is to provide advanced training for young researchers from all over Europe and beyond on important disciplines of economics and econometrics.

Fee info