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Cemmap training courses run over two or three consecutive days in a state-of-the-art microeconometrics laboratory at the Department of Economics, University College London. The courses are designed to be of particular benefit to economists and social scientists in the public and private sectors wanting to know how to use microeconometrics and microdata to inform policy making.
Dynamic Econometric Models
   
Date:25 Mar 2010 10:00 - 26 Mar 2010 17:00
Tutor:Walter Beckert
Venue: UCL Economics Department, Drayton House, 30 Gordon Street, London WC1H OAX
Rates:Public and private sector delegates: £1250.00; HE delegates: £195.00
Programme:Download programme
  

This course presents an introduction to econometric methods applied to the empirical analysis of dynamic economic processes. Next to classical applications in empirical macroeconomics and finance, the approaches surveyed in this course are also increasingly used in applied competition economics. The course starts with a review of the generalized method of moments approach to estimation that encompasses almost all the models covered in the course. It then surveys the main econometric models for univariate and multivariate processes and various tools for diagnostic testing. The theoretical exposition is accompanied by a sequence of computer practicals that implement the various econometric models and techniques in applications which relate to competition analysis in the US petroleum industry. Stata will be used.

Level of knowledge required: This course is suited for applied economists with an advanced undergraduate level background in econometrics; for the applied part of the course some basic familiarity with competition economics is useful, but not required.

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booking & venue details

Courses will be held at University College London Economics Department (see map).

To book places, please use the online form. For more information about the content of the courses, you can contact the course organiser, Bonnie Brimstone.

Click here for booking terms and conditions.

HE places

A limited number of places on each course
will be available for delegates from Higher Education institutions (UK and abroad). These places are subsidised and are allocated on a first come first served basis (the rates are as advertised in each course description). To apply, simply complete the booking form and tick the HE fees box.

Assistance with travel and accommodation

We also have some funds to help meet economy travel costs and accommodation for students from UK HE institutions. To claim travel expenses, please complete an expenses claim form and send it to us with copies of all tickets and receipts once you have attended an event (you do not have to apply). The maximum claim is £175.

For a list of local hotels, click here.
 
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