Resources

This page contains selected electronic resources from our past training courses, masterclasses and conferences. These resources include slides, handouts, software and reading lists.

Software Library

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This site links to software hosted on external websites. These are selected and reviewed when the link is published. However, cemmap and the IFS are not responsible for the content of external websites. This is because we do not produce them or maintain/update them and they can be changed without our knowledge or agreement. If you notice a broken or incorrect link, please let us know by emailing cemmapswl@gmail.com.

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Structural nonequilibrium models of strategic thinking: theory, measurement, and applications (a cemmap / ELSE master class)

Structural nonequilibrium models of strategic thinking: theory, measurement, and applications (a cemmap / ELSE master class)Tutor:… Continue reading.

The econometrics of high-frequency financial data

The econometrics of high-frequency financial dataTutor: Yacine Ait-Sahalia (Princeton) – 29 – 30 May 2008 Programme… Continue reading.

Recent empirical analysis of auction markets and bidding

Recent empirical analysis of auction markets and biddingTutor: Robert Porter (Northwestern) – 13 – 14 March… Continue reading.

Auctions: theory and empirics (a cemmap / ELSE conference)

Auctions: theory and empirics (a cemmap / ELSE conference) Programme Download programme Papers A study of… Continue reading.

Time series workshop

Time series workshopOrganised by: Raffaella Giacomini (UCL and cemmap) and Nour meddahi (Imperial) – 11 January… Continue reading.

Firm heterogeneity – implications for growth, trade and labour market flows

Master Class: Firm heterogeneity – implications for growth, trade and labour market flowsTutor: Dale Mortensen (Northwestern)… Continue reading.

IFS / UCL workshop: income dynamics and consumption inequality

Consumption Inequality and Income Dynamics: Micro-Macro Links and Measurement (IFS / UCL workshop) Programme Download programme… Continue reading.

ESRC Econometric Study Group: Annual Conference 2007

ESRC Econometric Study Group: Annual Conference 2007 Programme and papers Download programme with links to papers

Microeconometrics: measurement matters

In 1932, the Cowles Commission was founded, taking Lord Kelvin’s maxim Science is Measurement as its… Continue reading.

Economics of the family

Master Class: Economics of the familyTutor: Yoram Weiss (Tel Aviv) – 12 – 13 October 2006… Continue reading.

Understanding Consumer Behaviour

Master Class: Understanding Consumer BehaviourTutor: Richard Blundell (UCL and IFS) – 1 – 2 June 2006… Continue reading.

Nonparametric and semiparametric methods

Master Class: Nonparametric and Semiparametric MethodsTutor: Oliver Linton (London School of Economics) – 11 – 12… Continue reading.

Recent advances in the empirical analysis of market outcomes

Recent Advances in the Empirical Analysis of Market OutcomesTutor: Ariel Pakes (Harvard University) – 16 –… Continue reading.

Modern Bayesian econometrics

Tutor: Tony Lancaster (Brown University) – 16 – 17 Feb 2006 Programme Download programme View photos… Continue reading.

Testing Stochastic Dominance Restrictions (in honour of the contribution of Professor Haim Levy)

Testing Stochastic Dominance Restrictions (in honour of the contribution of Professor Haim Levy) Programme Download programme… Continue reading.

ESRC Econometric Study Group Annual Conference 2005

ESRC Econometric Study Group: Annual Conference 2005 Programme and papers Download programme with links to papers

ESRC econometric study group and money macro and finance research group seminar

ESRC Econometric Study Group and Money Macro and Finance Research Group Seminar Programme and papers Download… Continue reading.

Empirical likelihood

Empirical likelihood workshop Programme Download programme Papers Many Weak Moment Asymptotics for Generalised Empirical Likelihood Estimators… Continue reading.

Partial identification of probability distributions

Partial Identification of Probability DistributionsTutor: Charles F. Manski (Northwestern) – 25 – 26 March 2004 Programme… Continue reading.