Call For Participants
Tinbergen Institute Econometrics Lectures 2013 - Mark Watson: Low Frequency Econometrics

May 22-23, 2013, Tinbergen Institute Rotterdam, the Netherlands

Mark Watson is the Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs at Princeton University. The TI Econometrics lectures will focus on inference about low-frequency characteristics of economic time series. Specific topics include tests of particular parametric models (e.g., fractional, diffusions, local-level models), inference about ‘cointegrating' coefficients, HAC covariance matrix estimators, and long-run prediction problems. Inference will be carried out within the framework of the local-to-frequency-zero-spectrum using low-frequency transformations of the sample data.

ABOUT TINBERGEN INSTITUTE: Tinbergen Institute (TI) is one of Europe's top graduate schools and research institutes in economics. The institute uniquely combines the best of three leading Dutch universities, Erasmus University Rotterdam (EUR), University of Amsterdam (UvA) and VU University Amsterdam (VU). Tinbergen Institute offers a research master program (MPhil plus PhD) in economics, econometrics and finance.

All tracks consist of two years of intensive graduate coursework which are usually followed by three years of PhD thesis research. Tinbergen Institute runs its own scholarship program for master students, sponsored by the economics departments and the Duisenberg school of finance. PhD positions are fully paid positions with a good salary. Currently, about 200 students are enrolled in our graduate program. Roughly 75% of all students come from abroad; students have come from Europe, Asia, North-America, South-America and Africa.

REGISTRATION FOR THE TI ECONOMICS LECTURES BY MARK WATSON: You can register online (http://www.tinbergen.nl > events > lectures). The registration code for the Lectures is: TI1215. Maximum number of participants: 50.

Registration fee is Euro700 (registration before April 30) and Euro900 (after April 30). Participation in the exam costs Euro100.External participants need to send their vitae and a short letter in which they motivate their participation.

For TI MPhil students, participation must be approved by the DGS and is free of charge.

FURTHER INFORMATION: For more information please contact Ms. Carine Horbach at courses@tinbergen.nl

Deadline for registration: April 30, 2013