Stammdaten

Titel: 3rd Klagenfurt-Bielefeld Summer School on Modern Topics in Time Series Analysis 2022
Beschreibung:

The third edition of the "Modern Topics in Time Series Analysis" summer school features a range of top European econometricians and statisticians providing insights on current topics in time series analysis over a full week in the beautiful setting of Klagenfurt in the Austrian south. The program provides ample time for getting to know fellow PhD students working in the areas as well as the lecturers.

The summer school provides on five consecutive days introductions to various areas of time series analysis including (but not limited to) volatility modeling, Bayesian methods, factor models, functional time series models and many more. Each of the top researchers provides a half day focussed on one topic. In between and in the evenings there is ample time for networking, getting to know fellow students as well as the lecturers.

Schlagworte: ARCH, GARCH and Volatility Modelling; Bayesian Methods for (Macro and Financial) Time Series Analysis; Bootstrap; Factor Models; Functional Cointegration; Functional Time Series; High Frequency Econometrics; Spectral Analysis; State Space Modelling
Kurztitel: MTSA 2022
Ort: Klagenfurt
Staat: Österreich
Zeitraum: 12.09.2022 - 16.09.2022
Veranstaltungsstatus: stattgefunden (Präsenz)
Kontakt-Email: vwl2@aau.at
Homepage: https://www.aau.at/econ/mtsa2022

VeranstalterInnen

Kategorisierung

Förderungstyp §27
Veranstaltungstyp
  • Weiterbildungsveranstaltung
Sachgebiete
  • 502025 - Ökonometrie
  • 502051 - Wirtschaftsstatistik
  • 101029 - Mathematische Statistik
  • 101026 - Zeitreihenanalyse
  • 102035 - Data Science
  • 502053 - Volkswirtschaftslehre
Forschungscluster Kein Forschungscluster ausgewählt
TeilnehmerInnenkreis
  • Überwiegend international
Veranstaltungsfokus
  • Science to Science (Qualitätsindikator: I)
Klassifikationsraster der zugeordneten Organisationseinheiten:
Arbeitsgruppen Keine Arbeitsgruppe ausgewählt

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Keine Partnerorganisation ausgewählt

Vorträge der Veranstaltung

Bayesian Methods for (Macro and Financial) Time Series Analysis
Bayesian Methods for (Macro and Financial) Time Series Analysis

G. Kastner

seit 14.09.2022

Zum Vortrag