Ökonometrie

Modern Topics in Time Series Analysis

4th Klagenfurt. Bielefeld Summer School on Modern Topics in Time Series Analysis

The fourth edition of the summer school will again take place in Klagenfurt, Carinthia, Austria. It will again feature a strong curriculum with leading European statistians and econometricians. The program and more information can be found in this flyer: MTSA_flyer_2024.pdf

The summer school is mainly directed towards (beginning) PhD students, but not limited to them. Applications and more details can be found on the webpage: http://www.aau.at/econ/mtsa2024

 

Modern Topics in Time Series Analysis

2nd Dortmund-Bielefeld Summer School on Modern Topics in Time Series Analysis (v2)

This is the information for the second edition of the summer school. The first edition took place in 2017 in Dortmund. For more information, see here.

Main facts

Time September 9th-13th 2019 Place University Bielefeld Capacity 40 students Fee €450,00.-
 

Target Audience

The summer school is directed towards beginning PhD students. Students are required to have a strong mathematical and statistical background and good preliminary knowledge in time series analysis including the Box-Jenkins framework and the estimation and model selection of vector autoregressive models. 

Application process is closed!

Program

The summer school provides an introduction to a number of modern topics in time series analysis taught by a selection of top researchers in the field in Europe. 

Each topic will be covered in one half day. Presentations will follow a common layout introducing the main theory of the area, providing examples and software available and finally hinting at relevant research questions. 

Current planning involves the following topics:
 

Topic	Lecturer	Affilitation
State Space Modeling	Dietmar Bauer	Bielefeld University
Bayesian Time Series Analysis	Oliver Grothe	KIT Karlsruhe
Hidden Markov Models	Roland Langrock	Bielefeld University
Models for Non-Causal/Non-Invertible Time Series	Markku Lanne	University of Helsinki
Structural Vector Autoregressive Analysis	Helmut Lütkepohl	DIW Berlin
Seasonality in High Frequency Data	Tomasso Proietti	Universita di Roma "Tor Vergata"
Neural Networks in Time Series Analysis	Jonas Sjöberg	Chalerms Göteborg
Smooth Transitions in the Mean and the Variance	Timo Teräsvirta	Aarhus University
Nonlinear Cointegration Analysis	Martin Wagner	TU Dortmund
Time Series Modeling for Categorical Data	Christian Weiß	Helmut-Schmidt-University Hamburg

Venue

The summer school will take place on the campus at the university of Bielefeld in the meeting rooms of the Studierendenwerk in the Morgenbreede. 

Accomodation

For the summer school participants will need to reserve hotel space on their own. The following options appear to be relevant: 

• Studentenwerk Moorgenbreede: Next to the venue of the summer school the Studierendenwerk offers accomodation in the form of a limited number of appartments (53€ for single person per night, 63 for two persons). We reserved a contingent of up to six appartments. If you plan to take this options please let us know.
• Youth hostel: information can be found here
• Airbnb: all locations close to Stadtbahn nr. 4 or Stapenhorststrasse are good for getting to the university. 
• Kolpinghaus: relatively cheap rooms close to the Bahnhof can be found here
• Bielefelder Hof: next to the Bahnhof, very nice hotel. Current price with promotional code 88.-€ single room incl. breakfast.  
• Arcadia hotel: next to the Rathaus in the innermost city. Price approx. 78,-€ single room incl. breakfast
• Golden Tulip: in the city center. 73,-€ for single room excl. breakfast.

Important Dates

The summer school will start on Monday September 9th at 9:00 and will close on Friday around 16:00. Details will be communicated directly to the participants.

Fincancial Issues

The conference fee for students amounts to €450.- This covers 

• lectures
• materials
• lunches
• coffee breaks and snacks
• conference dinner
• certificate of attendance

The fee does not include travel, accomodation and dinners. Students will have to arrange for their own travel and accomodation. 

The summer school receives sponsoring by the Bielefeld Center for Data Science   as well as Dr. Oetker, which is gratefully acknowledged. 

The summer school is one of the events in the Jubiläumsjahr 50 Jahre Universität Bielefeld.