Ph.D. Schools in Econometrics Nuffield College, University of Oxford

Aim of the Royal Economic Society Easter School in Econometrics:
The school is intended primarily for advanced post-graduate students, but is also open to recently-appointed members of the teaching and research staff. The purpose is to enable participants to become acquainted with the latest developments in the selected field of econometrics, to have the opportunity for study and discussion with two leading authorities in this field, and to meet other graduate students.

Sponsors for Easter School:
The first two Easter Schools held in the years 2001-2002 were funded by the Royal Economic Society. Another set of 5 Easter Schools will be held in the years 2003-2008 sponsored in part by ESRC's Research Methods Programme.

Local organizers: David F Hendry, Bent Nielsen, Neil Shephard.

Future Easter (Summer) Schools:

• 7-10th April 2008: Jurgen Doornik, David Hendry, Kevin Hoover, Benedikt Pötscher, Halbert White: Model Selection .

Past Easter Schools:

• 2001: Enrique Sentana & Neil Shephard: Financial Econometrics: "Econometrics of testing asset pricing models" & "Lévy based dynamic models for financial economics: heavier tails and stochastic volatility".
• 2002: Martin Browning & Hidehiko Ichimura: Microeconometrics: "Simulation-based Estimation Methods" & "Nonparametric and Semiparametric Methods in Microeconometrics"
• 2003: Søren Johansen & Anders Rahbek: Macro econometrics: Linear and non-linear modelling of non-stationary multivariate time series with economic illustrations .
• 2004: Torben Andersen, Ole Barndorff-Nielsen, Tim Bollerslev, Nour Medahi, Neil Shephard: Financial econometrics: Realised variation .
• 2005: Nancy Cartwright David Cox, Jim Heckman, Steffen Lauritzen: Causality.
• 2006: Manuel Arellano, Steve Bond: Panel Data .

Related Courses held in Oxford:

• ESRC Oxford Spring School in Quantitative Methods for Social Research.

Some useful links:
The Econometrics Journal, Econometrics Links, RES Easter School in Economics at Birmingham
Royal Economic Society, Nuffield College, Somerville College, Department of Economics, University of Oxford.