See the DGPE homepage for details (announcements, programs, course notes).

11-13 June
Title: Nonstandard Asymptotics for Two-Step Semiparametric Estimators
Lecturer: Michael Jansson, Edward G. and Nancy S. Jordan Family Professor of Economics, University of California, Berkeley
Location: Aarhus University (Organized by CREATES)

22-23 May
Title: Selection and Shrinkage in Nonparametric Regression
Lecturer: Professor Bruce E. Hansen, University of Wisconsin-Madison
Location: Aarhus (Organized by CREATES)

29 February-1 March
Title: Frequency Domain Methods in Econometrics
Lecturer: Tommaso Proietti, Università di Roma “Tor Vergata” and CREATES
Location: Aarhus (Organized by CREATES)

26-29 September 2016
Title: High-frequency Data Econometrics
Lecturers: Professor Peter Reinhard Hansen (European University Institute), Professor Asger Lunde and Associate Professor Kim Christensen (both CREATES, Aarhus University)
Location: Aarhus (Organized by CREATES)

11-13 October 2016
Title: State Space Models
Lecturer: Siem Jan Koopman, VU University Amsterdam, Tinbergen Institute and CREATES
Location: Aarhus (Organized by CREATES)

14-15 and 21-22 November 2016
Title: Structural Vector Autoregressions
Lecturer: Professor Markku Lanne, University of Helsinki and CREATES
Location: Aarhus (Organized by CREATES)

24-25 February 2015
Title: The Bootstrap
Lecturer: Professor Russell Davidson

19-24 March 2015
Title: High-dimensional econometrics: oracle property, oracle inequalities and inference
Lecturer: Postdoc Anders Bredahl Kock

10-14 April 2015
Title: Duration Analysis
Lecturer: Professor Nicholas M. Kiefer

13, 16-17 November 2015
Title: Market Microstructure & Trading
Lecturer: Ramazan Gençay, Simon Fraser University

3-5 February 2014
Title: Nonlinear Time Series Econometrics
Lecturer: Professor Timo Teräsvirta, Aarhus University and CREATES

11-12 March 2014
Title: Panel Data
Lecturer: Professor Badi Baltagi, Syracuse University

22-23 April, 29-30 April & 6 May
Title: Nonparametric Econometrics I-III
Lecturer: Professor Jeff Racine, McMaster University and CREATES

24 April 2014
Title: Weak identification in the linear instrumental variables regression model
Lecturer: Frank Kleibergen, Brown University

2-3 June 2014
Title: Bayesian Analysis of DSGE models
Lecturer: Professor Frank Schorfheide, University of Pennsylvania

29 October 2014
Title: Change-point and mixture Models with applications to macroeconomic time series and option pricing
Lecturer: Associate Professor Jeroen V.K. Rombouts, ESSEC Business School

6-7, 11-12 & 20-21 November 2014
Title: Structural Vector autoregressions I-III
Lecturer: Professor Markku Lanne, University of Helsinki and CREATES

28-29 January 2013
Title: Topics in Time Series: Low-Frequency Econometrics
Lecturer: Mark W. Watson, Princeton University
Location: Aarhus (Organized by CREATES)

9-10 April 2013
Title: New measures and Tests for Dependence and other time series characteristics
Lecturer: Esfandiar Maasoumi, Emory University
Location: Aarhus (Organized by CREATES)

24-25 June 2013
Title: Fractional Time Series Models
Lecturer: Morten Ø. Nielsen, Queen's University and CREATES
Location: Aarhus (Organized by CREATES)

9-10 September
Title: Frequency Domain Methods in Econometrics
Lecturer: Tommaso Proietti, Università di Roma “Tor Vergata” and CREATES
Location: Aarhus (Organized by CREATES)

7-9 October 2013
Title: State Space Models
Lecturer: Siem Jan Koopman, VU University Amsterdam, Tinbergen Institute and CREATES
Location: Aarhus (Organized by CREATES)

January 16-18, 2012
Title: State Space Models
Lecturer: Siem Jan Koopman
Location: Aarhus (Organized by CREATES)

April 17-18, 2012
Title: Identification and forecasting in Mortality Models
Lecturer: Bent Nielsen, Nuffield College
Location: Aarhus (Organized by CREATES)

May 14-15, 2012
Title: Sparse Models for Dependent Data
Lecturer: Marcelo C. Medeiros, Associate Professor, Department of Economics, Pontifical Catholic University of Rio de Janeiro
Location: Aarhus (Organized by CREATES)

May 31 - June 1, 2012
Title: Topics in Microeconometrics
Lecturer: William Greene, Toyota Motor Corp. Professor of Economics, NYU Stern
Location: Aarhus (Organized by CREATES)

June 14-15, 2012
Title: Copula Methods for Economic Time Series
Lecturer: Andrew Patton, Duke University
Location: Aarhus (Organized by CREATES)

August 13-17, 2012
Summer University: Economic Modeling and Inference
Lecturer: Bent Jesper Christensen, Aarhus University and CREATES
Location: Aarhus (Organized by CREATES)

August 20-24, 2012
Summer University: Advanced Programming in Quantitative Economics
Lecturer: Charles Bos, Free University Amsterdam
Location: Aarhus (Organized by CREATES)

August 22-24, 2012
Title: Forecasting methods in economics and finance
Lecturer: Allan Timmermann, University of California and CREATES
Location: Aarhus (Organized by CREATES)

September 18-20, 2012
Title: VAR models in empirical asset pricing
Lecturer: Tom Engsted, Thomas Quistgaard Pedersen and Carsten Tanggaard, Aarhus University and CREATES
Location: Aarhus (Organized by CREATES)

8-10 March
Russell Davidson, McGill University "The Bootstrap"

11-12 March
Timo Trimborn, University of Hannover "Dynamic Macroeconomic Modeling with Matlab"

12-13 April
Karl H. Schlag, Universitat Pompeu Fabra "Distribution Free Hypothesis Testing"

10-11 May
Hashem Peseran, University of Cambridge "Dynamic Panel Data Models"

21-23 June
Roger Koenker, University of Illinois "Topics in Quantile Regression"

4-6 August
Jørgen Hoffmann-Jørgensen, Aarhus University, "Empirical Process Theory"

9-13 August
Bent Jesper Christensen, Aarhus University and CREATES, "Intensive course on Dynamic Modelling and Inference"
(PhD course/Summer school)

23-27 August
Charles Bos, VU University Amsterdam, "Advanced Programming in Quantitative Economics"

6 September
Jeroen Rombouts, HEC Montreal, "Swithching models for time series and their appilcations"

13-17 December
Søren Johansen and Anders Rahbek, University of Copenhagen & CREATES, "Econometric Analysis of the I(1) Cointegrated VAR Model and its Recent Extensions"

5-6 March
Timo Trimborn, University of Hamburg "Matlab"

11-13 May
Joel Horowitz, Northwestern University "Nonparametric and semiparametric methods in Econometrics"

25 May
Dominique Guegan, University of Paris "Long Memory Processes and Structural Change Models"

15-17 June
Harry Paarsch, University of Melbourne "The Econometrics of auctions"

17-21 August
Charles Bos, VU Amsterdam "Advanced Programming"

14-15 September
Gary Koop, University of Strathclyde "Bayesian Econometrics"

2-3 November
Jurgen Doornik, University of Oxford "Optimization in Econometrics"

16-17 November
Gunnar Baardsen, Norwegian University of Science and Technology, Trondheim "Macroeconometric Models"

28-31 January
Alexander McNeil, Heriot-Watt University "Quantitative Risk Management Modelling Dependence in Market and Credit Risk"
Program
Organized jointly with DGPE and Danish Doctoral School in Finance

6-7 March
Timo Trimborn, University of Hannover "Dynamic Macroeconomic Modelling with Matlab"
Program

1-2 April
Peter Boswijk, University of Amsterdam "Asymptotic Theory for Integrated Processes"
Program
Course outline and reading list
See www.econ.au.dk/dgpe for course material

29-30 May
Peter Christoffersen, McGill University, CBS and CREATES "Empirical Modeling of Equity Index Options: Discrete and Continuous Time Approaches
Organized jointly with the Danish Doctoral School of Finance"
Program

1-5 September
Charles Bos , Free University Amsterdam: "Advanced Programming"

20-22 October
Bent E. Sørensen , University of Houston: "Empirical Modeling of Intra-National Macro"

27-28 October
Giuseppe Cavaliere, University of Bologna: "Nonstationary Time Series Analysis"

29-30 March
Timo Teräsvirta, CREATES "A short course in non-linear econometrics"

21-23 May
Herman J. Bierens, Penn State University "Semi-non parametric Econometrics"

24-27 September
Charles Bos, Vrije Universiteit, Amsterdam "Course on OX"

29 October - 2 November
Søren Johansen, Katarina Juselius and Heino Bohn Nielsen, University of Copenhagen "Cointegration analysis of non-stationary I(2) variables"

5-6 November
Robert Taylor, University of Nottingham "Topics in Time Series Econometrics"