16:20, July 22, 2021
Until July 30, a group of researchers and students will study the theory and practical methods of research
The course of the summer school “Advanced Econometrics: theory and application” covers modern advanced econometric methods that will be useful for both undergraduates and graduate students, as well as recognized researchers. This is not just practical knowledge, it is a valuable international networking – researchers and students from 16 countries participate in the intensive, including from Russia, China, Chile, Portugal, Pakistan, Italy, Bangladesh, Croatia, Turkey, India, Malaysia and others. The programme was created under the guidance of Kazi Sohag, a Senior Researcher at GSEM UrFU.
Dmitry Tolmachev, Director of GSEM, delivered the welcome speech stressing the importance of Summer Econometrics School for knowledge spillover and promotion of GSEM. Zhanna Belyaeva, GSEM Academic Director, was talking about research cooperation and future scientific events to facilitate world class publications. Dr Kazi Sohag, Academic Leader of the School, greeted all the participants and outlined the content of the Summer School. He introduced the facilitators of the course, PhD candidates and senior lecturers, Kristina Chukavina and Andrey Pushkarev
On the first day of school Kristina Chukavina, Senior Analyst, provided a teaching session on Difference-in-Difference method emphasizing the cases from existing research and real life
Andrey Pushkarev, Senior Lecturer, explained the theoretical underpinning and practical implementation of Propensity Score Matching approach
SCHOOL PROGRAMME INCLUDES
Project Evolution & Cross-sectional data analysis: Difference in Difference, Propensity Score Matching, Quantile Regression, and Structural Equation Modelling
Non-Linear Time-Series Analysis: Dynamic Connectedness-TVP-VAR, Asymmetric ARDL, Quantile ARDL-bootstrapping, Quantile-on-Quantile, Quantile Unit-root, Quantile Granger Causality.
Panel data analysis: Panel ARDL, Dynamic Common Correlation, CS-ARDL, CS-DL, DCCE-GMM, GVAR
MAIN BENEFITS
The organizers are confident in the success of the School, because the interest in the topic is very high and the practical significance of the methods of econometric research cannot be overestimated, so it is very likely that the project will become an annual one.
© Federal State Autonomous Educational Institution of Higher Education «Ural Federal University named after the first President of Russia B.N.Yeltsin»
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