Summer School

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New! Forecasting Summer School ~ Recent developments in econometric forecasting

June 16-17, 2018
University of Colorado, Boulder | USA

Instructors: David Hendry, Jennifer Castle, James Reade

This 2-day course is aimed at economists, econometricians and data analysts, both students and professionals, who work with time-series data and want to keep up-to-date with major, recent developments in applied econometric modelling for forecasting. A deeper understanding of forecasting is needed for participation. Learning outcomes: Develop skills in selecting econometric models, producing and evaluating forecasts, and understanding when forecasts are likely to be accurate or not. Selected topics will include Foundations of Unpredictability, Robustifying Forecasts and Solutions to forecast failure. At the conclusion of the course, participants will receive a certificate for the number of hours attended. Participants should have a degree in Economics, Business, Finance or Statistics, although related fields will be considered. Limited space is available and priority will be given to attendees of the International Symposium on Forecasting (ISF).

Application Guidelines 

  1. Students – Grants to attend the Summer School are offered in conjunction with the ISF Travel Award program. The deadline for application was February 14 2018.
  2. Practitioners and Other Students – Send your curriculum vitae to [email protected]. The deadline for applications was March 30 2018.
  3. Cancellation Policy: before 8 June, 100% refund; after 8 June, no refund. Notice of cancellation must be in a written letter or email to the International Institute of Forecasters. In case of summer school cancellation, the IIF liability will be limited to a refund of the registration fee only.

Accommodation, Venue and Travel Information
The Summer School will be sharing the same venue and lodging as ISF 2018. For more details, visit the ISF 2018 website.

Registration Fees
ISF attendees, $195
Non-attendees, $390

Instructors and Schedule

About the Instructors

David Hendry is Professor of Economics at Oxford University and Co-Director, Program in Economic Modeling, Institute for New Economic Thinking at the Oxford Martin School. He has published more than 20 books and 200 articles during his career, with many contributions in the field of Forecasting. He is a Fellow of the International Institute of Forecasters, among other institutions and societies. He has developed several software packages to help in the modelling and forecasting of time series, including automated procedures for model selection.

Jennifer Castle is a Tutorial Fellow in Economics at Magdalen College, Oxford University, and a Research Fellow at the Institute for New Economic Thinking at the Oxford Martin School. She previously held a British Academy Postdoctoral Research Fellowship at Nuffield College, Oxford. She is a former director of the International Institute of Forecasters, and has contributed to the field of Forecasting from both theoretical and practical approaches, publishing in leading journals and contributing to the development of several software packages.

James Reade is Associate Professor at the University of Reading (UK). He is also affiliated with the Program in Economic Modelling (EMoD), Institute for New Economic Thinking at the Oxford Martin School and the Research Program in Forecasting at George Washington University. He leads the research group: The University of Reading Big Social Data Research Group. He has published several papers in the field of forecasting that include forecasting with social media and sports related forecasts.

Program Schedule

9:00–10:30am: Introduction to Economic Forecasting
11:00am–12:30pm: Lab 1
2:00–3:30pm: Forecasting Problems
4:00–5:30pm: Selecting Forecasting Models

9:00–10:30am: Foundations of Unpredictability
11:00am–12:30pm: Robustifying Forecasts
1:30–3:00pm: Solutions to forecast failure
3:15–4:45pm: Lab 2

For the full schedule and course detail, click here