Summer School on Modern Topics in Time Series Analysis
Summer School on
Modern Topics in Time Series Analysis
Time September 12th-16th, 2022
Place University of Klagenfurt, Austria
Capacity 40 participants
Fee EUR 450.00 (PhD students); EUR 600.00 (others)
The summer school is primarily directed towards PhD students but is, subject to capacity, also open to post-doctoral researchers at universities as well as research staff from other research institutions or central banks. Participants are expected 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 specification of vector autoregressive models.
|May 30, 2022||Deadline for Application|
|June 1, 2022||Notification of Acceptance|
|June 15, 2022||Deadline for Registration|
Cancellation until August 12th free of charge, up to September 4th 50% of the fee will be retained, after that no reimbursement possible.
The summer school provides a PhD-level introduction to a range of modern topics in time series analysis taught by a selection of top researchers in Europe.
Current planning involves the following topics (in alphabetical order):
|ARCH, GARCH and Volatility Modelling||Anders Rahbek||University of Copenhagen|
|Bayesian Methods for (Macro and Financial) Time Series Analysis||Gregor Kastner||University of Klagenfurt|
|Bootstrap||Giuseppe Cavaliere||University of Bologna|
|Factor Models||Matteo Barigozzi||University of Bologna|
|Functional Cointegration||Massimo Franchi||Sapienza University of Rome|
|Functional Time Series||Hörmann Siegfried||Graz University of Technology|
|High Frequency Econometrics||Nikolaus Hautsch||University of Vienna|
|Introduction, Summary and Closing||Martin Wagner||University of Klagenfurt|
|Spectral Analysis||Uwe Hassler||Goethe University Frankfurt|
|State Space Modelling||Dietmar Bauer||Bielefeld University|
Each topic will be covered in one half day (2 x 90min). Presentations will roughly follow a common layout introducing the main theory of the area, potentially providing examples and discussing software available and finally indicating relevant questions at the research frontier.
The summer school will start on Monday, September 12th at 9:00 and will close on Friday, September 16th at around 17:00. Details will be communicated directly to the participants.
The detailed schedule is available here: Timetable.
To apply please provide:
- a motivation letter
- an up-to-date CV listing all time series and statistics related courses taken so far
- proof of enrolment in PhD studies
- a motivation letter
- an up-to-date CV listing all time series analysis related experience
Please pack all documents into a single PDF file (size limit 5MB). Applications are to be sent to vwl2 [at] aau [dot] at.
Please check the Timetable for the materials related to the lectures. They are embedded in the slots for the respective courses and available to all registered participants after creating an Indico account.
The summer school will take place at Das Seepark Wörthersee Resort (Universitätsstraße 104, 9020 Klagenfurt am Wörthersee).
- The registration desk will open at 08:30 on Monday Sep 12th.
- WLAN internet connection will be available.
- Coffee breaks and lunches will be served in the vicinity of the lecture room.
The conference fee covers
- coffee breaks and snacks
- social event
- certificate of attendance
Thu, 15th September 2022 in the afternoon and evening:
Visit to Infineon Technologies Austria, boat trip on lake Wörthersee (Velden – Krumpendorf www.woertherseeschifffahrt.at), dinner at Mostschenke Krainer (must tavern) in Krumpendorf.
Accomodation and transport
The fee does not include travel, accommodation and dinners.
Participants will have to arrange for their own travel and accommodation.
All relevant information on booking accommodation and public transport can be found at visitklagenfurt.at.
The closest airports are Klagenfurt and Ljubljana.
The venue is serviced by the bus lines C and 60 – the name of the relevant bus stop is “Europapark”. See here for an overview.
9020 Klagenfurt am Wörthersee
+43 463 2700
uni [at] aau [dot] at