The workshop is intended for students entering the econometrics master’s program in Econometrics and Operations Research, track: Econometrics.
There is no fee for VU EOR master students.
EUR 600 for non-VU SBE students.
The workshop begins on Monday August 22 at 10:00 and finishes on Tuesday August 30 at 16:00.
During the workshop, the students are expected to work in pairs on an assignment that comprises programming and theoretical exercises. Any programming language may be used to make the exercises (provided there is another student with similar preferences). Successful completion of the assignment will be awarded with a certificate of participation in the Econometrics Summer Workshop. There is no exam.
Jan R. Magnus (lectures) and Karim Moussa (classes).
This is a 6-day workshop with two hours of lectures in the morning (10:00-12:00), and two hours of classes in the afternoon (14:00-16:00). The main purpose of the workshop is to refresh the student’s knowledge in matrix algebra (2 days), statistics (2 days), and econometrics (2 days), so that they obtain the required knowledge to fruitfully follow the courses in the master’s program. In the classes, the students are expected to work on the assignment, for which support will be available.
In preparation for the Summer Workshop you can study certain chapters and related videos of the book by J.R. Magnus: Introduction to the Theory of Econometrics, VU University Press, 2021, 6th printing. ISBN: 978 90 8659 8519, EUR 29.50, available from www.vuuniversitypress.com. This book is also available as e-book and contains a link to live video’s, a selection of which will be used in the course. (The live videos are a new feature, only available with the 6th and later printings.)
Associated with the textbook is a book of exercises by J.R. Magnus and S. Telg: Mastering Econometrics: Exercises and Solutions, VU University Press, 2022, EUR 29.50, available from www.vuuniversitypress.com. Associated with the book is a website with data sets and R-codes.
Textbook and exercise book together are offered for a reduced price of EUR 49.50 from www.vuuniversitypress.com/product/set-introduction-to-the-theory-of-econometrics-mastering-econometrics/
|Mon Aug. 22||Tue Aug. 23||Thu Aug. 25||Fri Aug. 26||Mon Aug. 29||Tue Aug. 30|
All lectures and classes are on campus.
REGISTRATION & INQUIRIES
Register by sending an e-mail to firstname.lastname@example.org mentioning your name, VU student number, VUnetID, VU e-mail address and whether you are admitted to the EOR master at Vrije Universiteit Amsterdam or not. In addition, please specify your preferred programming language (e.g. Python, R, Matlab) so that we can take this into account when creating the groups. If you have a preference for a specific team member please also communicate this (groups are ideally of size two, and no larger than three).
In case you are not able to attend all days on campus, please mention the days (dayparts) you will be absent.
For inquiries, please contact email@example.com