Easter School in Econometrics 20-24 March 2006 Nuffield College, University of Oxford

Aim of the Royal Economic Society Easter School in Econometrics:
The school is intended primarily for advanced post-graduate students, but is also open to recently-appointed members of the teaching and research staff. The purpose is to enable participants to become acquainted with the latest developments in the selected field of econometrics, to have the opportunity for study and discussion with two leading authorities in this field, and to meet other graduate students.

Local organizers:
David F Hendry, Bent Nielsen, Neil Shephard.

Purpose:
The speakers will primarily look at panels consisting of large cross sections of short time series (large N, small T). Linear and non-linear approaches will be covered.

Outline:
Outline and Reading List on Non-linear Panel Data from Manuel Arellano. Updated Outline
Outline and Reading List on Linear Panel Data from Steve Bond. Reading

Prerequisites: It is recommended that your familiarise yourself with the following before coming:

• Arellano, M. and Honoré, B. (2001). Panel data methods: Some recent developments. In Heckman, J. and Leamer, E.: Handbook of Econometrics vol. 5, ch. 53. [Non-linear panel data]
• Arellano, M. (2003). Panel data econometrics Oxford University Press [Linear panel data]

Programme.

Venue:
Lectures will take place in Nuffield College.
The accommodation and opening reception are organised at Somerville College.
The computer class will take place at Department of Economics.

Maps: map to Oxford and Nuffield (with Train Station and Bus Station),
map of Oxford Colleges: Nuffield 23, Somerville 38,
map of Oxford Departments: Economics 17,
Somerville: note the picture of the entrance.

Registration:
The school is intended primarily for ph.d. students and recent ph.d. candidates from all of the European Union. Participants are encouraged to join the Royal Economic Society. Currently the Society has an offer to new student members with a membership rate for the first three years of only £24 !
Funded places are available for 20 participants. The funding covers (nearly all) meals, accommodation, whereas travel is at own expense.
There is limited number of non-funded places where the participants have to pay either
(i) Conference, Lunch, Breaks: £75.
(ii) Conference, Lunch, Breaks, Reception, Conference Dinner: £125.
(iii) Full Board 19th - 24th: £410.
(iv) Full Board 19th -24th + B&B 24/25th: £450.
In addition there is a fee of £1000 for non-academic participants and £150 for participants who are not members of the Royal Economic Society.

Application for Registration: There is no application form. The application should contain
(a) c.v.
(b) brief description of research area.
(c) email addresses for your Head of Department, and also for your supervisor if you are a doctoral student.
Moreover, at the course we will distribute a list of participants. For that list we ask for
(d) a couple of sentences describing your research area.
Applications should be submitted not later than January 3rd, 2006 to

	Maxine Collett
	Nuffield College
	OX1 1NF, UK
	maxine.collett@nuffield.ox.ac.uk

Alternative Accommodation:

• Hotels and Guesthouses in Oxford
• Oxford Association of Hotels and Guesthouses (has a useful map)
• Oxford Youth Hostel

Some useful links:
The Econometrics Journal, Econometrics Links, RES Easter School in Economics at Birmingham, Oxford's Econometrics Research Group
Royal Economic Society, Future & Past Easter Schools, Nuffield College, Somerville College, Department of Economics, University of Oxford.