Timberlake Consultants are pleased to invite you to attend the 2012 Econometrics Summer School, which is to take place at University of Cambridge. The Summer School comprises a series of three 2.5-day courses running consecutively between 16-23 July 2012. The courses are to be delivered by experienced leading econometricians from the University of Cambridge.

This is a great opportunity for students, academics and professionals to expand their econometrics skills and learn how they can apply econometrics from econometricians pioneering research at the forefront of their specialist fields.

All courses will teach econometrics from an applied perspective and demonstrate the techniques in the internationally used econometric software packages of Stata, EViews and OxMetrics.

Time Series Modelling and Analysis delivered By: Prof. Andrew Harvey, University of Cambridge
Macroeconomic Modelling and Forecasting delivered By: Prof. Sean Holly, University of Cambridge
Microeconometrics delivered By: Dr. Melvyn Weeks, University of Cambridge

Course 1: Time Series Analysis and Modelling, 16-18 July 2012 (morning session only on 18 July)
Delivered By: Professor Andrew Harvey, University of Cambridge

The course will show how economic and financial time series can be modelled and analysed paying particular attention to State Space methods. The aim is to provide understanding and insight into the methods used, as well as explaining the technical details. Learn More.

Course 2: Macroeconomic Modelling and Forecasting, 18-20 July 2012 (afternoon session only on 18 July)
Delivered By: Professor Sean Holly, University of Cambridge

This course is designed to cover the elements of economic theory and econometrics that are needed to construct a macroeconometric model that can be used for forecasting and for macroeconomic policy analysis. Learn More.

Course 3: Microeconometrics, 21-23 July 2012 (afternoon session only on Sunday, 22 July)
Delivered By: Dr Melvyn Weeks, University of Cambridge

This course provides a review and practical guide to a number of microeconometric models and estimators. The focus is on panel and count data models as well as on a broad class of models of discrete choice behaviour. Learn More.