ERSA Training Workshops in early 2009

Diarise the following ERSA workshop days:

1. Training Workshop on Financial Econometrics


ERSA is pleased to announce a three day training workshop on Financial Econometrics to take place at the University of Stellenbosch from the 20 – 22 January 2009 to be followed by a second workshop from the 7 – 9 April 2009 at the same venue.

These workshops will be led by Prof Stan Hurn, School of Economics and Finance, Queensland University of Technology, Brisbane.

Participants should have grounding in Econometrics. Eviews and Matlab software will be used in the courses.

Topics for the first workshop will include the following:
o Understanding financial data
o Modelling volatility
o Generalized method of moments estimation.

Proposed topics for the second workshop include:
o Review of Maximum likelihood: specification and estimation
o Quasi-maximum likelihood estimation
o Estimation by simulation
o Nonparametric estimation

ERSA will provide financial support to cover travel and accommodation expenses of participants. However, places are limited and access to the course is at the discretion of the course organizers.
Please email Tania Jacobs (tania.jacobs@uct.ac.za) if you would like to attend the January course.

The deadline for applications is Friday 14 November 2008.

The announcement for the April course will be sent out early in January 2009.




2. Training Workshop on Econometric Methods for Panel Data


ERSA is pleased to announce a five day training workshop on Firm Level Panel Datasets to take place at the University of Stellenbosch from the 12 January - 16 January 2009.


This workshop will be led by Dr Steven Bond at Oxford University and Dr Måns Söderbom at School of Economics at Göteborg University.

The broad outline of the course will be on econometric methods for panel data, with particular reference to firm-level panel datasets. Participants should have a grounding in Econometrics.

ERSA will provide financial support to cover travel and accommodation expenses of participants. However, places are limited and access to the course is at the discretion of the course organizers.
Please email Tania Jacobs (tania.jacobs@uct.ac.za) if you would like to attend the course. The deadline for applications is Friday 14 November 2008.