{"id":17062,"date":"2021-11-15T15:14:03","date_gmt":"2021-11-15T14:14:03","guid":{"rendered":"https:\/\/nipe.eeg.uminho.pt\/?page_id=17062"},"modified":"2022-04-28T11:19:35","modified_gmt":"2022-04-28T10:19:35","slug":"nipe-summer-school-2022","status":"publish","type":"page","link":"https:\/\/nipe.eeg.uminho.pt\/en\/nipe-summer-school-2022\/","title":{"rendered":"NIPE Summer School 2022"},"content":{"rendered":"

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NIPE SUMMER SCHOOL | 18thEdition<\/span><\/div><\/div>
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Econometrics of Big Data<\/h1><\/div>
with Christian B. Hansen<\/div><\/div>[vc_column_text el_class=”page-banner-content”]27 TO 30 JUNE 2022
\nUNIVERSITY OF MINHO | BRAGA – PORTUGAL[\/vc_column_text][vc_btn title=”NIPE Summer School Program” style=”classic” align=”right” i_type=”typicons” i_icon_typicons=”typcn typcn-download” css_animation=”none” add_icon=”true” link=”url:https%3A%2F%2Fnipe.eeg.uminho.pt%2Fwp-content%2Fuploads%2F2021%2F08%2FNIPE_2022_Syllabus.pdf|target:_blank|rel:nofollow” el_class=”button-see-more”][vc_btn title=”Registration and fees” style=”classic” align=”right” i_type=”typicons” i_icon_typicons=”typcn typcn-arrow-sorted-down” css_animation=”none” add_icon=”true” link=”url:%23registration-and-fees” el_class=”button-see-more”][\/vc_column][\/vc_row][vc_row css=”.vc_custom_1622452233361{margin-top: 60px !important;}”][vc_column]
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About Christian B. Hansen<\/h2><\/div><\/div>[\/vc_column][\/vc_row][vc_row content_placement=”top”][vc_column width=”1\/4″][vc_single_image image=”15672″ img_size=”full”][vc_btn title=”More information” style=”classic” link=”url:https%3A%2F%2Fvoices.uchicago.edu%2Fchristianhansen%2F|target:_blank|rel:nofollow” el_class=”button-see-more” css=”.vc_custom_1627921985249{margin-top: 10px !important;}”][\/vc_column][vc_column width=”3\/4″][vc_column_text]Christian B. Hansen studies applied and theoretical econometrics, the uses of high-dimensional statistical methods in economic applications, estimation of panel data models, quantile regression, and weak instruments. In 2008, Hansen was named a Neubauer Family Faculty Fellow, and he was named the Wallace W. Booth professorship in 2014.[\/vc_column_text][\/vc_column][\/vc_row][vc_row css=”.vc_custom_1622452243345{margin-top: 60px !important;margin-bottom: 40px !important;}”][vc_column]
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About the course<\/h2><\/div>
\"\"<\/div><\/div>[vc_column_text]The 18th Edition of the NIPE Summer School in Econometrics will run between June 27 to June 30, 2022. “The Econometrics of Big Data” is the selected topic for this edition, and the course will be taught by Professor Christian B. Hansen, from the University of Chicago – Booth School of Business.<\/p>\n

As in many other fields, economists are increasingly making use of high-dimensional models \u2013 models with many unknown parameters that need to be inferred from the data. Such models arise naturally in modern data sets that include rich information for each unit of observation (a type of \u201cbig data\u201d) and in nonparametric applications where researchers wish to learn, rather than impose, functional forms. High-dimensional models provide a vehicle for modeling and analyzing complex phenomena and for incorporating rich sources of confounding information into economic models. Our goal in this course is two-fold. First, we wish to provide an overview and introduction to several modern methods, largely coming from statistics and machine learning, which are useful for exploring high-dimensional data and for building prediction models in high-dimensional settings. Second, we will present recent proposals that adapt high-dimensional methods to the problem of doing valid inference about model parameters and illustrate applications of these proposals for doing inference about economically interesting parameters.<\/p>\n

The practical sessions will be taught using R, and participants are expected to bring their laptops with R installed.<\/strong><\/p>\n

We look forward to welcoming you in Braga!<\/p>\n

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Course Schedule<\/h2><\/div><\/div>[vc_column_text]27-29 June<\/strong> (Monday to Wednesday)<\/p>\n