27 TO 30 JUNE 2022
UNIVERSITY OF MINHO | BRAGA – PORTUGAL
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.
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.
As in many other fields, economists are increasingly making use of high-dimensional models – 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 “big data”) 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.
The practical sessions will be taught using R, and participants are expected to bring their laptops with R installed.
We look forward to welcoming you in Braga!
27-29 June (Monday to Wednesday)
30 June (Thursday)
Professor Christian B. Hansen will give a research seminar in the morning.
Luís Sá
E-mail: luis.sa@eeg.uminho.pt
Priscila Ferreira
Iolanda Vieira
E-mail: nipe.summerschool@eeg.uminho.pt
Phone: +351 253 604 518
Susana Figueiredo
We will reply to your message with instructions on how to proceed with the payment of the registration fee.
NIPE/EEG informs that photographs and/or video will be taken at this event for academic activity reporting purposes.
Personal data treatment and privacy policy
Early registration: January 20th – May 31st, 2022
Late registration: June 1st – June 15th, 2022
| Early registration: 575€ | Late registration: 625€ |
| Students* (PhD, Master) early registration: 500€ | Students* (PhD, Master) late registration: 550€ |
* Students need to provide a letter from their advisor confirming their student status
* The registration fee includes the course materials
Cancelation fee: 50€, only until 16th June, 2022
The summer school will take place at the School of Economics and Management, University of Minho, Braga, Portugal. EEG-UMinho was founded on 10 March 1982. It is an organic unit of education, research and interaction with society.
It focus on activities ranging from the sciences of economics to business administration and political science and international relations, and other related areas. It offers 8 Bachelor Programmes, 14 Master Programmes and 5 PhD Programmes, accounting for approximately 2500 students. The School is widely recognised for the quality of its research: it integrates 2 Research Units, one of which achieved a maximum rating of “Excellent” by the Portuguese Foundation for Science and Technology (FCT).
The closest airport to Braga is Francisco Sá Carneiro Airport, in Porto, which stands some 45 Km away from Braga. For GPS users, the coordinates to UMinho are (according to Google Earth): 41°33’41.00″N and 8°23’54.45″W.
The easiest way to get to Braga is by using the “get Bus”, which does daily transfers from the Francisco Sá Carneiro Airport to Braga.
Note that as an alternative, you can take the subway, Line Violeta to Campanhã Station [about 33 minutes, between 6am and 1:30am]. From there you should get the train to Braga. Information on train prices and timetables can be found in the CP website. Braga train station is 5 minutes walking distance from the city centre.
From Porto airport to Braga participants can also:
These are the hotels with which we negotiated special prices for Summer School participants.
| ***** | |
|---|---|
| SINGLE | €81 |
| DOUBLE | €91 |
| LOCATION | Near University (5 min walking distance) |
| NOTES | |
| Including breakfast. | |
| **** | |
|---|---|
| SINGLE | €69 |
| DOUBLE | €89 |
| LOCATION | City centre |
| NOTES | |
| Including breakfast. Parking only available in the evening. |
|
| *** | |
|---|---|
| SINGLE | €43,50 |
| DOUBLE | €56,00 |
| LOCATION | City centre |
| NOTES | |
| Including breakfast. | |
| **** | |
|---|---|
| Hotel do Parque, Hotel do Elevador and Hotel do Templo |
|
| SINGLE | €56 |
| DOUBLE | €68 |
| LOCATION | Bom Jesus Mountain (10 min by car) |
| NOTES | |
| Including breakfast. Tourist tax 1.50€, per day. |
|
| *** | |
|---|---|
| Hotel do Lago and Hotel João Paulo II | |
| SINGLE | €40 |
| DOUBLE | €48 |
| LOCATION | Bom Jesus Mountain (10 min by car) |
| NOTES | |
| Including breakfast. Tourist tax 1.50€, per day. |
|
| *** | |
|---|---|
| SINGLE | €- |
| DOUBLE | €- |
| LOCATION | Near University (10 min walking distance) |
| NOTES | |
| 10% discount on all the prices marked on their website. In order to benefit from this discount, participants should mention that they are attending NIPE’s Summer School. |
|
| **** | |
|---|---|
| SINGLE | €36 |
| DOUBLE | €50 |
| LOCATION | City center |
| NOTES | |
| Including breakfast. Tourist tax 1.50€, per day. |
|
| *** | |
|---|---|
| SINGLE | €38 |
| DOUBLE | €48 |
| LOCATION | Braga train station (buses running to and from the university of Minho every 15 minutes). |
| NOTES | |
| 48€ for a twin bedroom and 70€ for a triple bedroom (including breakfast). In order to benefit from this discount, participants should mention that they are attending a NIPE’s Summer School. Tourist tax 1.50€ per day. Reservations: reservas@basichotelbraga.com |
|
| SINGLE | €69 |
|---|---|
| DOUBLE | €78 |
| LOCATION | City centre |
| NOTES | |
| Including breakfast. Tourist tax 1.50€, per day. |
|
| SINGLE | €- |
|---|---|
| DOUBLE | €- |
| LOCATION | City centre |
| NOTES | |
| 10% discount on all the prices marked on their website In order to benefit from this discount, participants should mention that they are attending NIPE’s Summer School Reservations: oldcitygh@gmail.com |
|
Princeton University.
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