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NIPE SUMMER SCHOOL | 18thEdition

Econometrics of Big Data

with Christian B. Hansen

27 TO 30 JUNE 2022
UNIVERSITY OF MINHO | BRAGA – PORTUGAL

About Christian B. Hansen

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.

About the course

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.

We look forward to welcoming you in Braga!

Organizer

Priscila Ferreira

E-mail: priscila@eeg.uminho.pt
Phone: +351 253 601 938

Staff

Susana Figueiredo

E-mail: nipe@eeg.uminho.pt
Phone: +351 253 604 518

Registration and Fees

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

Pratical Information

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:

  • rent a car
  • take a taxi
  • a bus service is also available from downtown Porto (Rua Alfredo Magalhaes)

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
DOUBLE €55
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.
***
and Hotel João Paulo II
SINGLE €39
DOUBLE €46
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 €35
DOUBLE €45
LOCATION  Braga train station (buses running to and from the university of Minho every 15 minutes).
NOTES
45€ for a twin bedroom and 65€ 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

Previous Editions

Manuel Arellano

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Econometrics of Survey Data, Stratification, and Clustering

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Matias D. Cattaneo

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Regression Discontinuity Designs

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Badi H. Baltagi

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Roger Koenker

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Yacine Ait-Sahalia

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Francis X. Diebold

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Stephen Brown

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William Greene

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Paul Levine and Bo Yang

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London Metropolitan University and University of Surrey

Nicholas M. Kiefer

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Colin Cameron

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Joshua Angrist

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James Hamilton

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Ellen McGrattan

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Jeffrey M. Wooldridge

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Frank Windmeijer

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Dynamic Panel Data Analysis

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Paul Schweinzer

1st NIPE Summer School

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