Name: 3rd Klagenfurt-Bielefeld Summer School on Modern Topics in Time Series Analysis 2022
Start: 2022-09-12T08:00:00+02:00
End: 2022-09-16T17:30:00+02:00
Location: Das Seepark Wörthersee Resort

3rd Klagenfurt-Bielefeld Summer School on Modern Topics in Time Series Analysis 2022

from Monday, 12 September 2022 (08:00) to Friday, 16 September 2022 (17:30)

Monday, 12 September 2022

08:30 Registration Desk, Hallway
Registration Desk, Hallway
08:30 - 09:00
Room: Alpe
09:00 Welcome and Introduction - Martin Wagner
Welcome and Introduction (Monday, September 12, 2022)
- Martin Wagner
09:00 - 09:15
Room: Alpe
09:15 State Space Modelling I - Dietmar Bauer
State Space Modelling I (Friday, September 16, 2022)
- Dietmar Bauer
09:15 - 10:30
Room: Alpe Slides and R materials available (updated 11.9.22).
10:30 Coffee Break
Coffee Break
10:30 - 11:00
11:00 State Space Modelling II - Dietmar Bauer
State Space Modelling II (Friday, September 16, 2022)
- Dietmar Bauer
11:00 - 12:30
Room: Alpe
12:30 Lunch Break
Lunch Break
12:30 - 13:30
Room: Restaurant
13:30 Spectral Analysis I - Uwe Hassler
Spectral Analysis I (Monday, September 12, 2022)
- Uwe Hassler
13:30 - 15:00
Room: Alpe Slides available (01.09.22).
15:00 Coffee Break
Coffee Break
15:00 - 15:30
15:30 Spectral Analysis II - Uwe Hassler
Spectral Analysis II (Monday, September 12, 2022)
- Uwe Hassler
15:30 - 17:00
Room: Alpe
Tuesday, 13 September 2022
09:00 Functional Time Series I - Siegfried Hörmann
Functional Time Series I (Tuesday, September 13, 2022)
- Siegfried Hörmann
09:00 - 10:30
Room: Alpe Slides available (8.9.22).
10:30 Coffee Break
Coffee Break
10:30 - 11:00
11:00 Functional Time Series II - Siegfried Hörmann
Functional Time Series II (Tuesday, September 13, 2022)
- Siegfried Hörmann
11:00 - 12:30
Room: Alpe
12:30 Lunch Break
Lunch Break
12:30 - 13:30
Room: Restaurant
13:30 Functional Cointegration I - Massimo Franchi
Functional Cointegration I (Tuesday, September 13, 2022)
- Massimo Franchi
13:30 - 15:00
Room: Alpe Four papers available (07.09.22). The course is based on these materials. Slides available (12.09.22).
15:00 Coffee Break
Coffee Break
15:00 - 15:30
15:30 Functional Cointegration II - Massimo Franchi
Functional Cointegration II (Tuesday, September 13, 2022)
- Massimo Franchi
15:30 - 17:00
Room: Alpe
Wednesday, 14 September 2022
09:00 Bayesian Methods for (Macro and Financial) Time Series Analysis I - Gregor Kastner
Bayesian Methods for (Macro and Financial) Time Series Analysis I (Monday, September 12, 2022)
- Gregor Kastner
09:00 - 10:30
Room: Alpe Slides available (9.9.22). The exact contents dealt with will depend on the prior knowledge of participants.
10:30 Coffee Break
Coffee Break
10:30 - 11:00
11:00 Bayesian Methods for (Macro and Financial) Time Series Analysis II - Gregor Kastner
Bayesian Methods for (Macro and Financial) Time Series Analysis II (Monday, September 12, 2022)
- Gregor Kastner
11:00 - 12:30
Room: Alpe
12:30 Lunch Break
Lunch Break
12:30 - 13:30
Room: Restaurant
13:30 High Frequency Econometrics I - Nikolaus Hautsch
High Frequency Econometrics I (Wednesday, September 14, 2022)
- Nikolaus Hautsch
13:30 - 15:00
Room: Alpe Slides available (07.09.22); References added (11.09.22).
15:00 Coffee Break
Coffee Break
15:00 - 15:30
15:30 High Frequency Econometrics II - Nikolaus Hautsch
High Frequency Econometrics II (Wednesday, September 14, 2022)
- Nikolaus Hautsch
15:30 - 17:00
Room: Alpe
Thursday, 15 September 2022
09:00 Factor Models I - Matteo Barigozzi
Factor Models I (Friday, September 16, 2022)
- Matteo Barigozzi
09:00 - 10:30
Room: Alpe Slides available (13.09.22). Lecture notes and two papers available (07.09.22). The course is based on these materials.
10:30 Coffee Break
Coffee Break
10:30 - 11:00
11:00 Factor Models II - Matteo Barigozzi
Factor Models II (Friday, September 16, 2022)
- Matteo Barigozzi
11:00 - 12:30
Room: Alpe
12:30 Lunch Break
Lunch Break
12:30 - 13:30
Room: Restaurant

13:30 Social Event: 13:30 Departure - 14:30 Visit to Infineon Villach - 17:45 Boat trip Velden-Krumpendorf - 19:30 Dinner in a must tavern in Krumpendorf
Social Event: 13:30 Departure - 14:30 Visit to Infineon Villach - 17:45 Boat trip Velden-Krumpendorf - 19:30 Dinner in a must tavern in Krumpendorf
13:30 - 22:00
Friday, 16 September 2022
09:00 Bootstrap I - Giuseppe Cavaliere
Bootstrap I (Thursday, September 15, 2022)
- Giuseppe Cavaliere
09:00 - 10:30
Room: Alpe Slides and three papers available (03.09.22). Please read in particular the papers from 2018 and 2020 to prepare for the lecture(s) on Friday.
10:30 Coffee Break
Coffee Break
10:30 - 11:00
11:00 ARCH, GARCH and Volatility Modelling I - Anders Rahbek
ARCH, GARCH and Volatility Modelling I (Thursday, September 15, 2022)
- Anders Rahbek
11:00 - 12:30
Room: Alpe Slides available (16.09.22).
12:30 Lunch Break
Lunch Break
12:30 - 13:30
Room: Restaurant
13:30 ARCH, GARCH and Volatility Modelling II - Anders Rahbek
ARCH, GARCH and Volatility Modelling II (Thursday, September 15, 2022)
- Anders Rahbek
13:30 - 15:00
Room: Alpe
15:00 Coffee Break
Coffee Break
15:00 - 15:30
15:30 Bootstrap II - Giuseppe Cavaliere
Bootstrap II (Thursday, September 15, 2022)
- Giuseppe Cavaliere
15:30 - 17:00
Room: Alpe
17:00 Summary and Closing - Martin Wagner
Summary and Closing (Friday, September 16, 2022)
- Martin Wagner
17:00 - 17:30
Room: Alpe