The fourth edition of the "Modern Topics in Time Series Analysis" summer school will feature a range of top European econometricians and statisticians providing insights on current topics in time series analysis over a full week in the beautiful setting of Klagenfurt in the Austrian south. The program will provide ample time for getting to know fellow PhD students working in the areas as well as the lecturers.
The summer school provides on five consecutive days introductions to various areas of time series analysis including (but not limited to) volatility modeling, Bayesian methods, factor models, functional time series models and many more. Each of the top researchers will provide a half day focussed on one topic. In between and in the evenings there will be ample time for networking, getting to know fellow students as well as the lecturers.
See www.aau.at/econ/mtsa2024 for a complete list of topics and lecturers. The exact programme and timetable will be available on this site here in due time.
The summer school is primarily directed towards PhD students but is, subject to capacity, also open to young post-doctoral researchers at universities as well as research staff from other research institutions or central banks. Participants are expected to have a strong mathematical and statistical background and good preliminary knowledge in time series analysis including the Box-Jenkins framework and the estimation and specification of vector autoregressive models.
We thank the Research Council of Klagenfurt University and WiWi-Förderverein for their financial support.