Tinbergen Institute Lectures
Tools for Analyzing Big Data and Complex Models
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SeriesEconometrics Lecture Series
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SpeakerSerena Ng (Columbia University)
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LocationErasmus University, Van der Goot Building, Room M1-19
Rotterdam -
Date
June 05, 2019 until June 06, 2019
Serena Ng is the Edwin W. Rickert Professor of Economics at Columbia University. Professor Ng will give the Tinbergen Institute Econometrics Lectures 2019.
Topics are:
1) Sample size reduction by algorithmic sampling
2) Constrained factor analysis
3) Matrix completion and missing data
4) Approximate Bayesian Computation (ABC)
Take home exam
Schedule 5 and 6 June:
Wednesday 5 June
| 09:55-10:00 Opening |
| 10:00-12:00 Lecture 1 |
| 12:00-13:30 Lunch |
| 13:30-15:30 Lecture 2 |
| 15:30-16:30 Drinks/Consultations |
Thursday 6 June
| 10:00-12:00 Lecture 3 |
| 12:00-13:30 Lunch |
| 13:30-15:30 Lecture 4 |
| 15:30-16:30 drinks/consultations |