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Tinbergen Institute Lectures

Tools for Analyzing Big Data and Complex Models

  • Location
    Erasmus 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