TI Econometrics Lectures 2025
The Tinbergen Institute Lectures are an annual series of advanced PhD-level courses. Qualified internal and external research master and PhD students are explicitly invited to participate. The Econometrics Lectures are organized jointly with Econometric Institute Rotterdam and Princeton University Press.
Dates: May 22-23, 2025 (Econometrics Lectures) and on May 21, 2025 (Workshop)
Isaiah Andrews is professor of economics at the Massachusetts Institute of Technology and a research associate of the National Bureau of Economic Research. He has been a co-editor of the American Economic Review (2021-2023). In 2018, The Economist named him one of the 8 "best young economists of the decade. He was named a MacArthur Fellow in 2020 and in 2021, the American Economic Association awarded him the John Bates Clark Medal.
Title: Asymptotic Optimality in Econometrics
These lectures will cover some classic results in statistical decision theory together with recent applications in theoretical econometrics. Planned topics in decision theory include optimality concepts, convergence of experiments, and asymptotic optimality in regular models. Planned applications in econometrics will draw a variety of examples from the recent literature on nonstandard inference, e.g. inference with weak instruments and inference on non-differentiable functionals.
Registration
Participation is free of charge for students of Tinbergen Institute's research master's programs in Economics and Business Data Science, and for affiliated research master students, PhD students, and faculty (ESE-EUR, ASE-UvA, ABS-UvA and SBE-VU). . Tuition fees apply for external participants:
External (PhD) students: €500
External Faculty and professional: €1000
Students and external participants who want to take the exam and earn credits must later also register in OSIRIS.
Registration is open
External participants: External participants – Tinbergen.nl
Affiliated PhD students and faculty: PhD students – Tinbergen.nl
If you have any question concerning registration, please contact tinbergen@tinbergen.nl.
Venue
Erasmus University Rotterdam, Campus Woudestein, room tba
Lecture schedule will be shared with the participants closer to the Lectures.