Pre- Conference Workshop
A Short course in Automatic Model Selection | 12 April
This one day, live and in-person course will introduce attendees to the theory and practice of automatic model selection for econometric modelling of economic and climate variables in a non-stationary world. It covers the modelling methodology, implementation, practice, and evaluation of econometric models. The course will focus on practical, hands-on learning, as well as explanatory sessions.
This hands - on course will run live and In-Person at Etc Venues, 50 - 52 Chancery Lane, London, UK.
This course is aimed at professionals and advanced students who wish to learn more about automatic modelling selection.
The content provides background information that is relevant for the Dynamic Econometrics conference.
By the end of this course participants should:
understand the challenges involved when working with time-series data.
Be confident handling evolving time series exhibiting trends, outliers, and sudden shifts.
Develop skills in evaluating and selecting empirical econometric models.
Upon Completion of this course, all participants will receive a certificate of completion, free entry for one to the 2023 Dynamic Econometrics Conference and a months trial use of OxMetrics 9.