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Sponsored by
2018 CRoNoS Winter Course on Time Series

Dates: 11-12 December 2018.
Venue: Facolta di Economia, (by the conference venue), University of Pisa.
Room: TBA
Speakers:
Prof. Alessandra Luati, University of Bologna, Italy.
Prof. Peter Winker, Justus-Liebig-University Giessen, Germany.
Link with tutorials: Modules III and IV will constitute the tutorials of the joint CFE-CMStatistics conference. Participants to the conference can register separately for the tutorials and for Modules I and II.

Participants will be expected to have their own laptop with the latest versions of R installed.

A link with some material will be provided to the students

Grants
PhD students and Early Career Investigators (who have obtained their PhD degree in 2011 or after) from eligible COST countries* can apply for a limited number of grants. The granted participants will be reimbursed up to 500 Euro for accommodation and travelling plus the standard registration fee.
  • In order to apply for the grants candidates should submit their CV by e-mail to cronos.cost@gmail.com.
  • Deadline for applications: 15th July 2018.
  • Granted candidates will be informed by e-mail after the deadline and must send their flight tickets and accommodation booking 7 days after the notification to cronos.cost@gmail.com to secure their grants. Otherwise, their grants will be revoked and assigned to other candidate.
  • The granted candidates must attend all the sessions of the Winter Course and sign the attendance list in order to obtain their grants.
*Eligible COST countries: Austria, Belgium, Bosnia and Herzegovina, Bulgaria, Croatia, Cyprus, Czech Republic, Denmark, Estonia, Finland, France, Germany, Greece, Hungary, Iceland, Ireland, Israel, Italy, Latvia, Lithuania, Luxembourg, Malta, Montenegro, The Netherlands, Norway, Poland, Portugal, Romania, Serbia, Slovakia, Slovenia, Spain, Sweden, Switzerland, Turkey, United Kingdom and the former Yugoslav Republic of Macedonia.
  • The granted candidates must attend all the sessions of the course in order to obtain their grants.
  • Organizers and sponsors

    Organized by the CRoNos COST Action IC1408 represented by
    Erricos J. Kontoghiorghes and Ana Colubi.

    Sponsored by COST

    Tentative Programme

    Tuesday, 11 December 2018

    • 10:45 – 11:00 Registration and opening
    • 11:00 – 12:30 Session 1.1 - Module I
    • 12:30 – 14:00 Lunch break
    • 14:00 – 16:00 Session 1.2 - Module I
    • 16:00 – 16:30 Coffee break
    • 16:30 – 18:30 Session 1.3 - Module I

    Wednesday, 12 December 2018

    • 09:00 – 11:00 Session 2.1 - Module II
    • 11:00 – 11:30 Coffee break
    • 11:30 – 12:30 Session 2.2 - Module II
    • 12:30 – 14:00 Lunch break
    • 14:00 – 16:00 Session 2.3 - Module II
    • 16:00 – 16:30 Coffee break
    • 16:30 – 18:30 Session 2.4 - Module II

    Module I. Frequency domain methods for time series analysis
    Lecturer: Prof. Alessandra Luati, University of Bologna, Italy.
    Sessions 1.1 to 1.3.
    Duration: 5.5 hours.

    Summary: TBA

    Module II. Introduction to VAR modelling
    Lecturer: Prof. Peter Winker, University of Giessen, Germany.
    Sessions 2.1 to 2.4.
    Duration: 7 hours.

    Summary: The course will provide an introduction to multivariate time series modelling with Vector Autoregressive Models (VAR). The presentations are at basic to intermediate level and address participants with elementary background in statistics and interest in applying VAR modeling. All sessions will include practical parts based on R. Therefore, participants should bring their own computer with a functional R implementation and editor for coding (e.g. RStudio).