Courses

Financial Econometrics

The course offers an introduction to financial econometrics for second-cycle studies. It
covers the main parts of the spectrum of quantitative financial economics, discusses
important results in the empirical finance literature, and provides a comprehensive
knowledge to do empirical work in financial practice.
A student who has taken the course should:
- have a solid knowledge about basic themes in financial econometrics;
- know and be able to use concepts and notation that is frequently used in financial
econometrics;

Course Data
University: 
Uppsala
Offered: 
2016:2
Level: 
Master
PhD
Credits (ECTS): 
8
Type of schedule: 
Regular schedule

Statistical Inference

There will be three 3-days gatherings each comprising 18h of lecturing. The first meeting will take place in Växjö, 12-14 October, the second meeting will be held in Stockholm, 5-7 December and the third one is organized in Uppsala, 8-10 February.

Instructors who so far have agreed to participate are Thomas Holgersson, Björn Holmquist, Hans Nyquist, Dietrich von Rosen, Rolf Sundberg and Silvelyn Zwanzig. There will be another three so each meeting will be run by three instructors. 

Content

Course Data
University: 
Linné
Offered: 
2016:2
Level: 
PhD
Credits (ECTS): 
15
Type of schedule: 
Travel friendly schedule

Advanced Survey Sampling I

Teacher and examiner: Dan Hedlin, Department of Statistics, Stockholm University. .

Topic

We focus on design-based sampling with the Horvitz-Thompson and the generalised regression estimators. (Advanced Survey Sampling II will go further into model assisted estimation). The main course book is Särndal, Swensson and Wretman (1992); for part I we limit ourselves to Chapters 1-7. Although the focus is on design-based sampling we will put this inferential framework into some wider context.

Course Data
University: 
Stockholm
Offered: 
2016:1
Level: 
PhD
Credits (ECTS): 
5
Type of schedule: 
Travel friendly schedule

Survey sampling and linear models

In conjunction with the LinStat 2014 a mini-course (8h) entitled 'Survey sampling and linear models' will be held by professor Stephen Haslett, Massey University, New Zealand and professor Simo Puntanen, University of Tampere, Finland, August 23-24.

The course is sponsored by GRAPES and GRAPES will refund travel and accommodation costs for PhD students at Swedish universities.

Course Data
University: 
Linköping
Offered: 
2014:2
Level: 
PhD
Credits (ECTS): 
2
Type of schedule: 
Travel friendly schedule

Longitudinal Data Analysis

We are happy to invite to the course on Longitudinal Data Analysis (3hp). The course is funded by GRAPES  but all interested in Longitudinal Data Analysis can participate. The course will present material on Repeated Measurements, Mixed Linear Models, Generalized Linear Models, Model Validation and Data Analysis. All together the course comprises 12h lectures and 12h computer classes.

GRAPES will refund travel and accomodation costs for PhD students at Swedish universities.

Course Data
University: 
Stockholm
Offered: 
2014:1
Level: 
PhD
Credits (ECTS): 
3
Type of schedule: 
Travel friendly schedule

Causal inference in register studies

In this course we introduce causal inference with main focus on two approaches; i) the potential outcome framework/ Rubin Causal Model and ii) Causal inference with graphical models.
Identification of causal effects in the two approaches is studied. Non and semi-parametric estimators of causal effects commonly associated with the potential outcome framework will be presented. A general  introduction to graphical models is also given.

Course Data
University: 
Umeå
Offered: 
2012:2
Level: 
Master
PhD
Credits (ECTS): 
8
Type of schedule: 
Regular schedule

Asymptotic Theory, Uppsala 2012

Starting November 5, I will give a course in asymptotic theory at the PhD level in Statistics. The course book is Ferguson, T.S. A Course in Large Sample Theory, Chapman and Hall 1996. Lectures are at 10.15-14 on Mondays, ending December 17. Examination is through take home exercises. For further information, see the attached schedule. Welcome to the course!

Rolf Larsson

Course Data
University: 
Uppsala
Offered: 
2012:2
Level: 
PhD
Credits (ECTS): 
8
Type of schedule: 
Regular schedule

Categorical Data Analysis

 

This course will be run during week 39, 24 september - monday, 28 september 2012 at 10:00 to frieday 28 September 12:00 (full-time course) at the School of <?xml:namespace prefix = st1 ns = "urn:schemas-microsoft-com:office:smarttags" />Business and Economics, Linnaeu University, Växjö.

For more information please contact ghazi.shukur@lnu.se

Course Data
University: 
Linné
Offered: 
2012:2
Level: 
PhD
Credits (ECTS): 
8
Type of schedule: 
Travel friendly schedule

Multivariate Analysis

Course Data
University: 
Uppsala
Offered: 
2012:1
Level: 
PhD
Credits (ECTS): 
15
Type of schedule: 
Regular schedule

Spatial Statistics (Winter Conference)

Course content

Introduction to spatial data analysis, representing space, interfacing geographical information systems, space-time data, spatial statistics overview (point patterns, geostatistics, areal data).
Use of GIS and spatial statistics for radioecological modeling and mapping using Chernobyl- and Fukushima-related data, focusing on public health protection.
Course Data
University: 
Örebro
Offered: 
2012:1
Level: 
PhD
Credits (ECTS): 
3
Type of schedule: 
Travel friendly schedule

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