Sorry for cross postings
I would like to announce:
Durbin Masterclass on State space and UCM, September 2-3 2002, Amsterdam
See
http://staff.feweb.vu.nl/koopman/durbinconf/
Deadline for registration: July 1, 2002. 60 Euro.
Lecturers: Jim Durbin, Keith Ord, Dick Tiller,
Neil Gordon, Jukka Nyblom, Richard Davis, Richard Baillie
Organisers: Andrew Harvey, Siem Jan Koopman, Neil Shephard.
Details:
In the last weekdays of August 2002 the Royal Netherlands Academy of Arts
and Sciences will organise a "by-invitation-only" Academy Colloquium on
state space and unobserved components models in honour of Professor J.
Durbin.
Many international researchers from econometrics, statistics and
engineering will attend this colloquium. We therefore have taken the
opportunity to extend this event by a two-days masterclass or workshop for
which we want to invite anyone interested in time series analysis and
beyond. In particular we would like to encourage Ph.D. students and
young researchers to come and to participate. The workshop consists of
seven 90 minutes lectures by the researchers listed below including
Professor J. Durbin. Further we will have round-table discussions on issues
raised during the lecturers and this will lead to further insights and
interesting exchanges of views. Many participants of the conference
have shown interest in attending the masterclass and we therefore expect
that it will be a lively event.
Program
The Durbin workshop consists of seven 90 minutes lectures in two days. The
program is as follows:
Monday, September 2, 2002
1. Jim Durbin Introduction to State Space Models
2. Keith Ord Unobserved Components Models
3. Dick Tiller Applications in Official Statistics
4. Neil Gordon Monte Carlo Filtering
Tuesday, September 3, 2002
1. Jukka Nyblom Testing for Unobserved Components Models
2. Richard A Davis A State Space Approach to Applied Statistics
3. Richard Baillie Financial Time Series Applications
Registration
If you would like to participate in the workshop on 2-3 September 2002 in
Amsterdam, you are kindly requested to send registration form (MS-Word or
PDF) available from http://staff.feweb.vu.nl/koopman/durbinconf/
before 1 July 2002 to Mrs M. Wagenaar-Koot of the Royal Netherlands
Academy of Arts and Sciences, mailto:[log in to unmask]
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