The School of Economics & Finance of the University of St Andrews held the 2nd PhD – Workshop Series in Advanced Quantitative Methods in Economics & Finance, sponsored by SIRE and GRADskills.
The Workshop Series serves as a vehicle to provide additional training to young researchers willing to develop their skills at an advanced level and to apply them in various fields. International scholars present a portfolio of techniques. Young researchers have the opportunity to present and discuss their own research, exchange ideas, interact with the guest lecturer and participate in discussions.
Workshop Series Aims and Objectives
The Workshop Series seeks to develop clarity in the conceptualisation of the research process. It especially encourages the use of rigorous techniques. It raises researchers’ awareness of their use in various fields. It promotes efforts to look for problems in the real world which can be solved by using these techniques.
The Workshop Series aims at developing the presentation skills of the participants. They are encouraged to present their own work and interact with the guest lecturers. It also fosters networking between young researchers from various fields.
Workshop Series Structure and Content
The Workshop Series consists of an Inaugural Event and four intensive workshops held by renowned experts coming from inside and outside Scotland. It provides a forum of discussion of quantitative methods and their applications in economics and finance.
Each workshop has two lectures on specific techniques given by the guest lecturer. Some PhD students can present case studies applying these techniques issued from their own work or the literature. There is time for a special Question and Answer session in which participants can ask any questions (basic questions, recommended articles and books, problems with own research… etc) related to the seminar topic.
GUEST SPEAKERS
|
Dr Paul Elhorst is Associate Professor of Economics at the University of Groningen, the Netherlands. Previously he was Assistant Professor of Regional Science at the University of Groningen, and also Economist at the Agricultural Economics Research Institute (LEI) in the Hague. He has degrees in Economics (PhD, University of Amsterdam) and Econometrics (MSc, University of Amsterdam). He was awarded the Martin Beckmann Prize for the best paper in Papers in Regional Science 2007 (Jury: Masahija Fujita, Jean Paelinck, John Quigley, Jouke van Dijk). He is Educational Coordinator of the Bachelor and Master Economics at the University of Groningen and member of the Editorial Board of Eurasian Review of Econometrics, Papers in Regional Science and Letters in Spatial and Resource Sciences. His research interests lie in Spatial Econometrics and Labour Economics.
|
|
Professor George Evans’s first full-time academic appointments were at the University of Stirling, Scotland, and then at Stanford University from 1981-1987. In 1983-4 he visited the London School of Economics and then in 1987 he joined the Economics Department at the LSE, where he remained until 1993. During 1993-4 he was the George Watson and Daniel Stewart Professor of Political Economy at the University of Edinburgh, Scotland. In September 1994 he came to the University of Oregon as the first John B Hamacher Professor of Economics, a newly endowed Chair. He was named a College of Arts and Sciences Distinguished Professor in 2005. Since October 2007 he has also been part-year Professor of Economics and Finance, University of St Andrews, Scotland. His research interests lie in the role of expectations and learning in business cycles, macroeconomic policy, and asset markets
|
|
Professor Russell Davidson holds the Canada Research Chair in Economics at McGill University in Canada. He also teaches at GREQAM in Marseilles in France and previously taught for many years at Queen's University in Canada. He has a PhD in Physics from the University of Glasgow and a PhD in Economics from the University of British Columbia. He is a Fellow of the Econometric Society and the author of many scientific papers. He is the co-author with J. G. MacKinnon of Estimation and Inference in Econometrics (OUP, 1993) and Econometric Theory and Methods (OUP, 2004).
|
|
Professor Kaushik Mitra did his BSc and MSc at the University of Calcutta before obtaining his PhD from Cornell University. He was previously a lecturer in the University of York and, before arriving at St Andrews, Professor at Royal Holloway College, University of London. He is currently the Director of Postgraduate Studies (Research) at St Andrews University. His research interests lie in Macroeconomics and Monetary Economics.
|
|
Professor Bernt Øksendal is Professor of Mathematics at the University of Oslo, Norway. He is also an Adjunct Professor at the Institute of Finance and Management Science, Norwegian School of Economics and Business Administration (NHH), Bergen. From 2005 he holds the Chair of the European Science Foundation program “Advanced Mathematical Methods in Finance (AMaMeF)”. Starting this year he is also chairing the new ERC Advanced Research project "Innovations in Stochastic Analysis and Applications (Innostoch)". His research interests lie in stochastic control, stochastic differential games and asymmetric information, stochastic differential equations and applications, mainly to finance and biology. |
Programme for 2010
Monday 18 January
|
The Inaugural Lecture was delivered by Professor Mitra on “What Quantitative Methods does a Macroeconomist need to know”.
Check the podcast
Slides now available
|
from left to right: Professor Mitra, Dr Elhorst and Professor Clark (Proctor and Provost of St Leonard's College, Dean of Graduate Studies, University of St Andrews) |
Monday
18 January
|
Topics in Econometrics: Spatial Panels presented by Dr Elhorst
Check the podcast
Slides now available
|
|
Friday
26 March
|
Topics in Macroeconomics presented by Professor Evans
Check the podcast
Download lecture 1
Download lecture 2
Download lecture 3
Download lecture 4
Reading list
|
 
From left to right: Professor McCrorie (Head of School of Economics & Finance, St Andrews), Professor Evans and Dr Lasselle (PhD Workshop organiser) |
Tuesday
6 April
|
Topics in Econometrics presented by Professor Davidson
Check the podcast
Slides now available |
 
Professor Davidson (with the white shirt) among the participants including Professor McCrorie (Head of School of Economics & Finance, St Andrews) and Professor Evans (one of our Workshop Series presenters)
|
Wednesday
7 April
|
“Malliavin calculus for Lévy processes and applications to finance” presented by Professor Øksendal
Check the podcast |
 
Professor Oksendal (first person on the left hand side) among the participants including Professor Davidson (one of our Workshop Series presenters).
|
For further information, please contact the organiser:
Dr Laurence Lasselle
E-mail: seminar.network@st-andrews.ac.uk
Tel: 01334 462451
Fax: 01334 462 444
Information about the first Series: http://economicsnetwork.ac.uk/events/phd_seminars.htm
|
