Wednesday, July 22, 2020

Online Econometrics Seminars

In my view it makes little sense for individual university departments to plod forward with their econometrics seminars virtually.  (Do we really want to watch twenty seminars from twenty departments each week?)  Sponsorship of a few seminars by a few broad umbrella organizations (societies, associations, ...) makes much more sense. The Society for Financial Econometrics (SoFiE) has done it well, here.  So has the International Association for Applied Econometrics (IAAE), here, as has the Chamberlain Seminar, here.  All those seminars post recordings/slides/papers.

I would like to see a few more.  Certainly there should be something explicitly and exclusively on predictive modeling in its relation to time series and machine learning.  Also, although there are several online "climate economics" seminars, I would like to see something explicitly "climate econometrics", in the style pioneered here.

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