To: All students and staff members,

After careful consideration as well as consultation with stakeholders, the University has decided to replace all face-to-face teaching with online teaching and assessment with effect from 18 November 2019 until the end of the teaching semester on 13 December 2019. If individual teachers, after consultation with students, wish to employ small-group interactive teaching, the University will provide the necessary assistance to realise such objective. Details of these arrangements will be announced shortly.

The Registry

IIDS Workshop: Automatic Model Selection with Applications


Speaker: Dr. Jurgen DOORNIK (University of Oxford)

Date: 26 June 2019 (Wed)

Time: 11:00 am – 1:00 pm

Venue: RLG402, Research Complex

Abstract: Automatic model selection is a powerful tool for the empirical modeller. This workshop will introduce Autometrics, which successfully implements the general-to-specific approach. Foundations of the algorithm will be described, together with interesting extensions, including applications that have more variables than observations. Hands-on computer illustrations will be used throughout.