Easter Schools

Over the period 2001-2008, Hendry, Nielsen and Shephard organised a series of annual Easter Schools in econometrics funded by the Royal Economic Society and ESRC. The Schools had prominent speakers and attracted many students from across the world:

• Financial Econometrics: Enrique Sentana and Neil Shephard

• Micro-econometrics: Martin Browning and Hidehiko Ichimura

• Linear and Non-linear Non-stationary Time Series: Soren Johansen and

Anders Rahbek

• Financial Econometrics: Torben Andersen, Tim Bollerslev and Nour Medahi

• Causality: David Cox, Nancy Cartwright, David Hendry, Jim Heckman and Steffen Lauritzen

• Panel Data: Manuel Arellano and Steve Bond

• Model Selection: Kevin Hoover, David Hendry, Benedikt Potscher and Halbert White

6