Riskcenter
The research group on Risk in Insurance and Finance is attached to the Institute of Applied Economics IREA-UB
Barcelona Insurance and Risk Management Summer School 2013
SGR 2009-1328
Consolidated research group
Models for panel count data. July, 9-10.
Abstract
This course will be divided into two 3 hour day sessions. Day 1 (July 9th) will overview supplied data count or cross sectional data, analyzing several inference methods such as Poisson EMV, Posion GLM or Negative Binomial. We will also examine several numerical applications for these methods.
On the second day (July 10th), our course will overview several panel data count models: linear conditional panels, conditional models on passed achievements, marginal models and approaches with individual effects.
About the Speakers
Jean-Philippe Boucher is a financial researcher for several institutions, including the Quantact, CRSNG(Natural Sciences and Egineering Research Council of Canada) or FQRNT (Fonds de recherche Nature et technologies). He is also a profesor for several financial related subjects at the Université de Québec à Montréal (UQAM).
Reading list
Material will be distributed during the course
Data and programmes
Exercises and SAS codes will be distributed ti participants
Course schedule
Day 1: Tuesday July 9 from 10.00 to 13.00
Day 2: Wednesday July 10 from 10.00 to 13.00