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Quant and Econometrics

Introduction

Workshop on Quantitative Marketing and Structural Econometrics, Northwestern University, 10-12 Aug 2015; Deadline 1 Apr

Workshop on Quantitative Marketing and Structural Econometrics
August 10 – 12, 2015

Overview. The purpose of this workshop is to help graduate students in marketing conduct empirical research through the rigorous application of structural econometric methods. The objectives of the workshop are therefore two-fold. First, students will gain an understanding of how to identify and properly frame empirical questions that lend themselves to structural analysis. Second, we will provide students with a solid introduction to basic structural frameworks and estimation techniques, including models of aggregate demand, single-agent dynamics, static games, and dynamic games. The workshop will also provide many opportunities for participants to discuss their ideas and research with other students and faculty. The workshop is supported by the efforts and financial contributions of Kellogg, Washington University, and ISMS.

Schedule. The workshop runs from August 10th-12th, 2015. The program is composed of a mix of technical lectures and conceptual sessions. The technical lectures will provide a solid theoretical foundation for understanding structural methods and numerous empirical examples to show how to map theory to practice. The conceptual sessions are intended to offer a more philosophical perspective on structural modeling, covering issues such as understanding the differences between structural and reduced-form modeling approaches and the importance of having a clear empirical identification strategy. An overview of the Workshop sessions is on the second page of this announcement.

Location. The workshop will be held at Northwestern University in the James L. Allen Center, located on the shore of Lake Michigan and home to Kellogg’s Executive Education programs.

Participants. The workshop is primarily intended for Ph.D. students who have completed at least two Ph.D. courses on microeconomics and econometrics. We also encourage faculty members with an interest in structural modeling to attend the workshop, as we hope their presence will enhance the overall quality of the experience for all participants.

Fees. Registration is free for PhD students and $250 for faculty. All attendees must cover their own travel expenses and hotel costs. To reduce participants’ financial costs, we recommend PhD students share hotel rooms. We can help facilitate the roommate matching process. If a student is willing to share a room, please indicate this in your email. The workshop has a limited amount of funds available to sponsor students who demonstrate a financial hardship in paying for their hotel room.

PhD Student Application Procedure. To apply, please send (1) a CV, (2) an unofficial transcript, (3) a one-page statement describing your current research and how you hope to benefit from attending the workshop, and (4) one letter of recommendation from your faculty advisor. The letter of recommendation should be informative about your standing in the program, research potential, and special interest in structural modeling. All applications must include an e-mail and mailing address and should be submitted by April 1, 2015. Submit all the application materials to Quant-Workshop@kellogg.northwestern.edu. We will notify applicants by May 1, 2015.

Organizing Committee

Brett Gordon (Kellogg School of Management)
Raphael Thomadsen (Olin Business School)