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  • Ökonometrie

    Prof. Dr. Dietmar Bauer

    © Universität Bielefeld

Modern Topics in Time Series Analysis

3rd Klagenfurt-Bielefeld Summer School on Modern Topics in Time Series Analysis (v3)

The third edition of the summer school will take place in Klagenfurt, Carinthia, Austria, near the beautiful lake Wörthersee. It will again feature a strong curriculum with leading European statisticians. The program is contained in this flyer: MTSA_Klagenfurt_flyer_2022.pdf.

The summer school is directed towards (beginning) PhD students. Places will be filled to cover costs. Applications and more details can be found on the webpage:

Looking forward to meeting you there.

Modern Topics in Time Series Analysis

2nd Dortmund-Bielefeld Summer School on Modern Topics in Time Series Analysis (v2)

Main facts

Time September 9th-13th 2019
Place University Bielefeld
Capacity 40 students
Fee €450,00.-

Target Audience

The summer school is directed towards beginning PhD students. Students are required to have a strong mathematical and statistical background and good preliminary knowledge in time series analysis including the Box-Jenkins framework and the estimation and model selection of vector autoregressive models. 

Application process is closed!


The summer school provides an introduction to a number of modern topics in time series analysis taught by a selection of top researchers in the field in Europe. 

Each topic will be covered in one half day. Presentations will follow a common layout introducing the main theory of the area, providing examples and software available and finally hinting at relevant research questions. 

Current planning involves the following topics:

Topic Lecturer Affilitation
State Space Modeling Dietmar Bauer Bielefeld University
Bayesian Time Series Analysis Oliver Grothe

KIT Karlsruhe

Hidden Markov Models Roland Langrock Bielefeld University
Models for Non-Causal/Non-Invertible Time Series Markku Lanne University of Helsinki
Structural Vector Autoregressive Analysis Helmut Lütkepohl DIW Berlin
Seasonality in High Frequency Data Tomasso Proietti Universita di Roma "Tor Vergata"
Neural Networks in Time Series Analysis Jonas Sjöberg Chalerms Göteborg
Smooth Transitions in the Mean and the Variance Timo Teräsvirta Aarhus University

Nonlinear Cointegration Analysis

Martin Wagner TU Dortmund
Time Series Modeling for Categorical Data Christian Weiß Helmut-Schmidt-University Hamburg


The summer school will take place on the campus at the university of Bielefeld in the meeting rooms of the Studierendenwerk in the Morgenbreede. 


For the summer school participants will need to reserve hotel space on their own. The following options appear to be relevant: 

  • Studentenwerk Moorgenbreede: Next to the venue of the summer school the Studierendenwerk offers accomodation in the form of a limited number of appartments (53€ for single person per night, 63 for two persons). We reserved a contingent of up to six appartments. If you plan to take this options please let us know.
  • Youth hostel: information can be found here
  • Airbnb: all locations close to Stadtbahn nr. 4 or Stapenhorststrasse are good for getting to the university. 
  • Kolpinghaus: relatively cheap rooms close to the Bahnhof can be found here
  • Bielefelder Hof: next to the Bahnhof, very nice hotel. Current price with promotional code 88.-€ single room incl. breakfast.  
  • Arcadia hotel: next to the Rathaus in the innermost city. Price approx. 78,-€ single room incl. breakfast
  • Golden Tulip: in the city center. 73,-€ for single room excl. breakfast.

Important Dates

The summer school will start on Monday September 9th at 9:00 and will close on Friday around 16:00. Details will be communicated directly to the participants.

Fincancial Issues

The conference fee for students amounts to €450.- This covers 

  • lectures
  • materials
  • lunches
  • coffee breaks and snacks
  • conference dinner
  • certificate of attendance

The fee does not include travel, accomodation and dinners. Students will have to arrange for their own travel and accomodation. 

The summer school receives sponsoring by the Bielefeld Center for Data Science  and Dr. Oetker, which is gratefully acknowledged. 

The summer school is one of the events in the Jubiläumsjahr 50 Jahre Universität Bielefeld.

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