Join our workshop on  Introduction to mixed frequency data models in R, which is a part of our workshops for Ukraine series! 

Here’s some more info: 

Title: Introduction to mixed frequency data models in R

Date: Thursday, December 14th, 18:00 – 20:00 CEST (Rome, Berlin, Paris timezone)

Speaker:Jonas Striaukas, Jonas is an assistant professor of statistics and finance and Marie Skłodowska-Curie Action fellow at the Copenhagen Business School, Department of Finance. His main research interests are econometrics/statistics and applications of machine learning methods to financial and macro econometrics. In particular, Jonas research interests are regularized regression models for mixed frequency data and factor-augmented sparse regression models. Before joining the Copenhagen Business School in 2022, he was a research fellow at the Fonds de la Recherche Scientifique—FNRS and Université Catholique de Louvain, where he carried out my PhD under the supervision of prof. Andrii Babii (UNC Chapel Hill) and prof. Eric Ghysels (UNC Chapel Hill).

Description: The course will cover statistical models for mixed frequency data analysis and their applications using R statistical software. First, we will look into classical mixed frequency, called MIDAS, regression models and their applications to nowcasting. We will then cover multivariate models such vector autoregression (VAR) and their application in mixed frequency data settings. Lastly, we will cover regularized MIDAS regressions and its extension to factor-augmented regression case.

Minimal registration fee: 20 euro (or 20 USD or 800 UAH)

How can I register?

• Go to https://bit.ly/3wvwMA6 or  https://bit.ly/3PFxtNA and donate at least 20 euro. Feel free to donate more if you can, all proceeds go directly to support Ukraine.

• Save your donation receipt (after the donation is processed, there is an option to enter your email address on the website to which the donation receipt is sent)

• Fill in the registration form, attaching a screenshot of a donation receipt (please attach the screenshot of the donation receipt that was emailed to you rather than the page you see after donation).

If you are not personally interested in attending, you can also contribute by sponsoring a participation of a student, who will then be able to participate for free. If you choose to sponsor a student, all proceeds will also go directly to organisations working in Ukraine. You can either sponsor a particular student or you can leave it up to us so that we can allocate the sponsored place to students who have signed up for the waiting list.

How can I sponsor a student?

• Go to https://bit.ly/3wvwMA6 or https://bit.ly/3PFxtNA and donate at least 20 euro (or 17 GBP or 20 USD or 800 UAH). Feel free to donate more if you can, all proceeds go to support Ukraine!

• Save your donation receipt (after the donation is processed, there is an option to enter your email address on the website to which the donation receipt is sent)

• Fill in the sponsorship form, attaching the screenshot of the donation receipt (please attach the screenshot of the donation receipt that was emailed to you rather than the page you see after the donation). You can indicate whether you want to sponsor a particular student or we can allocate this spot ourselves to the students from the waiting list. You can also indicate whether you prefer us to prioritize students from developing countries when assigning place(s) that you sponsored.

If you are a university student and cannot afford the registration fee, you can also sign up for the waiting list here. (Note that you are not guaranteed to participate by signing up for the waiting list).

You can also find more information about this workshop series,  a schedule of our future workshops as well as a list of our past workshops which you can get the recordings & materials here.

Looking forward to seeing you during the workshop!