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Introduction to mixed frequency data models in R workshop

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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?

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?


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!









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