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12. - 13. Oktober 2022

Graduate Center Masterclasses

Elements of Forecasting


12. - 13. Oktober 2022
day1: 1pm- 4.30pm
day 2: 9.30am - 12.45 pm


Karl Popper Room
DIW Berlin
Room 2.3.020
Mohrenstr. 58
10117 Berlin


Prof. Dr. Andreas Pick

This series of lectures considers econometrics issues that arise in the process of forecasting. We will see that several basic econometric notions need to be reconsidered when forecasting. An important starting point when forecasting is the underlying motivation for the forecast, which can be summarised in the loss function. We then move to multistep forecasting, forecasting in changing environments, and forecast averaging. Going beyond univariate time series, we also consider forecasting with panel data and forecasting with large data sets.

Lecture 1+2: October 12, 2022 1:00 pm to 4:30 pm

Lecture 3+4: October 13, 2022 9:30 am to 12.45pm

An office hour with Andreas Pick will be offered on October 13 from 2.15 to 3.15pm

Please book your personal slot for the office hour here