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UID:diw_01.c.852053.en
LOCATION:Karl Popper Room,DIW Berlin,2.3.020,Anton-Wilhelm-Amo-Strasse 58,10117 Berlin
SUMMARY:Elements of Forecasting
DESCRIPTION:day1: 1pm- 4.30pmday 2: 9.30am - 12.45 pm // 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.                                     
DTSTART;VALUE=DATE:20221011T220000Z
DTEND;VALUE=DATE:20221013T220000Z
DTSTAMP:20220705T220000Z
URL:https://www.diw.de/en/diw_01.c.852053.en/events/elements_of_forecasting.html
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