Econometrics of Mixed Data Sampling (MIDAS) regressions and related methods

Guest Instructor: 
Prof. Eric Ghysels from the the University of North Carolina
Time I: 
Monday,
02:00pm to 06:30pm
Time II: 
Tuesday,
09:00am to 12:30pm
Venue I: 
Eleanor Dulles Room (5.2.010), DIW Berlin, Mohrenstr. 58, 10117 Berlin
Venue II: 
Eleanor Dulles Room, DIw Berlin, Mohrenstr.58, 10117 Berlin
Description: 

On December 10/11, we will invite the Bernstein Distinguished Professor Eric Ghysels from the the University of North Carolina - Chapel Hill and Professor of Finance at the Kenan-Flagler Business School to give a GC Masterclass on the topic:
Econometrics of Mixed Data Sampling (MIDAS) regressions and related methods.
Please find the short summary of the course attached.

Prof. Ghysels' main research interests are time series econometrics and finance. You can find his profile here:
http://www.unc.edu/~eghysels/

Time: 14:00-18:30 (Dec 10, Monday) ; 09:00-12:30 (Dec 11, Tuesday)
Place: Eleanor Dulles Room (5.2.010)

All are welcome to join us. If anyone is interested in participating in the masterclass, please drop me a short note at ycao@diw.de

Semester: 
Fall 2012
End date of the whole course: 
Tuesday, December 11, 2012 - 12:30am