Our online MIDAS Models with EViews course provides a complete introduction to mixed data sampling (MIDAS) regression models in EViews. MIDAS are used in macroeconomic and financial modelling and forecasting. The course targets researchers, practitioners and policy makers who are interested in gaining an in-depth knowledge of MIDAS techniques and learning how to use them in their research.
The course runs from 13.00 - 67.00 (UK Time) / 17:00 - 20:00 (UAE Time)
Traditional approaches to time-series estimation and forecasting in economics require the variables to be at the same frequency. This often causes a problem since most macroeconomic data is reported at different intervals and frequencies. Mixed-Data Sampling (MIDAS) is a method of estimating and forecasting using models where the dependent variable is recorded at a lower frequency than one or more of the independent variables. Unlike the traditional aggregation approach, MIDAS uses information from every observation in the higher frequency space.
This course provides a comprehensive introduction to MIDAS modelling and forecasting in EViews. Taking a “learning-by-doing” approach, we discuss in depth MIDAS regression models employing plenty of macroeconomic data examples and a constant stream of challenging exercises. Participants leave with a sound knowledge of MIDAS regression modelling, testing and forecasting. Advanced topics such as MIDAS Vector Autoregressions and MIDAS GARCH models can be discussed according to the participants’ needs and background.
The course is intentionally flexible. The agenda emerges dynamically and depends on the group’s prior background and knowledge of EViews. By the end of the course, all participants will feel comfortable undertaking the following tasks:
80% practical; 20% theory
Adkins L.C , Hill R.C Using EViews for principle of Econometrics (Appendix C and Chapters 2 and 3 )
Adkins L.C , Hill R.C Using EViews for principle of Econometrics (Chapters 9, 12, 13,14)