Evgeniya Shenkman Participated in Summer School on Econometric Methods for Forecasting in the Netherlands
Evgeniya Shenkman, Senior Lecturer at the HSE-Perm’s School of Economics and Finance, took part in the Summer School on Econometric Methods for Forecasting and Data Science with Applications in Finance, Economics and Business, which took place in the Tinbergen Institute, Amsterdam.
The Summer school lasted from August 19th to 23rd and was dedicated to modern time series models, including multidimensional GARCH-models and State space models. The School lecturers were professors from the Tinbergen Institute, including Professor Koopman, one of the creators of State space models. The School programme was intensive: in the morning there were lectures, and in the afternoon the participants solved practical tasks based on the material covered. The learners had the opportunity to solve practical tasks using R, Python, or MathLab.
This Summer School has been a unique experience for me. It was Professor Koopman who was delivering the lectures, and I studied his papers when I started my research in power generation economics. Moreover, in his lectures he told us about models which he had developed himself (of course, co-authored with J. Durbin) and which are actively used by researchers all over the world. I hope that after this School I will become one of these researchers.