Talha Omer

Research Fellow
Statistics , Jönköping International Business School

I have done PhD in Statistics from Jönköpings International Business School, Jönköping University, Sweden. My D.Phil thesis title is "Shrinkage Estimation Methods for Mixed Data Sampling Regression and Heterogeneous Autoregressive Models ." I primarily focus on econometrics, macroeconomic forecasting, and contributions to econometrics both theoretically and empirically. Currently, I work on mixed data sampling regression, shrinkage estimation methods, and machine learning techniques for estimating and forecasting macroeconomic variables, including volatility forecasting. 
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