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Mr Richard Thorburn

Mr Richard Thorburn

Research interests

  • My research interests include:
  • Forecasting with mixed freuency datasets using Mixed Data Sampling (MIDAS) models. Specifically I propose a modification of the original MIDAS proposed by Ghysels et al. (2002) to improve forecasting accuracy with financial market data.Forecasting with economic data associated with being of a high dimension. Modern day econometricians are increasingly facing the challenge of requiring reliable forecasts to be computed from longitudinal datasets where there are more candidate predictors available than there are time point observations. This has serious negative implications for the standard models used in the field creating a need for new and upcoming methods to carry out such prediction whilst maintaining accuracy and reliability. 

More research

Connect with Richard


Address: B58, West Highfield Campus, University Road, SO17 1BJ (View in Google Maps)


I am PhD student in the Economics Deparment at the University of Southampton. My broad research involves econometric modelling with high dimensional data.

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