Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions
Rasmus Søndergaard Pedersen (University of Copenhagen, Denmark)
- Econometrics Seminars and Workshop Series
Rasmus Søndergaard Pedersen (University of Copenhagen, Denmark)
Paolo Giudici (University of Pavia and European University Institute, Italy)
Manuel Bagues (University of Warwick, United Kingdom)
Ben Deaner (University College London, United Kingdom)
Dirk Niepelt (University of Bern, Switzerland)
Nikodem Szumilo (University College London, United Kingdom)
Simon Franklin (Queen Mary University of London, United Kingdom)
David Gonzalez Jimenez, Sijmen Rijks
Mirco Rubin (EDHEC Business School, France)
Richard Tol , and (University of Sussex, United Kingdom)
Elvira Sojli (UNSW Sydney, Australia)
Gerard van den Berg (University of Groningen)
Ester Faia (Goethe University Frankfurt, Germany)
Alistair Wilson (University of Pittsburgh, United States)
Christian Heyerdahl-Larsen (BI Norwegian Business School, Norway)
Jingyu He (City University of Hong Kong)
Martin Mugnier (Paris School of Economics, France)
Ole Jann (CERGE-EI and Charles University, Prague, Czech Republic)
Frans de Vries (University of Aberdeen, United Kingdom)