Efficient Bayesian Inference in High Dimensional Time Series: Examples from Macroeconomics and Finance
Gregor Kastner (Vienna University of Economics and Business, Austria)
- Seminars Econometric Institute
Gregor Kastner (Vienna University of Economics and Business, Austria)
Gurdip Bakshi (Temple University, United States)
Thorston Hothorn (University of Zurich)
Alex Horenstein (University of Miami, United States)
Paul Embrechts (ETH Zürich, Switzerland)
Ivan Fernandez-Val (Boston University, United States)
Ostap Okhrin (TU Dresden, Germany)
Štepana Lazarova (Queen Mary University of London, United Kingdom)
Joachim Freyberger (University of Wisconsin-Madison, United States)
Melanie Schienle (Karlsruhe Institute of Technology, Germany)
Hannes Leeb (University of Vienna, Austria)
Jim Griffin (University of Kent, United Kingdom)
David Drukker (STATA Corp, United States)
Antony Unwin (University of Augsburg, Germany)
Marcelo Cunha Medeiros (PUC Rio de Janeiro, Brasil)
Takashi Yamagata (York University, Canada)
Nikolaus Hautsch (University of Vienna, Austria)
Stefan Wagner (Stanford University, United States)
Matei Demetrescu (Kiel University, Germany)
Michel Wedel (University of Maryland)