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)
Ruben van Beesten (Erasmus University Rotterdam)
Ben Deaner (University College London, United Kingdom)
Mirco Rubin (EDHEC Business School, France)
Martin Mugnier (Paris School of Economics, France)
KVS Tinbergen keynote lecture: Pol Antràs (Harvard University, United States)
Malte Londschien (ETH Zurich, Switzerland)
Aishameriane Schmidt, Thu Nguyen
Didier Nibbering (Monash University, Australia)
Davide La Vecchia (University of Geneva, Switzerland)
Lorenzo Trapani (University in Leicester, United Kingdom)
Benjamin Holcblat (University of Luxembourg)
Jonathan Roth (Brown University, United States)
Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)
Xiao Xiao (City, University of London, United Kingdom)
Tobias Sichert (Stockholm School of Economics, Sweden)
Max Kasy (University of Oxford, United Kingdom)
Coen Teulings and Simon J. Toussaint (Utrecht University)
Haobai Guo, Sindri Engilbertsson
Jad Beyhum (KU Leuven, Belgium)