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)
Paolo Giudici (University of Pavia and European University Institute, Italy)
Ben Deaner (University College London, United Kingdom)
Mirco Rubin (EDHEC Business School, France)
Federico Bandi (Johns Hopkins University), Yingying Li (Hong Kong University of Science and Technology), Andrew Patton (Duke University) and Simon Scheidegger (HEC Lausanne)
Martin Mugnier (Paris School of Economics, France)
Malte Londschien (ETH Zurich, Switzerland)
Keynotes: David Autor (MIT, United States), Jan Eeckhout (UPF Barcelona, Spain), Marina Halac (Yale University, United States), Samuel Kortum (Yale University, United States), Eliana La Ferrara (Harvard University, United States), and Hélène Rey (London School of Economics, United Kingdom)
Keynotes: Felienne Hermans and Frank van Harmelen (Vrije Universiteit Amsterdam)
Christine A. Parlour (University of California, Berkeley, United States)
Jonathan Roth (Brown University, United States)
Max Kasy (University of Oxford, United Kingdom)
Jad Beyhum (KU Leuven, Belgium)
Fabio Trojani (University of Geneva, Switzerland)
Nadja van ‘t Hoff (University of Southern Denmark)
Timo Dimitriadis (Heidelberg University, Germany)
Marco Avella Medina (Columbia University, United States)
Timo Dimitriadis (Heidelberg University, Germany)