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)
Ion Lucas Saru, Lisa Timm
Adam Altmejd (Stockholm University, Sweden)
Jean-Marc Robin (Sciences Po, France)
Alejandro Hirmas, Ekaterina Ugulava
Kirstin Wacker
Oskar Nordstrom Skans (Uppsala University, Sweden)
Sascha Steffen (Frankfurt School of Finance & Management, Germany)
Keynote: Sanjeev Goyal (Cambridge University, United Kingdom)
Xu Cheng (University of Pennsylvania, United States) and Toru Kitagawa (Brown University, United States)
Speaker to be announced
Andrea Pogliano, Steven Hoekstra
Igor Custodio Joao
Ana Costa-Ramón (University of Zurich, Switzerland)
Guido Imbens (Stanford University, United States)
Martin Bichler (Technical University of Munich, Germany), Marit Hinnosaar (University of Nottingham, United Kingdom), Xavier Lambin (ESSEC, France), Simon Martin (University of Vienna, Austria), Catarina Marvao (Technological University Dublin, Ireland), Holger Rau ( University of Göttingen, Germany), and Jan Sviták (ACM and Tilburg University)
Simon Scheidegger (University of Lausanne, Switzerland)
David K. Levine (Royal Holloway, University of London, United Kingdom)
Mikko Silliman (Aalto University, Finland)
To be announced