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
Oskar Nordstrom Skans (Uppsala University, Sweden)
Sascha Steffen (Frankfurt School of Finance & Management, Germany)
Speaker to be announced
Andrea Pogliano, Steven Hoekstra
Ana Costa-Ramón (University of Zurich, Switzerland)
Guido Imbens (Stanford University, United States)
Simon Scheidegger (University of Lausanne, Switzerland)
David K. Levine (Royal Holloway, University of London, United Kingdom)
Mikko Silliman (Aalto University, Finland)