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)
Paolo Giudici (University of Pavia and European University Institute, Italy)
Ben Deaner (University College London, United Kingdom)
Mirco Rubin (EDHEC Business School, France)
Martin Mugnier (Paris School of Economics, France)
Malte Londschien (ETH Zurich, Switzerland)
Keynotes: Felienne Hermans and Frank van Harmelen (Vrije Universiteit Amsterdam)
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)
Phyllis Wan , Stéphane Girard (Inria Centre, University Grenoble Alpes, France)
Christian Hafner (UCL Louvain-la-Neuve, Belgium)
Mikkel Solvsten (Aarhus University, Denmark)
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
Weining Wang (University of Groningen)
Daniel Lewis (University College London, United Kingdom)