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)
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)
Aishameriane Schmidt, Thu Nguyen
Gabriela Miyazato Szini
Timo Schenk
Jonathan Roth (Brown University, United States)
Max Kasy (University of Oxford, United Kingdom)
Haobai Guo, Sindri Engilbertsson
Jad Beyhum (KU Leuven, Belgium)
Quint Wiersma
Karim Moussa
Fabio Trojani (University of Geneva, Switzerland)
Nadja van ‘t Hoff (University of Southern Denmark)
Timo Dimitriadis (Heidelberg University, Germany)
Gabriele Mingoli, Simon Donker van Heel
Konrad Menzel (New York University, United States)