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)
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)
Konrad Menzel (New York University, United States)
Xun Tang (Rice University, United States)
Vincent Starck (Ludwig Maximilian University of Munich, Germany)
Morten Nielsen (Aarhus University, Denmark)
Jonathan Roth (Brown University, United States)