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)
Ruben van Beesten (Erasmus University Rotterdam)
Ben Deaner (University College London, United Kingdom)
Mirco Rubin (EDHEC Business School, France)
Director of Graduate Studies Benoit Crutzen and students
Federico Bandi (Johns Hopkins University), Yingying Li (Hong Kong University of Science and Technology), Andrew Patton (Duke University) and Simon Scheidegger (HEC Lausanne)
Martin Mugnier (Paris School of Economics, France)
KVS Tinbergen keynote lecture: Pol Antràs (Harvard University, United States)
Malte Londschien (ETH Zurich, Switzerland)
Keynotes: David Autor (MIT, United States), Jan Eeckhout (UPF Barcelona, Spain), Marina Halac (Yale University, United States), Samuel Kortum (Yale University, United States), Eliana La Ferrara (Harvard University, United States), and Hélène Rey (London School of Economics, United Kingdom)
Aishameriane Schmidt, Thu Nguyen
Didier Nibbering (Monash University, Australia)
Christine A. Parlour (University of California, Berkeley, United States)
Gabriela Miyazato Szini
Timo Schenk
Davide La Vecchia (University of Geneva, Switzerland)
Lorenzo Trapani (University in Leicester, United Kingdom)
Benjamin Holcblat (University of Luxembourg)
Jonathan Roth (Brown University, United States)