Model Selection in Large Dimensional Linear Regression using Sequential Multiple Testing
Vasilis Sarafidis (Brunel University London, United Kingdom)
- Econometrics Seminars and Workshop Series
Vasilis Sarafidis (Brunel University London, United Kingdom)
Xinyue Bei (University of Texas at Austin, United States)
Vladislav Morozov (University of Bonn, Germany)
Andrei Zeleneev (University College London, United Kingdom)
Aureo de Paula (University College London, United Kingdom)
Yulong Wang (Syracuse University, United States)
Julia Koh (Tilburg University)