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)
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)
Sirkka Jarvenpaa (McCombs School of Business, University of Texas, United States)
Jeffrey Reuer (University of Colorado Boulder, United States)
Jonathan Roth (Brown University, United States)
Anna Essén (Stockholm School of Economics, Sweden)
Aleksi Aaltonen (Fox School of Business, Temple University, United States)
Max Kasy (University of Oxford, United Kingdom)
Jad Beyhum (KU Leuven, Belgium)
Thiemo Wambsganss (Bern University of Applied Sciences, Switzerland)
Cristina Alaimo (LUISS Guido Carli, Italy)
Fabio Trojani (University of Geneva, Switzerland)
Nadja van ‘t Hoff (University of Southern Denmark)
Marco Avella Medina (Columbia University, United States)
Phyllis Wan , Stéphane Girard (Inria Centre, University Grenoble Alpes, France)