Event item

CREATES Econometrics and Business Statistics Seminar Series

Econometrics and Business Statistics Seminar: Peter R. Hansen, University of North Carolina

Title: Correlation matrices: some large, some random, some dynamic, but all well-behaved

Info about event

Time

Wednesday 13 October 2021,  at 14:15 - 15:15

Location

via Zoom

Contact

Mikkel Bennedsen and Jesper Wulff

Presenter: Peter R. Hansen, University of North Carolina

Title: Correlation matrices: some large, some random, some dynamic, but all well-behaved

Area of research: forecasting, volatility, cointegration, and multiple testing, and his main contributions to econometrics include the Test for Superior Predictability; the Model Confidence Set, and the Realized Kernel Estimator

Host: Mikkel Bennedsen

 

Organisers: Mikkel Bennedsen and Jesper Wulff

See all Econometrics and Business Statistics Seminars