Econometrics and Business Statistics Seminar: Heather Anderson, Monash University

Title: High Dimensional Predictive Regression in the presence of Cointegration

2019.10.08 | Pernille Vorsø Jachobsen

Date Wed 20 Nov
Time 14:15 15:15
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101

Presenter: Heather Anderson, Monash University

Title:  High Dimensional Predictive Regression in the presence of Cointegration

Area of research:  econometrics, nonlinear time series analysis, empirical finance, macro-econometrics

Host: Eric Hillebrand

Organizer: Shin Kanaya

Econometrics and Business Statistics Seminar Series, CREATES