[Forum SIS] Call for Papers: Workshop on Dimensionality Reduction and Inference in High-Dimensional Time Series

[Gianluca Cubadda]

Call for Papers: Workshop on Dimensionality Reduction and Inference in
High-Dimensional Time Series

 

On June 2-3, 2020, the Workshop on Dimensionality Reduction and Inference in
High-Dimensional Time Series will be organized at Maastricht University -
School of Business and Economics, in Maastricht, the Netherlands.

 

We hereby invite submissions to the contributed and poster sessions.

 

This two-day workshop aims to provide a platform for exchanging and
discussing the latest developments in econometrics and statistics on topics
related to dimensionality reduction and inference in high-dimensional time
series, including (but not limited to) issues related to post-selection
inference, statistical learning, penalized regression methods, factor models
and common features. Both theoretical papers and applied econometric papers
are invited.

 

Invited lectures will be given by Matteo Barigozzi (London School of
Economics), Anders Bredahl Kock (University of Oxford), Siem Jan Koopman (VU
Amsterdam) and Marcelo Medeiros (Pontifical Catholic University of Rio de
Janeiro).

 

Further information can be found on the website of the workshop:

http://sbe.maastrichtuniversity.nl/hdts2020/ 

 

Please submit your paper at the latest on February 21, 2020 via the website
above.

 

Local Organizers:

Alain Hecq

Stephan Smeekes

Ines Wilms

 

Scientific Committee:

Christophe Croux (EDHEC Business School)

Gianluca Cubadda (University of Rome Tor Vergata)

Alain Hecq (Maastricht University)

David Matteson (Cornell University)

Peter Pedroni (Willams College)

Stephan Smeekes (Maastricht University)

Lorenzo Trapani (University of Nottingham)

Joakim Westerlund (University of Lund)

Ines Wilms (Maastricht University)

 

---
Gianluca Cubadda

Full Professor of Economic Statistics

Dean of the School of Economics ( <https://economia.uniroma2.it>
https://economia.uniroma2.it)

Coordinator of the Master Big Data in Business (
<http://bigdata.uniroma2.it> http://bigdata.uniroma2.it)

University of Rome "Tor Vergata" 

Via Columbia 2, 00133 Rome - Italy 

Tel. +39 06 7259 5500

WEB page:
<http://directory.uniroma2.it/index.php/chart/dettagliDocente/3916>
http://directory.uniroma2.it/index.php/chart/dettagliDocente/3916 

 

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