The workshop will have plenary sessions as well as a poster session.

We hereby invite submissions to these sessions. Both theoretical papers and applied econometric papers on high-dimensional time series analysis are invited. Possible topics include:

  • Post-selection inference
  • Statistical learning
  • Penalized regression
  • Factor models
  • Common features
  • High-dimensional covariance matrix estimation

This list is not exhaustive and any topics within the theme of the workshop are welcome.

Paper Submission:
Please submit your paper via the EasyChair submission website before the extended deadline of March 6, 2020, 23:55 CET. For any questions regarding submission, please contact the local organizers.