Dimensionality Reduction and Inference in High-Dimensional Time Series
June 2-3, 2020
Due to the spread of the COVID-19 virus and associated measures taken across the world, the workshop has been postponed from its original date of June 2-3, 2020.
We still intend to organize the workshop at a later date! Once the situation around the COVID-19 pandemic improves, we will try to find a new date when it will be safe and convenient to organize this workshop. Submissions will be re-opened at that time.
Updates will be posted on this website; it is also possible to register for the mailing list below.
June 2-3, 2020, the Workshop on Dimensionality Reduction and Inference in High-Dimensional Time Series will be organized at Maastricht University (Maastricht, the Netherlands).
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.
Invited lectures will be given by Matteo Barigozzi (University of Bologna), Anders Bredahl Kock (University of Oxford), Siem Jan Koopman (VU Amsterdam) and Marcelo Medeiros (Pontifical Catholic University of Rio de Janeiro).
To receive email updates about the workshop, please register for the mailing list via this email link, supplying you name and email address in the body of the email. Your data will only be used to send you emails about the workshop.