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.