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.
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.