centre for microdata methods and practice

ESRC centre

cemmap is an ESRC research centre


Keep in touch

Subscribe to cemmap news

High-dimensional econometric models

Date: 10:30 07 November 2013 - 17:00 08 November 2013
Type: Conference
Organiser: Oliver Linton University of Cambridge and Martin Weidner cemmap and UCL
Venue: Institute for Fiscal Studies


The topics of the workshop include large dimensional panel data, factor models, random matrix theory, sparse high-dimensional models, model selection, model averaging, large financial data, and other high-dimensional econometric models.

Speakers include:

General information

Click here to request a place at this event and view our booking terms and conditions.

Search cemmap

Search by title, topic or name.

Contact cemmap

Centre for Microdata Methods and Practice

How to find us

Tel: +44 (0)20 7291 4800

E-mail us