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Workshop: High-dimensional econometric models

This workshop, organised by Oliver Linton (Cambridge and cemmap) and Martin Weidner (cemmap and UCL) will take place 7-8 November 2013. Topics will 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.

17 October 2013

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Centre for Microdata Methods and Practice

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