The Department of Economics is hosting a joint Sciences Po/cemmap Masterclass by Victor Chernozhukov (MIT) on High-dimensional sparse econometric models.
The Class will consist of two sessions:
1) May 12, 2015, 14h-16h, 28 rue des Saints Pères, room H402;
2) May 13, 2015, 14h-16h, 28 rue des Saints Pères, room H402.
The content of the course can be accessed from
Core papers can be downloaded from
This class is open to everyone and participation is free of charge.