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High-dimensional sparse econometric models

Date: 14:00 12 May 2015 - 16:00 13 May 2015
Type: Masterclass
Tutor: Victor Chernozhukov MIT
Venue: Sciences Po, Paris
Prices: Free


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

1) https://www.aeaweb.org/articles.php?doi=10.1257/jep.28.2.29
2) http://restud.oxfordjournals.org/content/81/2/608.full.pdf+html 
3) http://biomet.oxfordjournals.org/content/102/1/77
4) https://projecteuclid.org/euclid.aos/1387313390

This class is open to everyone and participation is free of charge.



General information

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