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
http://www.nber.org/econometrics_minicourse_2013/
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.