Stein combination shrinkage for vector autoregressions

 
 
Location
A39, Sir Clive Granger Building, University Park
Date(s)
Tuesday 16th May 2017 (15:00-16:30)
Description

157-CMG-Granger17_4x3_SCREEN

The School of Economics presents the Annual Granger Lecture with guest speaker Professor Bruce Hansen, University of Wisconsin-Madison.

This event is free and all are welcome.