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The Granger Centre for Time Series Econometrics

Stein combination shrinkage for vector autoregressions - Bruce Hansen (University of Wisconsin-Madison)

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

Annual Granger Lecture

Presented by: Bruce Hansen (University of Wisconsin-Madison)

Annual Lecture 2017

 

 

 

The Granger Centre for Time Series Econometrics

School of Economics
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University Park
ÀÖ²¥´«Ã½, NG7 2RD


lorenzo.trapani@nottingham.ac.uk