RES 2016: Special Session (Model Selection and Inference)

01 Apr 2016

RES 2016: Special Session (Model Selection and Inference)

Econometrics Journal SPECIAL SESSION 1: MODEL SELECTION AND INFERENCE Chair: Richard Smith. Model Selection and Post-Model Selection Inference in Economic Applications presented by: Christian Hansen, University of Chicago Shrinkage Estimation in Vector Autoregressions presented by: Bruce Hansen, University of Wisconsin