Throughout the year, we run a range of public lectures, workshops, roundtables, press briefings and seminars to share the findings of our research, and facilitate the debate of these important issues.

High Dimensional Forecasting and its Pitfalls – M. Hashem Pesaran

Forecasting is central to macroeconomic policy making and risk management, and it is now routine to exploit data on a large number of variables to produce forecasts. In doing so, you can use a number of techniques, such as penalized regressions, principal components, neural networks, ensemble, Bayesian and other forecast…
Event time
15:00 to 16:30
21 June, 2023
21 June, 2023