Events
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.
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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…
15:00 to 16:30
21 June, 2023