Misspecification-Robust Shrinkage for VAR Forecasting and IRF Estimation | Department of Economics

Monday, November 11, 2024 - 12:00pm - Monday, November 11, 2024 - 1:00pm

Econometrics Lunch

PCPSE 225
United States

Joint with Frank Schorfheide

Oriol González-Casasús

University of Pennsylvania, PhD Candidate

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