Warren Center Workshop: High Dimensional Methods in Econometrics and Statistics


Econometrics Seminar
University of Pennsylvania

3730 Walnut Street
340 Huntsman Hall

Philadelphia, PA

United States

Follow this link to Eventbrite to register for this workshop

9:00-9:30AM Coffee
9:30-11:30AM Session I
Jonathan Wright: "Weather Adjusting Economic Data"
Serena Ng: "Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data"
11:30-12:30PM Lunch
12:30-2:30PM Session II  
Victor Chernozhukov: "Uniform Post-Selection Inference for LAD and Other Z-Estimation Problems" [1] [2] [3]
Jianqing Fan: "Distributed Estimation and Inference with Statistical Guarantees"
2:30-3:00PM Coffee
3:00-5:00PM Session III
Ryan Tibshirani: "Trend Filtering: some Recent Advances and Challenges" [1] [2] [3]
Denis Nekipelov: "Inference in Markets with Algorithmic Learning Agents" [1] [2]



The Warren Center for Network & Data Sciences