Warren Center Workshop: High Dimensional Methods in Econometrics and Statistics


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