Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness

Marcel-Dagenais Econometrics Seminar
joint with the Département de sciences économiques, Université de Montréal
room C-6149 (U. de Montréal, Pavillon Lionel-Groulx, 3150, rue Jean-Brillant)
Organizer : Max Antoine Lesellier (U. de Montréal)