Regularized Partial Least Squares Estimation of an Approximate Envelope Model for Supervised Dimension Reduction in Time Series Forecasting

Montréal Econometrics Seminar
joint with the departments of economics of the universities of Montréal, Québec à Montréal, Concordia and McGill and with CIRANO
Leacock 429 (McGill University, 855 Sherbrooke Street West)
Organizers : Max Antoine Lesellier (U. de Montréal) and Saraswata Chaudhuri (McGill U.)