Center Events

High Dimensional Methods in Econometrics and Statistics Workshop

October 30, 2015 | Jon M. Huntsman Hall, Room 340

Friday, October 30th, 2014

Jon M. Huntsman Hall, Room 340

Organized by Francis DiTraglia and Po-Ling Loh

9:00-9:30 am: Coffee

9:30-11:30 am: Session I

Jonathan Wright: “Weather Adjusting Economic Data

Serena Ng: “Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data”

11:30-12:30 pm: Lunch

12:30-2:30 pm: 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

2:30-3:00 pm: Coffee

3:00-5:00 pm: 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]

For more details about this event please visit: http://economics.sas.upenn.edu/events/warren-center-workshop-high-dimensional-methods-econometrics-and-statistics