2015-05-21–2015-05-22 - Vienna, Institute for Advanced Studies (AUSTRIA) - Institute for Advanced Studies IHS, Vienna
The Institute for Advanced Studies is holding the Second Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance on May 21 - 22, 2015. Cross-fertilization from approaches in other areas of application is intended. A special focus will be on factor models and Bayesian...