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KAEA-VSS: Empirical Macro-Finance seminar (Oct 8, 2020)

October 8, 2020 @ 8:00 pm - 9:30 pm EDT

Title: On LASSO for Predictive Regression

Presenter: Jihyung Lee (University of Illinois Urbana Champaign)

Discussants: Dukpa Kim (Korea University), Myunghwan Seo (Seoul National University)

Below is the link of his paper:

https://arxiv.org/pdf/1810.03140.pdf

Details

Date:
October 8, 2020
Time:
8:00 pm - 9:30 pm EDT

Organizer

Yoosoon Chang
Email:
yoosoon@indiana.edu

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