Model Selection and Inference

RES 2016 Annual Conference Brighton

Special Session

Model Selection and Inference

Chair: Andrew Chesher (UCL)

Christian Hansen (University of Chicago) : Model Selection and Post-Model Selection Inference in Economic Applications

Slides Pages: 1 – 28

Timing: 3mins 05sec – 46min 00sec

Bruce Hansen (University of Wisconsin) : Shrinkage Estimation in Vector Autoregressions

Slides Pages: 29 – 66

Timing: 46min 30sec – 1hour 29min 21sec

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