The Institute for Advanced Studies (IHS) and the Vienna Graduate School of Finance are holding the first Vienna Workshop on High Dimensional Times Series in Macroeconomics and Finance on May 2 - 4, 2013 in Vienna, Austria. A special focus will be on factor models and Bayesian methods for forecasting and analysis. The goal of this conference is to exchange ideas and to discuss recent results in the analysis of high dimensional time series. Authors working in applications or econometric theory in this area are invited to submit an abstract.
- Sylvia Frühwirth-Schnatter (Vienna University of Economics and Business)
- Uwe Hassler (Goethe University Frankfurt)
- Ingmar Prucha (University of Maryland)
- Martin Wagner (University of Graz)
- Michael Wolf (University of Zurich)