Econometrics (Feb 2024)

Introduction to the Special Issue “High-Dimensional Time Series in Macroeconomics and Finance”

  • Benedikt M. Pötscher,
  • Leopold Sögner,
  • Martin Wagner

DOI
https://doi.org/10.3390/econometrics12010006
Journal volume & issue
Vol. 12, no. 1
p. 6

Abstract

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This Special Issue was organized in relation to the fifth Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, which took place at the Institute for Advanced Studies in Vienna on 9 June and 10 June 2022 [...]

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