We consider the estimation and inference in a system of high-dimensional regression equations allowing for temporal and cross-sectional dependency in covariates and error processes, covering rather ge…
Mathematical Statistics Semina…
Bruno Gabriel Witzel de Souza, University of Göttingen
The BERA program is supported by the seven BERA institutions: DIW Berlin, WZB, Humboldt-Universität zu Berlin, Freie Universität Berlin, Technische Universität Berlin, ESMT and Hertie School of Governance.
Further support to the group is provided by Berlin Centre for Consumer Policies (BCCP), DIW Graduate Center, Berlin Doctoral Program in Economics and Management Science, Transregional Collaborative Research Center SFB-TR 190: Competition and Rationality and Berlin Macroeconomics Network. Financial support for BERA is provided by the Leibniz Association through funds from the Leibniz Competition.
Deutsches Institut für Wirschaftsforschung (DIW Berlin) and Wissenschaftszentrum
Berlin für Sozialfoschung (WZB) are Members of the Leibniz Association