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On June 13-14, 2022, the second Workshop on Dimensionality Reduction and Inference in High-Dimensional Time Series will be organized in Maastricht.

This two-day workshop aims to provide a platform for exchanging and discussing the latest developments in econometrics and statistics on topics related to dimensionality reduction and inference in high-dimensional time series, including (but not limited to) issues related to post-selection inference, statistical learning, penalized regression methods, factor models and common features.

Invited talks will be given by Matteo Barigozzi (University of Bologna), Sumanta Basu (Cornell University), Anders Bredahl Kock (University of Oxford), Siem Jan Koopman (VU Amsterdam), Marcelo Medeiros (Pontifical Catholic University of Rio de Janeiro), Weining Wang (University of York) and Takashi Yamagata (University of York).

The provisional programme is available here.


Scientific Committee:
Christophe Croux (EDHEC Business School)
Gianluca Cubadda (University of Rome Tor Vergata)
Alain Hecq (Maastricht University)
David Matteson (Cornell University)
Peter Pedroni (Willams College)
Jakob Raymaekers (Maastricht University)
Stephan Smeekes (Maastricht University)
Lorenzo Trapani (University of Nottingham)
Joakim Westerlund (Lund University)
Ines Wilms (Maastricht University)

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Important Date
  • Conference Date

    Jun 13



    Jun 14


Sponsored By
Maastricht University
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