Montreal Econometrics Seminar: John Chao (University of Maryland), "Regularized Partial Least Squares Estimation of an Approximate Envelope Model for Supervised Dimension Reduction in Time Series Forecasting”

Montreal Econometrics Seminar

"Regularized Partial Least Squares Estimation of an Approximate Envelope Model for Supervised Dimension Reduction in Time Series Forecasting”

John Chao (University of Maryland)
Joint with Norman Swanson
Friday, March 20, 2026
3:30-5:00 PM
Leacock 429