Big Data in Predictive Dynamic Econometric Modeling

Thursday-Friday May 18-19, 2017, University of Pennsylvania
By invitation only

Organized by Francis X. Diebold, Eric Ghysels, Per A. Mykland, and Lan Zhang
Administrative assistant: Violette Swinton, +1 (215) 898-1509

Sponsored by:
Warren Center for Network and Data Sciences, University of Pennsylvania
Stevanovich Center for Financial Mathematics, University of Chicago
Penn Institute for Economic Research (PIER), University of Pennsylvania

Themes here. Logistics here. Administration here.
Program here. Papers and slides [here]. Participants [here].