Estimation of Random Coefficient Time Varying Covariance Matrices for Large datasets

• Series
  Econometrics Seminars and Workshop Series
• Speaker(s)
  George Kapetanios (Queen Mary University of London, United Kingdom)
• Field
  Econometrics

• Location
  Amsterdam Econometrics Seminars and Workshop Series
  Amsterdam
• Date and time

  November 21, 2014
  00:00