Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities

• Series
  Econometrics Seminars and Workshop Series
• Speaker(s)
  Xu Cheng (University of Pennsylvania, United States)
• Field
  Econometrics

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

  May 08, 2015
  00:00