Maximum Likelihood Estimation of Time-Verying Loadings in High-Dimensional Factor Models

• Series
  Econometrics Seminars and Workshop Series
• Speaker(s)
  Eric Hillebrand (Aarhus University, Denmark)
• Field
  Econometrics

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

  November 04, 2016
  00:00