H(A)C Estimation Using the Graphical LASSO
Mario Rothfelder
- Econometrics Seminars and Workshop Series
Mario Rothfelder
Boris van Leeuwen (Tilburg University)
Peter Koudijs
Karamfil Todorov (Bank for International Settlements, Switzerland)
Daniel Kuehnle (University of Duisburg-Essen, Germany)
Juanna Schrøter Joensen (University of Chicago, United States)
Ozan Candogan (University of Chicago, United States)
Jonas Loebbing (Ludwig Maximilian University, Germany)
Donald Davis (Columbia University, United States)
Arthur Seibold (University of Mannheim, Germany)
Mathias Siems (European University Institute, Italy)
Dick van Dijk
Florian Hett (Johannes Gutenberg University Mainz, Germany)
Mogens Fosgerau (University of Copenhagen, Denmark)
Edwin Leuven (University of Oslo, Norway)
Floris Holstege (University of Amsterdam)
Farzad Saidi (University of Bonn, Germany)
Steffen Altmann (University of Copenhagen, Denmark and IZA, Germany)
Sukjin Han (University of Bristol, United Kingdom)
Melis Kartal (Vienna University of Economics and Business, Austria)