High-dimensional test for heteroskedastic regression models in the presence of nuisance parameters
Yi He
- Econometrics Seminars and Workshop Series
Yi He
Nestor Parolya (TU Delft)
Eva Janssens (University of Amsterdam)
Evgenii Vladimirov (UvA)
Andrea Nagy (Erasmus University Rotterdam)
Ekaterina Ugulava , Ekaterina Ugulava
Lina Zhang
Yacine Ait-Sahalia (Princeton University, United States)
Irene Botosaru (University of Bristol, United Kingdom) and Chris Muris (University of Bristol, United Kingdom)
Jean-Paul Renne (University of Lausanne, Switzerland)
Cristina Gualdani (Université Capitole Toulouse 1, France)
Roxana Halbleib (University of Konstanz)
Sebastiano Manzan (Baruch College, United States)
Christoph Rothe (University of Mannheim)
Florian Gunsilius (Massachusetts Institute of Technology, United States)
Patrik Guggenberger (Pennsylvania State University, United States)
Christian Francq (University of Lille, CREST)
Laura Liu (Indiana University Bloomington, United States)
Christopher Skeels (University of Melbourne)
Catherine Doz (Paris School of Economics)