Maximum Likelihood Estimation of Time-Verying Loadings in High-Dimensional Factor Models
Eric Hillebrand (Aarhus University, Denmark)
- Econometrics Seminars and Workshop Series
Eric Hillebrand (Aarhus University, Denmark)
Marie Claire Villeval (GATE, University of Lyon 2, France)
Robert Shimer (University of Chicago, United States)
Marco Pagano (University of Napels, Italy)
Sándor Sóvágó (Vrije Universiteit Amsterdam)
Simon Jäger (Harvard University, United States and Institute for the Study of Labor, Germany)
Richard Spady (Oxford University, United Kingdom & John Hopkins University, United States)
Christian Bayer (University of Bonn, Germany)
Annelieke Baller (VU University Amsterdam)
Taisuke Imai (California Institute of Technology, United States)
Stephanie Chan (University of Amsterdam) and Wenqian Huang (VU University Amsterdam)
Martin Nybom (Stockholm Univeristy, Sweden)
Ben Greiner (Vienna University, Austria)
Irma Clots Figueras (Charles III University of Madrid, Spain)
Yossi Spiegel (Coller School of Management, Tel Aviv University, Israel)
Kay Axhausen (ETH Zurich, Switzerland)
Kenneth Ayotte (The University of California, Berkeley, United States)
Sonja Vogt (University of Zurich, Switzerland)
Jorge Pacheco (University of Minho, Portugal)
Matthias Heinz (University of Cologne, Germany)