Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure
Chu-Ann Liu (Academia Sinica, Taiwan)
- Seminars Econometric Institute
Chu-Ann Liu (Academia Sinica, Taiwan)
Tim Jenkinson (provisory)
Jan De Loecker (Princeton University, United States, and KU Leuven, Belgium)
David Zvilichovsky (Tel Aviv University, Israel)
Francesco Squintani (University of Warwick, United Kingdom)
Marjon van der Pol (University of Aberdeen, United Kingdom)
Matthieu de Lapparent (Ecole Polytechnique Fédérale de Lausanne, Switzerland)
Matthijs Oosterveen (Erasmus University Rotterdam)
Esad Smajbegovic (Erasmus University Rotterdam)
Florian Heider (ECB, Germany)
Jan van Ours (Erasmus University Rotterdam)
Harro van Heuvelen (Erasmus University Rotterdam)
Silvia Garcia Mandico (Erasmus University Rotterdam)
Ying Gann (Erasmus University Rotterdam)
Zacharias Sautner (Frankfurt School of Finance and Management, Germany)
Swati Dhingra (London School of Economics, United Kingdom)
Dirk Sliwka (University of Cologne, Germany)
Benoit Crutzen (Erasmus University Rotterdam)
Sebastian Gryglewicz (Erasmus University Rotterdam)
Sophie Moinas (Toulouse School of Economics, France)