AIC for many-regressor heteroskedastic regressions
Stanislav Anatolyev (CERGE-EI, Czech Republic)
- Erasmus Econometric Institute Series
Stanislav Anatolyev (CERGE-EI, Czech Republic)
Nestor Parolya (TU Delft)
Matteo Barigozzi (University of Bologna, Italy)
Bernd Schwaab (European Central Bank, Germany)
Şifa Çelik (Eindhoven University of Technology)
Oliver Linton (University of Cambridge, United Kingdom)
Federico Bandi (Johns Hopkins University, United States)
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Marvin Borsch (University of Cologne), Ertian Chen (University College London), Jing Kong (University of Southern California), Kieran Marray (Vrije Universiteit Amsterdam), Gyungbae Park (Brown University), Bernhard van der Sluis (Erasmus University Rotterdam) et al.
Giovanni Mellace (University of Southern Denmark)
Johanna Ziegel (ETH Zurich, Switzerland)
Keynote speakers: Maryam Farboodi (MIT, United States), Patrick Gagliardini (USI, Switzerland), and Andrea Vedolin (Boston University, United States)
Patrick Gagliardini (University of Lugano, Switzerland)
Peter Grünwald (Leiden University)
Ming Yuan (Columbia University, United States)
Pasquale Della Corte (Imperial College London, United Kingdom)
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
Yannick Dillschneider
Phillip Heiler (Aarhus University, Denmark)
Isaiah Andrews (MIT, United States)