Quasi Maximum Likelihood Estimation of Large, Approximate Dynamic Factor Models, with an Application to US output GAP
Matteo Barigozzi (London School of Economics, United Kingdom)
- Seminars Econometric Institute
Matteo Barigozzi (London School of Economics, United Kingdom)
Gary Koop (University of Strathclyde, United Kingdom)
Laura Liu (Indiana University Bloomington, United States)
Stefan van Aelst (KU Leuven, Belgium)
Dennis Kristensen (University College London, United Kingdom)
Ioulia Ossokina (Eindhoven University of Technology)
PhD Students
Dumitrescu Elena Ivona (Université Paris Nanterre, France)
James Hamilton (University of California San Diego, United States)
Amos Golan (American University, United States)
Andreas Dzemski (Gothenburg University, Denmark)
Remy Spliet (Erasmus University Rotterdam)
Chris Muris (Bristol University, United Kingdom)
Helmut Lütkepohl (Deutsches Institut für Wirtschaftsforschung)
Gregor Kastner (Vienna University of Economics and Business, Austria)
Gurdip Bakshi (Temple University, United States)
Thorston Hothorn (University of Zurich)
Alex Horenstein (University of Miami, United States)
Robin Lumsdaine (Erasmus University Rotterdam)
Paul Embrechts (ETH Zürich, Switzerland)