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)
Matthieu de Lapparent (Ecole Polytechnique Fédérale de Lausanne, Switzerland)
Bruno Jacobs (Erasmus University Rotterdam)
Oscar Jorda
Marieke Musegaas (Tilburg University, The Netherlands)
Diego Ronchetti (University of Groningen, the Netherlands)
Max Welling (University of Amsterdam)
Isaiah Andrews (Harvard University, United States)
Peter Rousseeuw (KU Leuven, Belgium)
Emanuel Moench (Deutsche Bundesbank, Germany)
Alexei Onatskiy (University of Cambridge, United Kingdom)
Roland Fried (Technical University Dortmund, Germany)
Mikhail Zhelonkin (University of Lausanne)
Yves Dominicy (Universite Libre de Bruxelles, Belgium)
Laurent Callot (VU University Amsterdam)
Roel Oomen (University of Cambridge, United Kingdom)
Nevin Mutlu (Virginia Polytechnic State University, United States)
Ryo Okui (Kyoto University, Japan)
Joakim Westerlund (Lund University, Sweden)
Maksim Isakin (University of Calgary, Canada)