Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
Xu Cheng (University of Pennsylvania, United States)
- Seminars Econometric Institute
Xu Cheng (University of Pennsylvania, United States)
Dante Amengual (Universidad Internacional Menéndez Pelayo, Spain)
Paulo Rodrigues (Bank of Portugal, Portugal)
Roman Liesenfeld (Universität Köln, Germany)
Bent Nielsen (University of Oxford, United Kingdom)
Jesus Gonzalo Muñoz (Universidad Carlos III de Madrid, Spain)
Julie Josse (Agrocampus Ouest, Rennes, France)
Marcin Jaskowski (Erasmus University Rotterdam, the Netherlands)
Christine Baumans (Bank of Canada, Canada)
Stefan Straetmans (Maastricht University, the Netherlands)
Bjorn Hagstromer (Stockholm University, Sweden)
Anthony Garratt (The University of Warwick, United Kingdom)
Michael Massmann (VU University Amsterdam, the Netherlands)
Andrea Carriero (Queen Mary University, London, United Kingdom)
Christian Brownlees (Pompeu Fabra, Spain)
Tse-Chun Lin (Hong Kong University, PR of China)
Professors Didier Dubois; Trevor Martin; João M.C. Sousa; Peter Wakker; and Herman K. van Dijk
Valerie Chavez Demoulin (HEC Lausanne, Switzerland)
Aleksander Welfe (University of Lødz and Warsaw School of Economics, Poland)
Geert Dhaene (KU Leuven, Belgium)