Maximum Likelihood Estimation of Time-Verying Loadings in High-Dimensional Factor Models
Eric Hillebrand (Aarhus University, Denmark)
- Econometrics Seminars and Workshop Series
Eric Hillebrand (Aarhus University, Denmark)
Francesco Ravazzolo (Free University of Bozen/Bolzano)
Richard Spady (Oxford University, United Kingdom & John Hopkins University, United States)
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)
Aureo de Paula (University College London, United Kingdom and Sao Paulo School of Economics, Brazil)
Diego Ronchetti (University of Groningen, the Netherlands)
Max Welling (University of Amsterdam)
Isaiah Andrews (Harvard University, United States)
Isaiah Andrews (Harvard University, United States)
Hiroaki Kaido (Boston University)
Peter Rousseeuw (KU Leuven, Belgium)
Diego Ronchetti (University of Groningen)
Julia Schaumburg (VU University Amsterdam)
Emanuel Moench (Deutsche Bundesbank, Germany)
Alexey Onatskiy (University of Cambridge, United Kingdom)
Alexei Onatskiy (University of Cambridge, United Kingdom)