Regime Switching Model with Autoregressive Endogenous Latent Factor
Yoosoon Chang (Indiana University, United States)
- Econometrics Seminars and Workshop Series
Yoosoon Chang (Indiana University, United States)
Barbara Rossi (Pompeu Fabra University, Spain)
Bertille Antoine (Simon Fraser University, Canada)
Peter Christoffersen (University of Toronto, Canada)
Offer Lieberman (Bar-Ilan University, Israel)
Toru Kitagawa (University College London, United Kingdom)
Stefan Mittnik (Ludwig Maximilian University of Munich, Germany)
Adam M. Rosen (University College London, United Kingdom)
Christian Francq (CREST and University Lille 3 (EQUIPPE), France)
Peter Reinhard Hansen (European University Institute, Italy)
Christian Bontemps (University of Toulouse and Ecole Nationale de l’Aviation Civile, France)
Carles Bretó Martínez (University Carlos III Madrid, Spain)
Sophocles Mavroeidis (University of Oxford, United Kingdom)
Grant Hillier (University of Southampton, United Kingdom)
Frank Kleibergen (Brown University, United States)
Pawel Polak (University of Zurich, Switzerland)
Adam McCloskey (Brown University, United States)
Otilia Boldea (Tilburg University)
Frank Di Traglia (University of Pennsylvania, United States)
Alain Hecq (Maastricht University)