Limit Theory for the Long Run Variance of Finite Markov Chains
Peter Hansen (European University Institute, Italy)
- Econometrics Seminars and Workshop Series
Peter Hansen (European University Institute, Italy)
Fabio Trojani (University of Lugano, Switzerland)
Zachary Grossman (University of California, Santa Barbara, United States)
Zhenzhen Fan (University of Amsterdam)
Fabrizio Lillo (University of Pisa, Italy)
Xiaoyun Yu (Indiana University, United States)
Jan Stuhler (Universidad Carlos III de Madrid, Spain)
Balazs Szentes (LSE, United Kingdom)
Harry Garretsen (University of Groningen)
Dion Bongaerts (Erasmus University Rotterdam, the Netherlands)
Michael McMahon (University of Warwick, United Kingdom)
Roman Liesenfeld (Universität Köln, Germany)
Hans-Theo Normann (Heinrich Heine University Düsseldorf, Germany) and Jeroen Hinloopen (University of Amsterdam)
Dilyara Salakhova (Banque du France, France)
Bent Nielsen (University of Oxford, United Kingdom)
Sandra Poncet (University Paris 1, France)
Giovanni Mastrobuoni (University of Essex, United Kingdom)
Ruud de Mooij (International Monetary Fund, United States)
David Huffman (University of Oxford, United Kingdom)
Paula Gobbi (Université catholique de Louvain, Belgium)