Quasi Maximum Likelihood Estimation of Large, Approximate Dynamic Factor Models, with an Application to US output GAP
Matteo Barigozzi (London School of Economics, United Kingdom)
- Seminars Econometric Institute
Matteo Barigozzi (London School of Economics, United Kingdom)
Heather Royer (University of California Santa Barbara, United States)
Guillaume Vuillemey (HEC Paris)
Anne Boring (Erasmus University Rotterdam)
Jose Montalban Castilla (Paris School of Economics)
Amar Soebhag and Marcus Rösch (Erasmus University Rotterdam)
Neil Mehrotra (Brown University, United States
Neil Mehrotra (Brown University, United States)
Pamela Campa (Stokholm School of Economics, Sweden)
Jacopo Perego (Columbia University)
Gary Koop (University of Strathclyde, United Kingdom)
Sweder van Wijnbergen (University of Amsterdam), Stan Olijslagers (University of Amsterdam)
Judit Vall Castello (University of Barcelona, Spain)
Maria Cotofan (Erasmus University Rotterdam)
Clement de Chaisemartin (University of California, Santa Barbara)
Arthur Korteweg (Marshall School of Business, University of South Carolina, United States)
Benny Moldovanu (University of Bonn, Germany)
Laura Liu (Indiana University Bloomington, United States)
Laura Pilossoph (Federal Reserve Bank of New York)
Astrid Hopfensitz (Toulouse School of Economics, France)