Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure
Chu-Ann Liu (Academia Sinica, Taiwan)
- Seminars Econometric Institute
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)
Roland Fried (Technical University Dortmund, Germany)
Mikhail Zhelonkin (University of Lausanne)
Sami Stouli (University of Bristol, United Kingdom)