Another look into the factor model black box: factors interpretation and structural (in)stability
Catherine Doz (Paris School of Economics)
- Econometrics Seminars and Workshop Series
Catherine Doz (Paris School of Economics)
James Hamilton (University of California at San Diego, United States)
Yuya Sasaki (Vanderbilt University, United States)
Alessandra Luati (University of Bologna)
Paolo Zaffaroni (Imperial College London)
Luis Candelaria (University of Warwick), Chris Muris (University of Bristol), Andreas Dzemski (University of Gothenburg), Koen Jochmans (University of Cambridge), Lorenzo Trapani (Nottingham University), Frank Windmeijer (University of Bristol) et al.
Martin Weidner (University College London)
Tom Boot (University of Groningen)
Philipp Ketz (Paris School of Economics)
Geert Mesters (Universitat Pompeu Fabra, Spain)
Andreas Tryphonides (Humboldt University of Berlin, Germany)
Joachim Freyberger (University of Wisconsin-Madison, United States)
Federico Martellosio (University of Surrey, United Kingdom)
Timothy Armstrong (Yale University, United States)
Leandro Magnusson (The University of Western Australia)
Matteo Barigozzi (London School of Economics, United Kingdom)
Christophe Croux (EDHEC, France)
Tong Li (Vanderbilt University, United States)
Keynote speaker: Peter C.B. Phillips, Yale University, United States
Stefan Wager (Stanford University, United States)