Inference on Risk Premia in the Presence of Omitted Factors
Dacheng Xiu (University of Chicago, United States)
- Econometrics Seminars and Workshop Series
Dacheng Xiu (University of Chicago, United States)
Daicheng Xiu (University of Chicago, United States)
Anne Opschoor , Anne Opschoor (VU Amsterdam)
Johanna F. Ziegel (University of Bern, Switzerland)
Mingli Chen (Warwick University, United Kingdom)
Andros Kourtellos (Cyprus University, Cyprus)
Emilio Porcu (Newcastle University, United Kingdom & University Federico Santa Maria, Spain)
Arthur Lewbel (Boston College, United States)
Arthur Lewbel (Boston College, United States)
Ana Galvao (University of Warwick, United Kingdom)
Ana Galvao (Warwick University, United Kingdom)
James Duffy (Oxford University, United Kingdom)
Julia Schaumburg , Julia Schaumburg (VU Amsterdam)
Xavier d'Hautfoeuille (CREST-ENSAE, France)
Paul Schneider (University of Lugano & Swiss Finance Institute, Switzerland)
Marc Hallin (Université libre de Bruxelles, Belgium)
Michael Smith (The University of Melbourne, Australia)
Simone Manganelli (ECB, Germany)
Arun Chandrasekhar (Stanford University, United States)
Francesca Molinari (Cornell University, United States)