Regime Switching Model with Autoregressive Endogenous Latent Factor
Yoosoon Chang (Indiana University, United States)
- Econometrics Seminars and Workshop Series
Yoosoon Chang (Indiana University, United States)
Barbara Rossi (Pompeu Fabra University, Spain)
Bertille Antoine (Simon Fraser University, Canada)
Peter Christoffersen (University of Toronto, Canada)
Aleksander Welfe (University of Lødz and Warsaw School of Economics, Poland)
Geert Dhaene (KU Leuven, Belgium)
John Geweke (Erasmus University Rotterdam)
Jun Ye Li (University of Essex, United Kingdom)
Offer Lieberman (Bar-Ilan University, Israel)
Benoit Dries (Ghent University, Belgium)
Toru Kitagawa (University College London, United Kingdom)
Pasqualle Della Corte (Imperial College London, United Kingdom)
Stefan Mittnik (Ludwig Maximilian University of Munich, Germany)
Alessio Sancetta (Royal Holloway University of London, United Kingdom)
Adam M. Rosen (University College London, United Kingdom)
Frank Kleibergen (Brown University, United States of America)
Christian Francq (CREST and University Lille 3 (EQUIPPE), France)
Jeroen Rombouts (HEC Montréal, Canada)
Peter Reinhard Hansen (European University Institute, Italy)
Nobuhiko Terui (Tohoku University, Japan)