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)
Dumitrescu Elena Ivona (Université Paris Nanterre, France)
James Hamilton (University of California at San Diego, United States)
James Hamilton (University of California San Diego, United States)
Amos Golan (American University, United States)
Yuya Sasaki (Vanderbilt University, United States)
Andreas Dzemski (Gothenburg University, Denmark)
Alessandra Luati (University of Bologna)
Remy Spliet (Erasmus University Rotterdam)
Chris Muris (Bristol University, United Kingdom)
Paolo Zaffaroni (Imperial College London)
Helmut Lütkepohl (Deutsches Institut für Wirtschaftsforschung)
Gregor Kastner (Vienna University of Economics and Business, Austria)
Martin Weidner (University College London)
Gurdip Bakshi (Temple University, United States)
Thorston Hothorn (University of Zurich)
Tom Boot (University of Groningen)
Alex Horenstein (University of Miami, United States)
Robin Lumsdaine (Erasmus University Rotterdam)
Philipp Ketz (Paris School of Economics)