Maximum Likelihood Estimation of Time-Verying Loadings in High-Dimensional Factor Models
Eric Hillebrand (Aarhus University, Denmark)
- Econometrics Seminars and Workshop Series
Eric Hillebrand (Aarhus University, Denmark)
Francesco Ravazzolo (Free University of Bozen/Bolzano)
Marie Claire Villeval (GATE, University of Lyon 2, France)
Robert Shimer (University of Chicago, United States)
Akos Valentinyi (The University of Manchester, United Kingdom)
Vadym Volosovych (Erasmus University Rotterdam)
Marco Pagano (University of Napels, Italy)
Tim Jenkinson (University of Oxford, United Kingdom)
Sándor Sóvágó (Vrije Universiteit Amsterdam)
Simon Jäger (Harvard University, United States and Institute for the Study of Labor, Germany)
Gert Peersman (Ghent University, Belgium)
Richard Spady (Oxford University, United Kingdom & John Hopkins University, United States)
Christian Bayer (University of Bonn, Germany)
Suzanne Bijkerk (Erasmus University Rotterdam)
Chu-Ann Liu (Academia Sinica, Taiwan)
Annelieke Baller (VU University Amsterdam)
Taisuke Imai (California Institute of Technology, United States)
Tim Jenkinson (provisory)
Stephanie Chan (University of Amsterdam) and Wenqian Huang (VU University Amsterdam)
Martin Nybom (Stockholm Univeristy, Sweden)