Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
Xu Cheng (University of Pennsylvania, United States)
- Econometrics Seminars and Workshop Series
Xu Cheng (University of Pennsylvania, United States)
Jean-Paul L'Huillier (Einaudi Institute for Economics and Finance, Italy)
Bruno Jacobs (Business Economics, Erasmus University Rotterdam)
Xu Cheng (University of Pennsylvania, United States)
Roberto Camagni (Politecnico di Milano, Italy), Tomaz Dentinho (University of Azores, Portugal), Elizabeth Mack (Arizona State University, United States), Roger Stough (George Mason University, United States), , Hans Westlund (KTH, Sweden), and many more
Mark Schankerman (London School of Economics, United Kingdom) and Jo Seldeslachts (University of Amsterdam)
Shmuel Baruch (University of Utah, United States)
Marlene Haas (Vienna Graduate School of Finance, Austria)
Sarah Draus (Erasmus University Rotterdam)
Lennart Ziegler (University of Amsterdam and VU University Amsterdam) and Jindi Zheng (University of Amsterdam)
Stefano Gagliarducci (University of Rome Tor Vergata, Italy)
Peter Neary (Oxford University, United Kingdom)
Victor Hoornweg (Erasmus University Rotterdam)
Dante Amengual (Universidad Internacional Menéndez Pelayo, Spain)
Ruediger Fahlenbrach (Swiss Finance Institute, Switzerland)
Elvira Sojli (Erasmus University Rotterdam)
Ruediger Fahlenbrach (École Polytechnique Fédérale de Lausanne, Switzerland)
Selma Boussetta-Mestiri (Toulouse School of Economics, France)
Christiaan van der Kwaak (University of Amsterdam)
Francesco Fasani (Queen Mary University of London, United Kingdom)