Optimal Maximin GMM Tests for Sphericity in Latent Factor Analysis of Short Panels
Patrick Gagliardini (University of Lugano, Switzerland)
- Erasmus Econometric Institute Series
Patrick Gagliardini (University of Lugano, Switzerland)
Keynote speakers: Maryam Farboodi (MIT, United States), Patrick Gagliardini (USI, Switzerland), and Andrea Vedolin (Boston University, United States)
Johanna Ziegel (ETH Zurich, Switzerland)
Giovanni Mellace (University of Southern Denmark)
PhD students
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Federico Bandi (Johns Hopkins University, United States)