Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
Paul Schneider (Università della Svizzera italiana, Switzerland)
- Erasmus Econometric Institute Series
Paul Schneider (Università della Svizzera italiana, Switzerland)
Mirco Rubin (EDHEC Business School, France)
Simone Padoan (Bocconi University, Italy)
Fabian Mies (TU Delft)
Johannes Schmidt-Hieber (University of Twente)
André B.M. Souza (ESADE Business School, Spain)
Bonsoo Koo (Monash University, Australia)
Jonas Arias (Federal Reserve Bank of Philadelphia, United States)
Marvin N. Wright (Leibniz Institute for Prevention Research and Epidemiology – BIPS & University of Bremen, Germany)
Liang Peng (Georgia State University, United States)
Jens Jackwerth (University of Konstanz, Germany)