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)
Rasmus Lönn (Erasmus University Rotterdam)
Johanna Ziegel (ETH Zurich, Switzerland)
Kirill Ponomarev (The University of Chicago, United States) and Silvia Sarpietro (University of Bologna)
Giovanni Mellace (University of Southern Denmark)
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Giovanni Mellace (University of Southern Denmark)
Chris Muris (McMaster University, Canada)
Federico Bandi (Johns Hopkins University, United States)