Another look into the factor model black box: factors interpretation and structural (in)stability
Catherine Doz (Paris School of Economics)
- Econometrics Seminars and Workshop Series
Catherine Doz (Paris School of Economics)
Peter Bamberger (Tel Aviv University, Israel)
Miguel Ferreira (Nova School of Business and Economics, Portugal)
Marc Arnold (University of St. Gallen, Switzerland)
Dond Lou (London School of Economics, United Kingdom)
Katya Neretina (University of Tilburg)
Jason Sturgess (Queen Mary University of London. United Kingdom)
James Hamilton (University of California at San Diego, United States)
Dan Bernhardt (University of Illinois, United States)
Ed Van Wesep (University of Colorado, United States)
Susanne Braun (Durham University, United Kingdom)
Nickolay Gantchev (Southern Methodist University, United States)
Michael Weber (The University of Chicago, United States)