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)
Peter Grünwald (Leiden University)
Asaf Bernstein (University of Colorado, United States)
Ming Yuan (Columbia University, United States)
Constantine Yannelis (University of Cambridge, United Kingdom)
Pasquale Della Corte (Imperial College London, United Kingdom)
Matteo Benetton (University of California at Berkeley, United States)
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
Yannick Dillschneider
Carola Frydman (Northwestern University, United States)
Florian Weigert (University of Neuchâtel, Switzerland)
Phillip Heiler (Aarhus University, Denmark)
Paul Voss (HEC Paris, France)
Finn Höner
Lin Shen (INSEAD, France)
Marcin Kacperczyk (Imperial College London, United Kingdom)
Jens Jackwerth (University of Konstanz, Germany)
Liang Peng (Georgia State University, United States)
Marvin N. Wright (Leibniz Institute for Prevention Research and Epidemiology and University of Bremen, Germany)
Ben Matthies (University of Notre Dam, United States)