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)
Keynote: Stefano Lovo (HEC Paris, France)
Isaiah Andrews (MIT, United States)
Keynote by Isaiah Andrews (Massachusetts Institute of Technology, United States). Bertille Antoine (Simon Fraser University, Canada), Ismael Yacoub Mourifie (Washington University in St Louis, United States), David Preinerstorfer (Vienna University of Economics and Business, Austria), Liyang Sun (UCL, United Kingdom), and Frank Windmeijer (University of Oxford, United Kingdom).
Marcin Kacperczyk (Imperial College London, United Kingdom)
Jens Jackwerth (University of Konstanz, Germany)