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)
Dumitrescu Elena Ivona (Université Paris Nanterre, France)
James Hamilton (University of California at San Diego, United States)
James Hamilton (University of California San Diego, United States)
Amos Golan (American University, United States)
Andreas Dzemski (Gothenburg University, Denmark)
Remy Spliet (Erasmus University Rotterdam)
Matthijs van Zon, Erasmus University Rotterdam)
Chris Muris (Bristol University, United Kingdom)