This seminar will be presented by Xu Chen (UPenn) – please download the programme above for the seminar paper.
Shrinkage estimation of high-dimensional factor models with structural instabilities
Speaker
Xu Cheng
Date & Time
12 May 2015
Type
Seminar
Venue
The Institute for Fiscal Studies
7 Ridgmount Street,
Fitzrovia,
London,
WC1E 7AE
Fitzrovia,
London,
WC1E 7AE