Determination of Vector Error Correction Models in High Dimensions
Melanie Schienle (Karlsruhe Institute of Technology, Germany)
- Seminars Econometric Institute
Melanie Schienle (Karlsruhe Institute of Technology, Germany)
Shuai Chen (Tilburg University)
Robert Dur , Robert Dur (Erasmus University Rotterdam)
Albrecht Glitz (Pompeu Fabra University, Spain)
Max Coveney , Max Coveney (Erasmus University Rotterdam)
Sascha Becker (University of Warwick, United Kingdom)
Timothy Armstrong (Yale University, United States)
Hannes Leeb (University of Vienna, Austria)
Florian Zimmerman (BRIQ/University of Bonn, Germany)
Jurjen Kamphorst , Jurjen Kamphorst (Erasmus University Rotterdam)
Junze Sun , Junze Sun (University of Amsterdam)
Dina Pomeranz (University of Zurich, Switzerland)
Kurt Mitman (Stokholm University, Sweden)
Leandro Magnusson (The University of Western Australia)
Jim Griffin (University of Kent, United Kingdom)
Alex Popov (ECB, Germany)
Emeric Henry (Sciences Po, France)
Francesco Zanetti (University of Oxford, United Kingdom)
David Drukker (STATA Corp, United States)
Emeric Henry (Sciences Po, France)