H(A)C Estimation Using the Graphical LASSO
Mario Rothfelder
- Econometrics Seminars and Workshop Series
Mario Rothfelder
Boris van Leeuwen (Tilburg University)
Peter Koudijs
Gloria Moroni
Xiaomeng Zhang (external PhD Erasmus University Rotterdam)
Karamfil Todorov (Bank for International Settlements, Switzerland)
Daniel Kuehnle (University of Duisburg-Essen, Germany)
Johanna Zenzes (University of Cologne, Germany)
Pedro CL Souza (Queen Mary University of London, United Kingdom)
Paul Bose
Ozan Candogan (University of Chicago, United States)
Juanna Schrøter Joensen (University of Chicago, United States)
Carlos Carrillo-Tudela (Univeristy of Essex, United Kingdom)
Ozan Candogan (University of Chicago, United States)
Alexia Delfino (Bocconi University, Italy)
Jonas Loebbing (Ludwig Maximilian University, Germany)
Donald Davis (Columbia University, United States)
Olivier Marie
Vicente Cuñat (London School of Economics, United Kingdom)
Arthur Seibold (University of Mannheim, Germany)