Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
Paul Schneider (Università della Svizzera italiana, Switzerland)
- Erasmus Econometric Institute Series
Paul Schneider (Università della Svizzera italiana, Switzerland)
Max Welz (University of Zurich, Switzerland)
Daan Opschoor
Catherine Doz (Paris School of Economics, France)
Jens Klooster
Stefan Waldherr (Vrije Universiteit Amsterdam)
Bent Nielsen (University of Oxford), Ines Wilms (Maastricht University), Frank Kleibergen (University of Amsterdam), and Andreas Alfons (Erasmus University Rotterdam)
Sanne Wøhlk (Aarhus University, Denmark)