High-dimensional test for heteroskedastic regression models in the presence of nuisance parameters
Yi He
- Econometrics Seminars and Workshop Series
Yi He
Klaus Schmidt (LMU Munich), Elisabeth Gsottbauer (University of Innsbruck) and Sally Sadoff (UCSD)
Aishameriane Schmidt
Matthias Haentjens (Leiden University) and Ross Spence (Leiden University and AFM)
Jori Korpershoek
Cecilia Machado (FGV-EPGE, Brazil)
Francisco Muňoz (Universidad del Rosario, Colombia)
Nina Roussille (London School of Economics, United Kingdom)
Gabriella Massenz (Tilburg University)
Sebastian Doerr (Bank for International Settlements)
Hong Deng
Sonia Bhalotra (University of Warwick, United Kingdom)
Sonia Bhalotra (University of Warwick, United Kingdom)
Nestor Parolya (TU Delft)
Timo Hiller (Pontifical Catholic University of Rio de Janeiro)
Robert Dur
Vahid Moghani
Judit Vall Castello (Universitat de Barcelona)
Camille Landais (LSE)