Adaptive Shrinkage Estimation of Dynamic Factor Models with Structural Instabilities

Monday, March 18, 2013 - 12:00pm - Monday, March 18, 2013 - 1:00pm

Econometrics Seminar

University of Pennsylvania

3718 Locust Walk
410 McNeil

Philadelphia, PA
19104

United States

(Joint with Zhipeng Liao and Frank Schorfheide)