11:00 am
Jihyun Kim (TSE) “Heavy Factor Models : Identification and Estimation via PCA”
The Financial Econometrics Seminar: Time: 11:00 pm Date: 27th of January 2022 Zoom Jihyun Kim (TSE) "Heavy Factor Models : Identification and Estimation via PCA" Abstract : This paper considers a factor model with heavy factors that have potentially unbounded variance. For the factor model, we revisit the validity of the PCA based identification and […]
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CANCELLED – Lucas DROUHOT (Utrech University) – “Intergenerational Social Mobility Among the Children of Immigrants in Western Europe: Between Assimilation and Disadvantage ”
Sociology Seminar: Thursdays Time: 12:00 pm - 1:15 pm - Date: 27th of January 2022 Place: Visio Lucas DROUHOT (Utrech University) - “ Intergenerational Social Mobility Among the Children of Immigrants in Western Europe: Between Assimilation and Disadvantage ” Abstract : Are Western European countries successfully incorporating their immigrant populations? Past research efforts are abundant, […]
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