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3:30 pm

Statistics Seminar: Wen Zhou, Colorado State University

October 7 @ 3:30 pm - 4:30 pm

Estimation and Inference of a Heteroskedasticity Model with Latent Semiparametric Factors for Panel Data Analysis   We consider estimation and inference of a flexible subject-specific heteroskedasticity model for analyzing large scale panel data, which employs latent semiparametric factor structure to … Continued

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