Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities Xu Cheng∗ Zhipeng Liao

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• Psychometrics
• Regression analysis
• Econometrics
• Factor analysis
• Dynamic factor
• Estimator
• Least squares
• Scaling
• Principal component analysis
• Statistics
• Multivariate statistics
• Estimation theory

CURRICULUM VITAE Manuel Arellano March 2015 Address: CEMFI, Casado del Alisal 5, 28014 Madrid, Spain Tel: (+Fax: (+e-mail: website: http://www.cemfi.es/~arellano/

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The Cox—Reid modified score: a comment Manuel Arellano April 10, The Cox-Reid modified likelihood Let `i (β, ηi ) be an individual log-likelihood conditioned on zi , and let dβi (β, η i ), dηi (β, η i )

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PDF Document

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Comments on ‘‘Has the Inflation Process Changed?’’ by Stephen Cecchetti and Guy Debelle Manuel Arellano London, October 21, Summary

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Supplement to ``Robust Priors in Nonlinear Panel Data Models''

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Understanding Bias in Nonlinear Panel Models: Some Recent Developments Manuel Arellano and Jinyong Hahn Econometric Society World Congress University College London, 23 August 2005 Introduction

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MASTER IN ECONOMICS AND FINANCE Academic year datesIntroductory Courses Courses begin 8 September 2014

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EXCUSE ME, DO YOU SPEAK ENGLISH? AN INTERNATIONAL EVALUATION Ester Núñez de Miguel Master Thesis CEMFI No. 1404

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DESIRE TO WIN AND PUBLIC INFORMATION IN MAJORITY RULE ELECTIONS Haritz Garro Master Thesis CEMFI No. 1401

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