CREST Archivi - Enzo D'Innocenzo

The image shows the Center for Research in Economics and Statistics in Paris, a “Modern rectangular research building with a steel and glass façade, featuring horizontal metal louvers across multiple floors, elevated on slim columns, set along a quiet street with grass, trees, and a clear blue sky.

Score-Driven High-Dimensional Factor Models – Presentation @ CREST

January 5, 2026January 5, 2026 enzodinnocenzo

I will be presenting my recent work on score-driven high-dimensional approximate dynamic factor models in an upcoming seminar hosted by

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