Econometrics Seminar

• Hyungsik Roger Moon

• 

  CEO Behavior and Firm Performance

• Identified Regions and Inference in Panel Data Roy Models

• The Limit of Finite Sample Size and a Problem with Subsampling

• A New Prior for Time-Varying Parameter Models

• Parameter Estimation with Out-of-Sample Objective

• Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models

• How Well Does "Core" CPI Capture Permanent Price Changes?

• Marcelo Cunha Medeiros

• Mark Watson

• Frank Kleibergen

• Estimating the Persistence and the Autocorrelation Function of a Time Series that is measured with Error

• Instrumental Variable Estimation with Discrete Endogenous Regressors

• Exact Bayesian Moment Based Inference for the Distribution of the Small-Time Movements of an Ito Semimartingale

• Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model