Skip to main content
University of Pennsylvania
School of Arts and Sciences
P
enn
E
conomics
IER
PIER
PFSRDC
PISM
Toggle navigation
Main navigation
Home
About
Undergraduate
Graduate
People
Courses
Events
News
Research
Search Results
Search
Approximate Bayesian Computation in Non-linear Models: A Focus on DSGEs
Noncausal Vector AR Processes with Application to Economic Time Series
Data-Rich DSGE and Dynamic Factor Models
Incidental Trends and Power of Panel Unit Root Tests
Christian Hansen
Jean-Jacques Forneron
Ross Doppelt
Structural Sieves
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Assessing Point Forecast Accuracy by Stochastic Error Distance
Empirical Bayes Estimation of Unit-specific Parameters Under Unknown Heteroskedasticity
Econometrics Seminar - Rudebusch
Uniform Asymptotic Risk for Averaging GMM Estimator Robust to Misspecification
Local Method of Moments Estimation of Integrated and Spot Covariation
Inference Based on Conditional Moment Inequalities
Pagination
Current page
1
Page
2
Page
3
Page
4
Page
5
Page
6
Page
7
Page
8
Page
9
…
Next page
››
Last page
Last »
© 2025 The Trustees of the University of Pennsylvania