• Econometrics Seminar-Syrgkanis

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  Econometrics Seminar

• Parameter Estimation with Out-of-Sample Objective

• Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility

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

• Measuring and Modeling Execution Cost and Risk

• Martin Burda

• Leland Farmer

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  Identification of Structural and Counterfactual Parameters in a Large Class of Structural Econometric Models

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  Efficient Estimation of Random Coefficients Demand Models Using Product and Consumer Datasets

• 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

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