Econometrics Seminar

• Structural Changes in Networks: Estimation and Evidence from Financial Institutions

• No Econometrics Seminar

• Identifying the Long-run Consumption Risks: A Nonlinear Mixed-Frequency State-Space Approach

• Florian Gunsilius

• Ilze Kalnina

• Susanne Schennach

• Prediction with macroeconomic models

• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

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  Inference on a Distribution from Noisy Draws

• A Random-Field Approach to Inference in Large Models of Network Formation

• Using Frequency Domain Information for Time Domain Forecasts: Application on GDP Forecasting

• Bond and Equity Exposures to Macroeconomic and Monetary Policy Risks

• No Econometrics Seminar (Thanksgiving Week)

• Andrea Carriero

• Yixiao Sun