Econometrics Seminar

• Assessing Point Forecast Accuracy by Stochastic Error Distance

• Bonferroni-Based Size-Correction for Nonstandard Testing Problems

• Uniform Inferences of Stochastic Programming Problems

• Stephen Hansen

• Lutz Kilian

• Testing for Instrument Independence in the Selection Model

• Estimation and Inference for Linear Models with Two-Way Fixed Effects and Sparsely Matched Data

• The Conditioning Variables in Program Evaluation Methods

• Testing for Independence Between a Time Series and a Point Process

• Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective

• Econometrics Seminar (Reserved for Penn Student)

• Federico Bandi

• Xiaoxia Shi

• Bayesian Analysis of Moment Condition Models Using Nonparametric Priors

• More on Confidence Intervals for Partially Identified Parameters