Econometrics Seminar

• Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

• Assessing Point Forecast Accuracy by Stochastic Error Distance

• Tiemen Woutersen

• Yuan Liao

• Optimal measure preserving derivatives

• Heterogeneous Beliefs, Speculation and Trading in Financials Markets

• Inference on Directionally Differentiable Functions

• Transaction-Level Models and their Long-Run Properties

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

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

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  Econometrics Seminar

• Tim Cogley

• Nicholas Kiefer

• Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain

• Bootstrap Confidence Sets under Semiparametric Conditional Moment Restrictions with Single-Index Components