Econometrics Seminar

• Econometrics Lunch Seminar

• Quantile Spacings: A Simple Method for the Joint Estimation of Multiple Quantiles Without Crossing

• Bond Risk Premia in Consumption-based Models

• Michal Kolesár

• Gregory Fletcher Cox

• Predictive Macro-Finance: Dynamic Term Structure Modeling with Regime Switches

• Likelihood Approach to Dynamic Panel Models with Interactive Effects

• Forecasting the Yield curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach

• Measuring the Stance of Monetary Policy in Zero Lower Bound Environments

• A Uniform Model Selection Test for Semi/Nonparametric Models

• Bayesian Inference on Structural Impulse Response Functions

• Adam McCloskey

• Ron Gallant

• Dalibor Stevanovic

• The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors