Econometrics Seminar

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  How is Machine Learning Useful for Macroeconomic Forecasting?

• Counting Words in Social Science

• Consumer Demand with Unobserved Heterogeneity

• Estimation of moment-based models with latent variables

• Microstructure Noise and the Dynamics of Volatility (joint work with Jin-Chuan Duan from NUS)

• "Current Themes and New Directions in Realized Volatility

• Rosa Matzkin

• Davide Pettenuzzo

• A Uniform Model Selection Test for Semi/Nonparametric Models

• Bayesian Inference on Structural Impulse Response Functions

• State-dependent Fiscal Multipliers

• Random Coefficients in Static Games of Complete Information

• Linear Social Network Models

• Inference on subsets of parameters in GMM without assuming identification

• Timothy Christensen