Econometrics Seminar

• A Uniform Model Selection Test for Semi/Nonparametric Models

• Financial Trading Over The Years: A Multifractal Intensity Perspective

• Bayesian Inference on Structural Impulse Response Functions

• Adaptive Shrinkage Estimation of Dynamic Factor Models with Structural Instabilities

• Daniel J. Lewis

• Kirstin Hubrich

• Edward Herbst

• Realized Laplace Transforms

• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

• Finite underidentification

• Financial Trading Over Years: A Multi-Fractal Intensity Perspective

• Generalized Dynamic Factor Models and Volatilities: Recovering the Market Volatility Shocks

• No Econometrics Seminar (Thanksgiving Week)

• Andrea Carriero

• Yixiao Sun