Econometrics Seminar

• Projection Inference for Set-Identified SVARs

• Vance Martin

• Enrique Sentana

• Dacheng Xiu

• Linear Social Network Models

• Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model

• Inference on subsets of parameters in GMM without assuming identification

• Dynamic Specification Tests for Dynamic Factor Models

• Linearization and Superlinearization of Probabilities, Application to Nonlinear Filtering

• Graphical Dynamic Models & Scaling Multivariate Time Series Methodology

• Andrew Gelman

• Jann Spiess

• Optimal measure preserving derivatives

• Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance

• Heterogeneous Beliefs, Speculation and Trading in Financials Markets