Econometrics Seminar

• Yulong Wang

• Parameter Estimation with Out-of-Sample Objective

• How Well Does "Core" CPI Capture Permanent Price Changes?

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

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

• A Tail of Two Infinities: Using High-frequency Data to Estimate the Daily Return Density

• Matt Taddy

• Robert McCulloch

• 

  Cancelled: Inference with Many Weak Instruments

• Variable Downturn Risk

• Sequential Monte Carlo Sampling for DSGE Models

• Estimating and Testing a Quantile Regression Model with Interactive Effects

• Testing for the Markov Property in Time Series

• Optimal experimental design under unobserved reclassification and partial interference

• Dynamic Analysis of Multivariate Time Series Using Conditional Wavelet Graphs