Econometrics Seminar

• Uniform inference for conditional factor models with instrumental and idiosyncratic betas

• Inference for Projections of Identified Sets

• Bond and Equity Exposures to Macroeconomic and Monetary Policy Risks

• Short Alpha

• Siddhartha Chib

• Vadim Marmer

• On Efficient Estimation and Inference of Functionals of Semiparametric

• Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models

• 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

• Approximate Bayesian Computation in Non-linear Models: A Focus on DSGEs

• Model-based GDP Nowcasting and Output Gap Assessment at the Federal Reserve Board

• Noncausal Vector AR Processes with Application to Economic Time Series

• Real-time Forecast Comparison Between QAR(1,1) and AR(1) with Stochastic Volatility

• No Econometrics Seminar