Econometrics Seminar

• Program Evaluation with High-Dimensional Data

• A Markov Switching Multi-Fractal Conditional Poisson Model for Time Series of Counts

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

• Short Alpha

• Drew Creal

• 

  Pockets of Predictability

• Modeling the Long Run: Valuation in Dynamic Stochastic Economies

• Testing Models of Low-Frequency Variability

• Estimating the Structure of Social Interactions Using Panel Data

• CANCELLED

• Estimation with Aggregate Shocks

• Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference

• Dalibor Stevanovic

• Stefan Hoderlein

• Ilze Kalnina