Skip to main content
University of Pennsylvania
School of Arts and Sciences
P
enn
E
conomics
IER
PIER
PFSRDC
PISM
Toggle navigation
Main navigation
Home
About
Undergraduate
Graduate
People
Courses
Events
News
Research
Search Results
Search
Econometrics Seminar-Kwon
Inference in Additively Separable Models with a High Dimensional Component
Uniform Inference in Panel Autoregression
Dynamic Conditional Correlation Models for Realized Covariance Matrices
Large-dimensional factor modeling based on high-frequency observations
Identification and Estimation of Group-Level Partial Effects
Dropout Training is Distributionally Robust Optimal
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
Bootstrap Confidence Sets under Semiparametric Conditional Moment Restrictions with Single-Index Components
Greg Laughlin
John Chao
Targeted Testing of Dynamic Stochastic General Equilibrium Models
Financial Trading Over The Years: A Multifractal Intensity Perspective
Econometrics Lunch Seminar
Non-Stationary Dynamic Factor Models for Large Datasets
Pagination
First page
« First
Previous page
‹‹
…
Page
4
Page
5
Page
6
Page
7
Current page
8
Page
9
Page
10
Page
11
Page
12
…
Next page
››
Last page
Last »
© 2024 The Trustees of the University of Pennsylvania