Econometrics Seminar

• Assessing Point Forecast Accuracy by Stochastic Error Distance

• Semi-parametric Bayesian Partially Identified Models based on Support Function

• A Generalized Focused Information Criterion for GMM Model and Moment Selection

• Adam McCloskey

• Ron Gallant

• A DSGE Model of the Term-Structure with Regime Shifts

• Endogeneity and Discrete Outcomes

• Over-Identified Regression Discontinuity Design

• Estimating Markov-Switching Models Without Gibbs Sampling

• Optimal Plug-in Estimators of Directionally Differentiable Functionals

• Forecasting with Dynamic Panel Data Models: Empirical Bayes Approach

• Susan Athey

• Carolina Caetano

• Modeling the Long Run: Valuation in Dynamic Stochastic Economies

• Testing Models of Low-Frequency Variability