Econometrics Seminar

• Optimal Plug-in Estimators of Directionally Differentiable Functionals

• Forecasting with Dynamic Panel Data Models: Empirical Bayes Approach

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

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

• No Econometrics Seminar

• Elena Manresa

• Rosa Matzkin

• Approximation of Conditional Densities by Smooth Mixtures of Regressions

• Nonparametric Estimation of Dynamic Panel Models

• Structural Changes in Networks: Estimation and Evidence from Financial Institutions

• Identifying the Long-run Consumption Risks: A Nonlinear Mixed-Frequency State-Space Approach

• Optimal Inference in the Linear IV Regression Model

• Who should be Treated? Empirical Welfare Maximization Methods for Treatment Choice

• Daniel J. Lewis

• Kirstin Hubrich