Econometrics Seminar

• Flexible Bayesian Modeling with Moment Constraints

• Spring Break

• Bayesian Covariance Regression and Autoregression

• Optimal experimental design under unobserved reclassification and partial interference

• Dynamic Analysis of Multivariate Time Series Using Conditional Wavelet Graphs

• Neil Shephard

• Matteo Luciani

• Maximum Likelihood Inference in Weakly Identified DSGE Models

• Machine Learning and Econometric Causality

• Conditional Moment Restrictions and Triangular Simultaneous Equations

• Estimating Volatility of Volatility using High Frequency Data

• Cross-Sectional Dependence in Idiosyncratic Volatility

• Jörg Stoye

• Koen Jochmans

• Approximation of Conditional Densities by Smooth Mixtures of Regressions