Econometrics Seminar

• David Childers

• Optimal experimental design under unobserved reclassification and partial interference

• Dynamic Analysis of Multivariate Time Series Using Conditional Wavelet Graphs

• Program Evaluation with High-Dimensional Data

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

• Prediction with macroeconomic models

• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

• Jan J. J. Groen

• Mikkel Plagborg-Moller

• A Bayesian Approach to Estimation of Dynamic Models with Small and Large Number of Heterogeneous Players and Latent Serially Correlated States

• Econometrics Seminar (Reserved for Penn Student)

• Estimating the Structure of Social Interactions Using Panel Data

• CANCELLED

• Inference in Additively Separable Models with a High Dimensional Component

• Dynamic Conditional Correlation Models for Realized Covariance Matrices