Improving the Estimation of Grouped Panel Data Models Using Auxiliary Covariates
-Econometrics Lunch
Oriol González-Casasús
University of Pennsylvania, PhD Candidate
Event Study Designs for Discrete Outcomes with Latent Heterogeneity
-Econometrics Lunch
Young Ahn
University of Pennsylvania, PhD Candidate
Empirical Bayes Estimation of Unit-specific Parameters under Unknown Heteroskedasticity
-Econometrics Lunch
Sheng Chao Ho
University of Pennsylvania, Job Market Candidate
Measuring Expectations: a marginal approach
-Econometrics Lunch
Bernardo de Moura
University of Pennsylvania, PhD Candidate
VAR Hyperparameter Determination Under Misspecification
-Econometrics Lunch
Oriol González-Casasús
University of Pennsylvania, PhD Candidate
Difference-in-Differences with Latent Group Structures
-Econometrics Lunch
Chiyoung (Young) Ahn
University of Pennsylvania, PhD Candidate
Estimating Intra-day Integrated Volatility with a Markov Switching Multifractal Model
-Econometrics Lunch
Lorenzo Braccini
Bank of Italy, Visiting Penn
Disagreement in Market Index Options
-Econometrics Lunch
George Tauchen
Duke University
Valid Inference With Network Dependent Data
-Econometrics Lunch
Oriol González-Casasús
University of Pennsylvania, PhD Candidate
Semiparametric Estimation of Integrals on Submanifolds
-Econometrics Lunch
Wayne Gao
University of Pennsylvania