Pockets of Predictability
-Econometrics Seminar
Leland E. Farmer
University of Virginia
Forecast Evaluation tests: A New Approach
-Econometrics Seminar
Katja Smetanina
University of Chicago Booth School of Business
Instrumental Variable Identification of Dynamic Variance Decompositions
-Econometrics Seminar
Mikkel Plagborg-Moller
Princeton University
Asymptotic F Tests under Possibly Weak Identification
-Econometrics Seminar
Yixiao Sun
UC San Diego
Jumps, Realized Densities, and News Premia
-Econometrics Seminar
Paul Sangrey
University of Pennsylvania
The Uniform Validity of Impulse Response Inference in Autoregressions
-Econometrics Seminar
Atsushi Inoue
Vanderbilt visiting Penn
Inference on a Distribution from Noisy Draws
-Econometrics Seminar
Koen Jochmans
Cambridge University
Weak Identification in a Class of Generically Identified Models with an Application to Factor Models
-Econometrics Seminar
Gregory Fletcher Cox
Columbia University
A Perturbation Approach to Nonlinear Filtering: The Case of Stochastic Volatility
-Econometrics Seminar
Ivana Komunjer
Georgetown
Over-Identified Regression Discontinuity Design
-Econometrics Seminar
Carolina Caetano
University of Rochester
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