Yield Curves: The ZLB and Spanned Macro Risk
-Econometrics Seminar
Ross Askanazi
Penn Graduate Student
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
-Econometrics Seminar
Todd Clark
Federal Reserve Bank of Cleveland
Estimating Complementarities in Team Production
-Econometrics Seminar
Tim Hursey
A Tale of Tails: Estimating the Daily Return Density from High-Frequency Data
-Econometrics Seminar
Paul Sangrey
University of Pennsylvania
Fixed-Effect Regressions on Network Data
-Econometrics Seminar
Martin Weidner
University College London
Factor Estimation in Nonlinear, Non-Gaussian Big-Data Environments
-Econometrics Seminar
Paul Sangrey and Minsu Chang
University of Pennsylvania
Estimation with Aggregate Shocks
-Econometrics Seminar
Guido Kuersteiner
University of Maryland
Model-based GDP Nowcasting and Output Gap Assessment at the Federal Reserve Board
-Econometrics Seminar
Gianni Amisano
Measuring the "Dark Matter" in Asset Pricing Models
-Econometrics Seminar
Winston Wei Dou
The Wharton School, University of Pennsylvania
Estimating the Effect of a Mismeasured, Endogenous Binary Regressor
-Econometrics Seminar
Frank DiTraglia
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