Filtering with Micro Data
-Econometrics Seminar
Minsu Chang
University of Pennsylvania
Inference on Breakdown Frontiers
-Econometrics Seminar
Matthew Masten
Duke University
International Return Predictability: The View from Under the Bayesian Hat
-Econometrics Seminar
Irina Pimenova
Cross-Sectional Dependence in Idiosyncratic Volatility
-Econometrics Seminar
Ilze Kalnina
Université de Montréal
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
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