Narrative Sign Restrictions for SVARs
-Econometrics Seminar
Juan Rubio-Ramirez
Emory University
Estimating the Type Space of Group Heterogeneity in Panel Data with an Application to Production Functions
-Econometrics Seminar
Peng Shao
External Validity in a Stochastic World
-Econometrics Seminar
Christopher Udry
Yale University
Yield Curves: Unspanned Macro Risks at the ZLB
-Econometrics Seminar
Ross Askanazi
Penn Graduate Student
Non-Stationary Dynamic Factor Models for Large Datasets
-Econometrics Seminar
Matteo Luciani
Board of Governors of the Federal Reserve Bank
A New Prior for Time-Varying Parameter Models
-Econometrics Seminar
Jacob Warren
Penn Graduate Student
Preference Types and Welfare in Insurance Markets
-Econometrics Seminar
Francesca Molinari
Cornell University
Fearing the Fed: How Wall Street Reads Main Street
-Econometrics Seminar
Dongho Song
Boston College
Quantile Spacings: A Simple Method for the Joint Estimation of Multiple Quantiles Without Crossing
-Econometrics Seminar
Lawrence D. W. Schmidt
University of Chicago
Confidence Intervals for Treatment Effects in High-Dimensional Linear Models
-Econometrics Seminar
Zijian Guo
Wharton Graduate Student
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