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
Finite underidentification
-Econometrics Seminar
Enrique Sentana
CEMFI
Linearization and Superlinearization of Probabilities, Application to Nonlinear Filtering
-Econometrics Seminar
Ben Connault
University of Pennsylvania
Graphical Dynamic Models & Scaling Multivariate Time Series Methodology
-Econometrics Seminar
Mike West
Duke University
A Tail of Two Infinities: Using High-frequency Data to Estimate the Daily Return Density
-Econometrics Seminar
Paul Sangrey
Penn Graduate Student
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