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
A Bayesian Approach to Estimation of Dynamic Models with Small and Large Number of Heterogeneous Players and Latent Serially Correlated States
-Econometrics Seminar
Ron Gallant
Penn State University
Cross-Sectional Dependence in Idiosyncratic Volatility
-Econometrics Seminar
Ilze Kalnina
Université de Montréal
On the Solution and Application of Rational Expectations Models with Function-Valued States
-Econometrics Seminar
David Childers
Carnegie Mellon University
Government Debt and Risk Premia
-Econometrics Seminar
Yang Liu
Penn Graduate Student
Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
-Econometrics Seminar
Laura Liu
Penn Graduate Student
Estimating Heterogeneous-Agent Macroeconomic Models: A Likelihood Approach with Particle Filter
-Econometrics Seminar
Minsu Chang
Penn Graduate Student
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