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
Using Frequency Domain Information for Time Domain Forecasts: Application on GDP Forecasting
-Econometrics Seminar
Marek Chudy
Visiting Graduate Student
A Bias Bound Approach to Nonparametric Inference
-Econometrics Seminar
Susanne Schennach
Brown University
Nonparametric Term Structures
-Econometrics Seminar
Timothy Christensen
Visiting Faculty from NYU
Estimating Markov-Switching Models Without Gibbs Sampling
-Econometrics Seminar
Edward Herbst
Board of Governors of the Federal Reserve Bank
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