VAR Hyperparameter Determination Under Misspecification
-Econometrics Lunch
Oriol González-Casasús
University of Pennsylvania, PhD Candidate
Difference-in-Differences with Latent Group Structures
-Econometrics Lunch
Chiyoung (Young) Ahn
University of Pennsylvania, PhD Candidate
Estimating Intra-day Integrated Volatility with a Markov Switching Multifractal Model
-Econometrics Lunch
Lorenzo Braccini
Bank of Italy, Visiting Penn
Disagreement in Market Index Options
-Econometrics Lunch
George Tauchen
Duke University
Valid Inference With Network Dependent Data
-Econometrics Lunch
Oriol González-Casasús
University of Pennsylvania, PhD Candidate
Semiparametric Estimation of Integrals on Submanifolds
-Econometrics Lunch
Wayne Gao
University of Pennsylvania
Heterogeneity in Portfolio Construction: An Asset Demand Approach
-Econometrics Lunch
Aaron Mora Melendez
University of Pennsylvania, Job Market Candidate
A Reality Check for the New Age of Data Snooping
-Econometrics Lunch
Dan Anghel
Bucharest University, visiting PENN
Investment Scopes of Institutional Investors
-Econometrics Lunch
Joseph Huang
University of Pennsylvania, PhD Candidate
Heterogeneity in Portfolio Construction: An Asset Demand Approach
-Econometrics Lunch
Aaron Mora Melendez
University of Pennsylvania, PhD Candidate
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