Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
-Econometrics Seminar
Laura Liu
Penn Graduate Student
Leveraged ETF options implied volatility paradox: a statistical study
-Econometrics Seminar
Sergey Nasekin
Visiting Student, Humboldt-Universitat, Berlin
NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics
-Econometrics Seminar
Optimal Retrospective Sampling for a Class of Variable Dimension Models
-Econometrics Seminar
Andriy Norets
Brown University
Short Alpha
-Econometrics Seminar
Irina Pimenova
Penn Graduate Student
Who should be Treated? Empirical Welfare Maximization Methods for Treatment Choice
-Econometrics Seminar
Toru Kitagawa
University College London
Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective
-Econometrics Seminar
Laura Liu
Penn Graduate Student
Bayesian Compressed Vector Autoregressions
-Econometrics Seminar
Davide Pettenuzzo
Brandeis University
The Stochastic Density: Characterization, Identification, and Estimation
-Econometrics Seminar
Paul Sangrey
Penn Graduate Student
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
-Econometrics Seminar
Glenn Rudebusch
Federal Reserve Bank of San Francisco