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
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