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
FX volatility connectedness and carry trades
-Econometrics Seminar
Katja Gisler
Visiting Student, University of St. Gallen
Large-dimensional factor modeling based on high-frequency observations
-Econometrics Seminar
Markus Pelger
Stanford University
A New Prior for Time-Varying Parameter VARs
-Econometrics Seminar
Jacob Warren
Penn Graduate Student
Nonparametric Methods for Microeconometric Analysis of Heterogeneous Agents
-Econometrics Seminar
Yuichi Kitamura
Yale University
Interval Forecasts: Relative Evaluation and Combination
-Econometrics Seminar
Ross Askanazi
Penn Graduate Student
The Smooth Colonel and the Reverend Find Common Ground
-Econometrics Seminar
Nicholas Kiefer
Cornell University
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