Density Prediction for Risk Estimation
-Econometrics Seminar
Paul Sangrey
Penn Graduate Student
Is Industrial Production Still the Dominant Factor for the US Economy?
-Econometrics Seminar
Eric Ghysels
University of North Carolina, Chapel Hill
Dynamic Analysis of Multivariate Time Series Using Conditional Wavelet Graphs
-Econometrics Seminar
Maria Grith
Post Doctoral Fellow at the University of Pennsylvania
The ABC of Simulation Estimation with Auxiliary Statistics
-Econometrics Seminar
Serena Ng
Columbia University
Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective
-Econometrics Seminar
Laura Liu
Penn Graduate Student
Selection of An Optimal Rolling Window Length in Time-varying Predictive Regression
-Econometrics Seminar
Yongmaio Hong
Cornell University
End-of-sample Structural Breaks in Dynamic Factor Models
-Econometrics Seminar
Irina Pimenova
Penn Graduate Student
No Econometrics Seminar
-Econometrics Seminar
No Econometrics Lunch Seminar
-Econometrics Seminar
Warren Center Workshop: High Dimensional Methods in Econometrics and Statistics
-Econometrics Seminar