Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
-Econometrics Seminar
Roger Koenker
University of Illionois, Champaign
Assessing Point Forecast Accuracy by Stochastic Error Distance
-Econometrics Seminar
Francis X. Diebold
University of Pennsylvania
Uniform Inferences of Stochastic Programming Problems
-Econometrics Seminar
Hyungsik Roger Moon
University of Southern California
Identification and Estimation of SVAR Models with External Instruments
-Econometrics Seminar
Xu Cheng
University of Pennsylvania
Efficient Two-Step Estimation via Targeting
-Econometrics Seminar
Eric Renault
Brown University
Prior Hyperparameters in Time-Varying Multivariate Time Series Models
-Econometrics Seminar
Pooyan Amir Ahmadi
Goethe University
Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference
-Econometrics Seminar
A. Ronald Gallant
Penn State University
Real-time Forecast Comparison Between QAR(1,1) and AR(1) with Stochastic Volatility
-Econometrics Seminar
Minsu Chang
Penn Graduate Student
No Econometrics Workshop
-Econometrics Seminar
No Econometrics Lunch Seminar
-Econometrics Seminar
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