A Distributional Framework for Matched Employer Employee Data
-Econometrics Seminar
Stéphane Bonhomme
University of Chicago
Trend Estimation in a Local-Level Model
-Econometrics Seminar
Paul Sangrey
Penn Graduate Student
Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors
-Econometrics Seminar
Marcelo Moreira
Fundação Getúlio Vargas (FGV/EPGE)
Modeling Probability Forecasts via Information Diversity
-Econometrics Seminar
Lyle Ungar
University of Pennsylvania
Factor Analysis for Volatility
-Econometrics Seminar
Jacob Warren
Penn Graduate Student
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models
-Econometrics Seminar
Martin Burda
University of Toronto
Comparing Possibly Misspecified Forecasts
-Econometrics Seminar
Andrew Patton
Duke University
A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models
-Econometrics Seminar
Frank DiTraglia / Camilo Garcia-Jimeno
University of Pennsylvania
Bond Risk Premia in Consumption-based Models
-Econometrics Seminar
Drew Creal
University of Chicago, Booth School of Business
TBA - Econometrics Workshop
-Econometrics Seminar
TBA