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
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
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