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
Generalized Dynamic Factor Models and Volatilities: Recovering the Market Volatility Shocks
-Econometrics Seminar
Matteo Barigozzi
London School of Economics and Political Science
Unbiased Instrumental Variables Estimation Under Known First-Stage Sign
-Econometrics Seminar
Tim Armstrong
Yale University
PIER Lecture: Household Earnings and Consumption: A Nonlinear Framework
-Econometrics Seminar, PIER Lecture
Manuel Arellano
CEMFI
Seasonal Adjustment
-Econometrics Seminar
Jonathan Wright
Visiting Faculty Member
Nearly Weighted Risk Minimal Unbiased Estimation
-Econometrics Seminar
Ulrich Müller
Princeton University
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