Identifiability in DSGE Models without Minimality Assumption
-Econometrics Seminar
Bernd Funovits
Visiting Student, Vienna Graduate School of Economics
Estimating the Structure of Social Interactions Using Panel Data
-Econometrics Seminar, Junior Recruiting Seminar
Elena Manresa
CEMFI
Inference in Additively Separable Models with a High Dimensional Component
-Econometrics Seminar, Junior Recruiting Seminar
Damian Kozbur
University of Chicago, Booth School of Business
Estimating the Long-Run Implications of Dynamic Asset Pricing
-Econometrics Seminar, Junior Recruiting Seminar
Timothy Christensen
Yale University
Likelihood Approach to Dynamic Panel Models with Interactive Effects
-Econometrics Seminar
Jushan Bai
Columbia University
Changing Macroeconomic Risks: A Markov-Switching DSGE Approach
-Econometrics Seminar
Molin Zhong
Penn Graduate Students
Parameter Estimation with Out-of-Sample Objective
-Econometrics Seminar
Peter Hansen
European University Institute
Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
-Econometrics Seminar
Frank Schorfheide
University of Pennsylvania
Inference in Structural VARs with External Instruments
-Econometrics Seminar
Mark Watson
Princeton University
Flexible Bayesian Modeling with Moment Constraints
-Econometrics Seminar
Minchul Shin
Penn Graduate Student