Flexible Bayesian Modeling with Moment Constraints
-Econometrics Seminar
Minchul Shin
Penn Graduate Student
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
-Econometrics Seminar
Todd Clark
Federal Reserve Bank of Cleveland
Financial Trading Over Years: A Multi-Fractal Intensity Perspective
-Econometrics Seminar
Lorenzo Braccini
Penn Graduate Student
The Pruned State-Space System for Non-Linear DSGE Models
-Econometrics Seminar
Jesus Fernandez-Villaverde
University of Pennsylvania
Global Macroeconomic Uncertainty
-Econometrics Seminar
Tino Berger
Center for Macroeconomic Research, University of Cologne
Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects
-Econometrics Seminar
Hyungsik Roger Moon
University of Southern California
Financial Intermediary and Business Cycle
-Econometrics Seminar
Yang Liu
Penn Graduate Student
Asymptotic Inference about Predictive Accuracy using High Frequency Data
-Econometrics Seminar
Andrew Patton
Duke University
Identification and Information in Heteroskaedastic Binary Regressions
-Econometrics Seminar
Xun Tang
University of Pennsylvania
Testing for Multiple Bubbles
-Econometrics Seminar
Jun Yu
Singapore Management University
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