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
Forecasting with Dynamic Panel Data Models: Empirical Bayes Approach
-Econometrics Seminar
Yu (Laura) Liu
Penn Graduate Student
The Pass-through of Sovereign Risk
-Econometrics Seminar, Money Macro Seminar
Luigi Bocola
Penn Graduate Student
Bond and Equity Exposures to Macroeconomic and Monetary Policy Risks
-Econometrics Seminar
Dongho Song
Penn Graduate Student
Countercyclical Policy Responses of the Current Account
-Econometrics Seminar
Gustavo Camilo
Penn Graduate Student
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments
-Econometrics Seminar
Xu Cheng
University of Pennsylvania
Scale of Predictability
-Econometrics Seminar
Federico Bandi
Johns Hopkins Carey Business School