Testing for Independence Between a Time Series and a Point Process
-Econometrics Seminar
Victor Solo
University of New South Wales
Methods for Markov-switching Models
-Econometrics Seminar
Francesco Bianchi
Duke University (Visiting Penn)
Did New Macroeconomic Factors Emerge During the Great Recession? Evidence from Shrinkage Estimation of Dynamic Factor Models
-Econometrics Seminar
Frank Schorfheide
University of Pennsylvania
Random Coefficients in Static Games of Complete Information
-Econometrics Seminar
Stefan Hoderlein
Boston College
Bond and Equity Exposures to Macroeconomic and Monetary Policy Risks
-Econometrics Seminar
Dongho Song
Penn Graduate Student
Local Method of Moments Estimation of Integrated and Spot Covariation
-Econometrics Seminar
Nikolaus Hautsch
Humboldt University of Berlin
The Pass-Through of Sovereign Risk
-Econometrics Seminar
Luigi Bocola
Penn Graduate Student
Identification of Discrete Choice Models for Bundles and Binary Games
-Econometrics Seminar
Jeremy Fox
University of Michigan, Ann Arbor
A Markov Switching Multi-Fractal Conditional Poisson Model for Time Series of Counts
-Econometrics Seminar
Lorenzo Braccini
Penn Graduate Student
High Frequency Quoting: Short-Term Volatility in Bids and Offers
-Econometrics Seminar
Joel Hasbrouck
Stern School of Business, NYU
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