Sequential Monte Carlo Sampling for DSGE Models
-Econometrics Seminar
Frank Schorfheide
University of Pennsylvania
Sovereign Default Risk and Real Economic Activity
-Econometrics Seminar
Luigi Bocola
Penn Graduate Student
Estimating Volatility of Volatility using High Frequency Data
-Econometrics Seminar
Ilze Kalnina
University of Montreal
Adaptive Shrinkage Estimation of Dynamic Factor Models with Structural Instabilities
-Econometrics Seminar
Xu Cheng
University of Pennsylvania
Functional Sharp Bounds in the Roy Model
-Econometrics Seminar
Marc Henry
University of Montreal
Bootstrapping Tests for Structural Change in Linear Models with Endogenous Regressors
-Econometrics Seminar
Otilia Boldea
University of Pennsylvania (Visiting Professor)
Exogeneity Tests and IV Estimation: Is the Cure Worse than the Illness?
-Econometrics Seminar
Jean-Marie Dufour
McGill University
Dynamic Factor Models and Realized Volatility: An Application to Forecasting Bond Yield Distributions
-Econometrics Seminar
Minchul Shin
Penn Graduate Student
Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions
-Econometrics Seminar
Christoph Rothe
Columbia University
Tweedie's Formula and Forecasting of Dynamic Panel Data Mode
-Econometrics Seminar
Yu (Laura) Liu
Penn Graduate Student
© 2024 The Trustees of the University of Pennsylvania