Econometrics Lunch Seminar
-Econometrics Seminar
Molin Zhong
Penn Graduate Student
The Sources of Time-Varying Nominal-Real Asset Correlations
-Econometrics Seminar
Dongho Song
Penn Graduate Student
Nonstationarity in Time Series of State Densities
-Econometrics Seminar
Yoosoon Chang
Indiana University, Bloomington
Dynamic Specification Tests for Dynamic Factor Models
-Econometrics Seminar
Enrique Sentana
CEMFI
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)
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