Transaction-Level Models and their Long-Run Properties
-Econometrics Seminar
Clifford Hurvich
NYU, Leonard N. Stern School of Business
A Generalized Focused Information Criterion for GMM Model and Moment Selection
-Econometrics Seminar
Francis DiTraglia
University of Pennsylvania
Identification and Estimation of Games with Incomplete Information Using Excluded Regressors
-Econometrics Seminar
Xun Tang
University of Pennsylvania
Identifying the Long-run Consumption Risks: A Nonlinear Mixed-Frequency State-Space Approach
-Econometrics Seminar
Dongho Song
Penn Graduate Student
On the Testability of Identification in Some Nonparametric Models with Endogeneity
-Econometrics Seminar
Azeem Shaikh
University of Chicago
Financial Stress and Economic Dynamics: The Transmission of Crises
-Econometrics Seminar
Kirstin Hubrich
European Central Bank
Break-Point Estimation in Linear Panel Data Models
-Econometrics Seminar
Otilia Boldea
Visiting Faculty from Tilburg University
Regularized LIML for Many Instruments
-Econometrics Seminar
Marine Carrasco
University of Montreal
Bonferroni-Based Size-Correction for Nonstandard Testing Problems
-Econometrics Seminar
Adam McCloskey
Brown University
The Count of Monte Carlo
-Econometrics Seminar
Vance Martin
University of Melbourne
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