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
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
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