CANCELLED
-Econometrics Seminar
Jean-Marie Dufour
McGill University
Dynamic Conditional Correlation Models for Realized Covariance Matrices
-Econometrics Seminar
Luc Bauwens
Center for Operations Research and Econometrics (CORE)
Asymptotically Exact Inference in Conditional Moment Inequality Models
-Econometrics Seminar
Tim Armstrong
Yale University
Measuring the Stance of Monetary Policy in Zero Lower Bound Environments
-Econometrics Seminar
Leo Krippner
Reserve Bank of New Zealand
Bootstrapping factor-augmented regression models
-Econometrics Seminar
Silvia Goncalves
University of Montreal
How Well Does "Core" CPI Capture Permanent Price Changes?
-Econometrics Seminar
Tara Sinclair
George Washington University
Nonparametric Series Quantile Regression: Modeling, Estimation, and Inference
-Econometrics Seminar
Iván Fernández-Val
Boston University
Conditional Moment Models under Weak Identification
-Econometrics Seminar
Bertille Antoine
Simon Fraser University
Bayesian Covariance Regression and Autoregression
-Econometrics Seminar
Emily Fox
Penn Statistics
Generalized Jackknife Estimators of Weighted Average Derivatives
-Econometrics Seminar
Michael Jansson
University of California, Berkeley
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