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
Identification and Estimation of a Nonparametric Panel Data Model with Unobserved Heterogeneity
-Econometrics Seminar
Kirill Evdokimov
Princeton University
The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors
-Econometrics Seminar
Bryan Kelly
University of Chicago
Estimating and Testing a Quantile Regression Model with Interactive Effects
-Econometrics Seminar
Matt Harding
Stanford University
Linear Social Network Models
-Econometrics Seminar
Steven Durlauf
University of Wisconsin-Madison
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