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
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
-Econometrics Seminar
Victor Chernozhukov
MIT
Information Structure and Statistical Information in Discrete Response Models
-Econometrics Seminar
Denis Nekipelov
University of California, Berkeley
Maximum Likelihood Inference in Weakly Identified DSGE Models
-Econometrics Seminar
Anna Mikusheva
MIT
Realized Laplace Transforms
-Econometrics Seminar
Viktor Todorov
Northwestern University
Prediction with macroeconomic models
-Econometrics Seminar
Gianni Amisano
European Central Bank
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
-Econometrics Seminar
Herman van Dijk
Erasmus University Rotterdam
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