Identification and Estimation of Average Partial Effects in 'Irregular' Correlated Random Coefficient Panel Data Models
-Econometrics Seminar
Bryan Graham
New York University
Inference Based on Conditional Moment Inequalities
-Econometrics Seminar
Donald W.K. Andrews
Yale University
Out-of-Sample Forecast Tests Robust to the Window Size Choice
-Econometrics Seminar
Barbara Rossi
Duke University
Regression and Forecast Model Averaging
-Econometrics Seminar
Bruce Hansen
University of Wisconsin-Madison
Pricing of Asian Temperature Risk
-Econometrics Seminar
Wolfgang Hardle
Humboldt-Universität zu Berlin
A DSGE Model of the Term-Structure with Regime Shifts
-Econometrics Seminar
Oreste Tristani
European Central Bank
Estimating Nonlinear DSGE Models by the Simulated Method of Moments
-Econometrics Seminar
Francisco J. Ruge-Murcia
Université de Montréal
gBF: A Fully Bayes Factor with a Generalized g-Prior
-Econometrics Seminar
Edward I. George
The Wharton School at University of Pennsylvania
Forecast Rationality Tests based on Multi-Horizon Bounds
-Econometrics Seminar
Allan Timmermann
University of California - San Diego
Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity
-Econometrics Seminar
Guido Kuersteiner
Georgetown University
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