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
On the Asymptotic Size Distortion of Tests When Instruments Locally Violate the Exogeneity Assumption
-Econometrics Seminar
Patrik Guggenberger
University of California - San Diego
Estimating the Persistence and the Autocorrelation Function of a Time Series that is measured with Error
-Econometrics Seminar
Asger Lunde
Aarhus University (Joint with Peter R. Hansen)
Hessian Based MCMC for Linear DSGE Models
-Econometrics Seminar
Edward Herbst
Penn PhD Student
Duration, Attention, and Long Memory
-Econometrics Seminar
Fei Chen
Penn PhD Student
Bayesian Analysis of Moment Condition Models Using Nonparametric Priors
-Econometrics Seminar
Yuichi Kitamura
Yale University
Generalized Autoregressive Score Models with Applications
-Econometrics Seminar
Andre Lucas
VU University Amsterdam
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