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
Asymptotic Distortions in Locally Misspecified Moment Inequality Models
-Econometrics Seminar
Ivan Canay
Northwestern University
Identification and Testing in Ascending Auctions with Unobserved Heterogeneity
-Econometrics Seminar
Andres Aradillas-Lopez
University of Wisconsin
On Efficient Estimation and Inference of Functionals of Semiparametric
-Econometrics Seminar
Xiaohong Chen (Yale University)
Predictive Macro-Finance: Dynamic Term Structure Modeling with Regime Switches
-Econometrics Seminar
Nicholas Polson
University of Chicago Booth
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