Unobserved Binary Random Factors and Returns to Lying
-Econometrics Seminar
Arthur Lewbel
Boston College
A Maximum Likelihood Method for the Incidental Parameter Problem
-Econometrics Seminar
Marcelo Moreira
Columbia University
Testing and Detecting Jumps Based on a Discretely Observed Process
-Econometrics Seminar
Jianqing Fan
Princeton University
Point Decisions for Interval-Identified Parameters
-Econometrics Seminar
Kevin Song
University of Pennsylvania
TBA
-Econometrics Seminar, Empirical Micro Seminar
Jean-Marc Robin
Universite de Paris 1/University College London
Labour Market Dynamics with Sequential Auctions and Heterogeneous Workers
-Econometrics Seminar, Empirical Micro Seminar
Jean-Marc Robin
Universite de Paris 1 / University College London
Option Implied Volatility and Corporate Bond Yields: A Dynamic Factor Approach
-Econometrics Seminar
Jian Hua
Penn Graduate Student
Data-Rich DSGE and Dynamic Factor Models
-Econometrics Seminar
Maxym Kryshko
Penn Graduate Student
Financial Frictions, the Financial Immoderation, and the Great Moderation
-Econometrics Seminar
Cristina Fuentes-Albero
Penn Graduate Student
Mixed Hitting- Time Models
-Econometrics Seminar
Japp Abbring
University of California