TBA
-Econometrics Seminar
Oliver Linton
London School of Economics
Pre and Post Break Parameter Inference
-Econometrics Seminar
Graham Elliott
UCSD
Modeling the Long Run: Valuation in Dynamic Stochastic Economies
-Econometrics Seminar
PIER Lecture- Lars Hansen
University of Chicago
Asset-price channels and macroeconomic fluctuations
-Econometrics Seminar
Tao Zha
Federal Reserve Bank of Atlanta
Optimal Monetary Policy in a Data-Rich Environment
-Econometrics Seminar
Jean Boivin
HEC Montreal
Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility
-Econometrics Seminar
Kevin Sheppard
Oxford University
Existence and Uniqueness of Semiparametric Projections Applications to Semiparametric Efficiency
-Econometrics Seminar
Giuseppe Ragusa
University of California
Identified Regions and Inference in Panel Data Roy Models
-Econometrics Seminar
Shakeeb Khan
Duke University
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecast in Tails
-Econometrics Seminar
Dick Van Dijk
Eramus University Rotterdam
Granger Causality Tests with Mixed Data Frequencies
-Econometrics Seminar
Eric Ghysels
University of North Carolina
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