Testing for the Markov Property in Time Series
-Econometrics Seminar
Bin Chen
University of Rochester
Inference on subsets of parameters in GMM without assuming identification
-Econometrics Seminar
Frank Kleibergen
Brown University
Bootstrap Confidence Sets under Semiparametric Conditional Moment Restrictions with Single-Index Components
-Econometrics Seminar
Kevin Song
University of Pennsylvania
Large factor models and large random matrices
-Econometrics Seminar
Alexi Onatski
Columbia University
Conditional Moment Restrictions and Triangular Simultaneous Equations
-Econometrics Seminar
Jinyong Hahn
UCLA
Identifying Distributional Characteristics in Random Coefficients Panel Data Models
-Econometrics Seminar, Empirical Micro Seminar
Stephane Bonhomme
CEMFI
Identifying Distributional Characteristics in Random Coefficients Panel Data Models
-Econometrics Seminar, Empirical Micro Seminar
Stephane Bonhomme
CEMFI
Can Echange Rates Forecast Commodity Prices?
-Econometrics Seminar
Barbara Rossi
Duke University
Endogeneity in Semiparametric Binary Random Coefficient Models
-Econometrics Seminar
Stefan Hoderlein
Brown University
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
-Econometrics Seminar
Enrique Sentana
CEMFI
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