The Efficiency of the Global Market for Capital Goods
-Econometrics Seminar
Georg Strasser
University of Pennsylvania
The Dynamic Nelson-Siegel Model withTime-Varying Loadings and Volatility
-Econometrics Seminar
Siem Jan Koopman
Free University of Amsterdam
More on Confidence Intervals for Partially Identified Parameters
-Econometrics Seminar
Joerg Stoye
New York University
Optimal Asset Allocation with Factor Models for Large Portfolios
-Econometrics Seminar
Paolo Zaffaroni
Tanaka Business School
Semiparametric Efficiency in Nonlinear LATE Models
-Econometrics Seminar
Han Hong
Stanford University
Sharp Bounds on the Distribution of the Treatment Effect in Switching Regimes Models
-Econometrics Seminar
Yanqin Fan
Vanderbilt University
Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models
-Econometrics Seminar
Oscar Jorda
UC Davis
Forecasting the Yield curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach
-Econometrics Seminar
Emanuel Moench
Humboldt University
Testing for Indeterminacy in U.S. Monetary Policy
-Econometrics Seminar
Sophocles Mavroeidis
Brown University
"Current Themes and New Directions in Realized Volatility
-Econometrics Seminar
Tim Bollerslev
Duke University
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