False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
-Econometrics Seminar
Olivier Scalliet
Geneva
Incidental Trends and Power of Panel Unit Root Tests
-Econometrics Seminar
Hyungsik Roger Moon
USC
Measuring and Managing Microfinancial Risks
-Econometrics Seminar
Dale F.Gray
Senior Risk Analyst
The Analysis of Conditional Forecasts
-Econometrics Seminar
Jonathan Wright
Federal Reserve Board
Smoothly Mixing Regressions
-Econometrics Seminar
John Geweke
University of Iowa
Subset Statistics in the Linear IV Regression Model
-Econometrics Seminar
Frank Kleibergen
Brown University
Testing Models of Low-Frequency Variability
-Econometrics Seminar
Mark Watson
University of Pennsylvania
Back to Square one: Identification Issues in DSGE Models
-Econometrics Seminar
Luca Sala
Bocconi University
"TBA"
-Econometrics Seminar
Gerard van den Berg
Amsterdam University
Measuring and Modeling Execution Cost and Risk
-Econometrics Seminar
Jeff Russell
University of Chicago
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