Semiparametric Conditional Factor Models: Estimation and Inference
-Econometrics Lunch
Xiaoliang Wang
University of Pennsylvania
Quantile Policy Effect: An Application to U.S. Macroprudential Policy
-Econometrics Lunch
Hsin-Yi Lin
National Chengchi University, Taiwan (Visiting Penn)
Testing for the Superior Forecasting Ability of Trading Rules Under Extensive Data Snooping Efforts
-Econometrics Lunch
Dan Gabriel Anghel
University of Bucharest, Romania
Two-Stage Maximum Score Estimators
-Econometrics Lunch
Wayne Gao
University of Pennsylvania
Cross-sectional dynamics based on network structure
-Econometrics Lunch
Marko Mlikota
University of Pennsylvania
Exchange Rate Supervised Topic Modelling
-Econometrics Lunch
Aaron Mora Melendez
University of Pennsylvania
Forecasting with Prior Wisdom on Group Structure
-Econometrics Lunch
Boyuan Zhang
University of Pennsylvania
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities
-Econometrics Lunch
Frank Diebold
University of Pennsylvania
Risk and Optimal Policies in Bandit Experiments
-Econometrics Lunch
Karun Adusumilli
University of Pennsylvania
Asset Returns and Macro Risks in the Long-run: A Low-Frequency Econometrics Analysis
-Econometrics Lunch
Xiaoliang Wang
University of Pennsylvania
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