Structural Stochastic Volatility
-Econometrics Seminar
Federico M. Bandi
Johns Hopkins University
Refining Set-Identification in VARs through Independence
-Econometrics Seminar
Jonathan Wright
Johns Hopkins University
Regressions in Impulse Response Space
-Econometrics Seminar
Daniel Lewis
Federal Reserve Bank NY Visiting Penn
Selective Nonparametric Specification Test
-Econometrics Seminar
Zhipeng Liao
UCLA
Empirical estimates for the snow albedo feedback effect
-Econometrics Seminar
Robert Kaufmann
Boston University
Time series models for epidemics: leading indicators, control groups and policy assessment
-Econometrics Seminar
Andrew Harvey
University of Cambrige
An Adversarial Approach to Structural Estimation
-Econometrics Seminar
Elena Manresa
NYU
Dropout Training is Distributionally Robust Optimal
-Econometrics Seminar
José L. Montiel Olea
Columbia University
VARs in 2020: Dealing with outliers and the lower bound on interest rates
-Econometrics Seminar
Massimiliano Marcellino
Bocconi University
Stratification Trees for Adaptive Randomization in Randomized Controlled Trials
-Econometrics Seminar
Max Tabord-Meehan
University of Chicago
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