With A Little Help From My Friends: Cross-Correlations, Machine Learning and Macro Forecasting
-Econometrics Lunch
Boyuan Zhang
University of Pennsylvania
The Macroeconomy as a Random Forest
-Econometrics Lunch
Philippe Goulet Coulombe
University of Pennsylvania
Identification in Dyadic Models of Network Formation
-Econometrics Lunch
Wayne Gao
University of Pennsylvania
Inference After Estimation of Breaks
-Econometrics Lunch
Adam McCloskey
University of Colorado
Semiparametric Panel Model and Group Heterogeneity, with an application to Production Function
-Econometrics Lunch
Peng Shao
University of Pennsylvania
Inference for Heterogeneous Effects Using Low-Rank Estimation of Factor Slopes
-Econometrics Lunch
Chris Hansen
Chicago Booth
The Global Component of Inflation Volatility
-Econometrics Lunch
Francesco Corsello
Bank of Italy
Time-Varying Parameters: A Machine Learning Approach
-Econometrics Lunch
Philippe Goulet Coulombe
University of Pennsylvania
Frequentist Shrinkage under Inequality Constraints
-Econometrics Lunch
Edvard Bakhitov
University of Pennsylvania
Two-Steps Sieve M-Estimation with Group Heterogeneity, with Application to Production Function
-Econometrics Lunch
Peng Shao
University of Pennsylvania