Conditional Inference for GMM Specification Test with Applications to Asset Pricing Models
-Econometrics Lunch
Winston Wei Dou
Wharton
Dynamically optimal treatment allocation using Reinforcement Learning
-Econometrics Lunch
Karun Adusumilli
University of Pennsylvania
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models
-Econometrics Lunch
Atsushi Inoue
Vanderbilt visiting Penn
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies
-Econometrics Lunch
Herman van Dijk
Norwegian Central Bank
Identifying Causal Effects in Network Experiments with Noncompliance
-Econometrics Lunch
Frank DiTraglia
University of Pennsylvania
Dropping Filtering for Machine Learning: Time-Varying Parameters Models the Easy Way
-Econometrics Lunch
Philippe Goulet Coulombe
University of Pennsylvania
Impact evaluation using networks: estimating heterogeneous spillover effects
-Econometrics Lunch
Alejandro Sanchez
University of Pennsylvania
Smooth Priors and the Curse of Dimensionality: Feasible Multivariate Density Estimation
-Econometrics Lunch
Paul Sangrey & Minsu Chang
University of Pennsylvania
Jumps, Realized Densities, and News Premia
-Econometrics Lunch
Paul Sangrey
University of Pennsylvania
Heterogeneity and Aggregate Fluctuations
-Econometrics Lunch
Frank Schorfheide (Penn), Minsu Chang (Penn), and Xiaohong Chen (Yale)
University of Pennsylvania
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