Past Events
Jumps, Realized Densities, and News Premia
-Econometrics Seminar
Paul Sangrey
University of Pennsylvania
The Uniform Validity of Impulse Response Inference in Autoregressions
-Econometrics Seminar
Atsushi Inoue
Vanderbilt visiting Penn
Inference on a Distribution from Noisy Draws
-Econometrics Seminar
Koen Jochmans
Cambridge University
Weak Identification in a Class of Generically Identified Models with an Application to Factor Models
-Econometrics Seminar
Gregory Fletcher Cox
Columbia University
A Perturbation Approach to Nonlinear Filtering: The Case of Stochastic Volatility
-Econometrics Seminar
Ivana Komunjer
Georgetown
Over-Identified Regression Discontinuity Design
-Econometrics Seminar
Carolina Caetano
University of Rochester
Estimation and Inference for Linear Models with Two-Way Fixed Effects and Sparsely Matched Data
-Econometrics Seminar
Valentin Verdier
UNC
Forecasting with a Panel Tobit Model
-Econometrics Seminar
Laura Liu
Federal Reserve Board
Identification strategies for nonseparable models
-Econometrics Seminar
Rosa Matzkin
UCLA
Understanding the Size of the Government Spending Multiplier: It's All in the Sign
-Econometrics Seminar
Christian Matthes
Federal Reserve Bank of Richmond