Factor Estimation in Nonlinear, Non-Gaussian Big-Data Environments
-Econometrics Seminar
Paul Sangrey and Minsu Chang
University of Pennsylvania
Estimation with Aggregate Shocks
-Econometrics Seminar
Guido Kuersteiner
University of Maryland
Model-based GDP Nowcasting and Output Gap Assessment at the Federal Reserve Board
-Econometrics Seminar
Gianni Amisano
Measuring the "Dark Matter" in Asset Pricing Models
-Econometrics Seminar
Winston Wei Dou
The Wharton School, University of Pennsylvania
Estimating the Effect of a Mismeasured, Endogenous Binary Regressor
-Econometrics Seminar
Frank DiTraglia
Narrative Sign Restrictions for SVARs
-Econometrics Seminar
Juan Rubio-Ramirez
Emory University
Estimating the Type Space of Group Heterogeneity in Panel Data with an Application to Production Functions
-Econometrics Seminar
Peng Shao
External Validity in a Stochastic World
-Econometrics Seminar
Christopher Udry
Yale University
Yield Curves: Unspanned Macro Risks at the ZLB
-Econometrics Seminar
Ross Askanazi
Penn Graduate Student
Non-Stationary Dynamic Factor Models for Large Datasets
-Econometrics Seminar
Matteo Luciani
Board of Governors of the Federal Reserve Bank