Conditional Moment Models under Weak Identification
-Econometrics Seminar
Bertille Antoine
Simon Fraser University
Bayesian Covariance Regression and Autoregression
-Econometrics Seminar
Emily Fox
Penn Statistics
Generalized Jackknife Estimators of Weighted Average Derivatives
-Econometrics Seminar
Michael Jansson
University of California, Berkeley
Identification and Estimation of a Nonparametric Panel Data Model with Unobserved Heterogeneity
-Econometrics Seminar
Kirill Evdokimov
Princeton University
The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors
-Econometrics Seminar
Bryan Kelly
University of Chicago
Estimating and Testing a Quantile Regression Model with Interactive Effects
-Econometrics Seminar
Matt Harding
Stanford University
Linear Social Network Models
-Econometrics Seminar
Steven Durlauf
University of Wisconsin-Madison
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
-Econometrics Seminar
Victor Chernozhukov
MIT
Information Structure and Statistical Information in Discrete Response Models
-Econometrics Seminar
Denis Nekipelov
University of California, Berkeley
Maximum Likelihood Inference in Weakly Identified DSGE Models
-Econometrics Seminar
Anna Mikusheva
MIT